measure of the quality of information recorded at loan origination. We measure model predictive power using an out-of-sample …

markets are predictable in and out of sample. In particular, substantial additional predictive power can be obtained by …

public firms, we show that the proposed models deliver high out-of-sample predictive accuracy. …

We examine both in-sample and out-of-sample predictability of South African stock return using macroeconomic variables …-statistic corresponding to the slope coefficient of the predictive regression model, and for the out-of-sample tests we employ the MSE-F and … data mining. Further, we use a procedure that combines the in-sample general-to-specific model selection with tests of out-of-sample …