Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Jeff Racine
| Year of publication: |
2000
|
|---|---|
| Authors: | Racine, Jeffrey |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 1, p. 39-61
|
| Subject: | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | G7-Staaten | G7 countries |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001504420