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Model selection and error estimation
Bartlett, Peter L., (2000)
Data mining reconsidered : encompassing and the general-to-specific approach to specification search
Hoover, Kevin D., (1999)
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey, (2000)
Seasonal integration and the evolving seasonals model
Hylleberg, Svend, (1995)
Modelling the term structure
Pagan, Adrian R., (1995)
Structural models of the liquidity effect