independently emerge in four different data sets and are strikingly stable over time. They predict out-of-sample behaviour equally …

independently emerge in four different data sets and are strikingly stable over time. They predict out-of-sample behavior equally …

The out-of-sample R2 is designed to measure forecasting performance without look-ahead bias. However, researchers can … virtual environment that prevents researchers from peeking into the intuition in advance when performing out-of-sample … the variance of its relative performance by 46% while avoiding the out-of-sample R2-hacking problem. Our approach, as a …

reflected in our out-of-sample analysis, as it does not translate into a corresponding improvement in forecast accuracy. …

independently emerge in four different data sets and are strikingly stable over time. They predict out-of-sample behavior equally …

independently emerge in four different data sets and are strikingly stable over time. They predict out-of-sample behaviour equally …