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Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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Growth and convergence: A profile of distribution dynamics and mobility
Maasoumi, Esfandiar; Racine, Jeff; Stengos, Thanasis - In: Journal of econometrics 136 (2007) 2, pp. 483-508
Persistent link: https://www.econbiz.de/10007391019
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Entropy and predictability of stock market returns
Maasoumi, Esfandiar; Racine, Jeffrey - In: Journal of econometrics 107 (2002) 1/2, pp. 291-312
Persistent link: https://www.econbiz.de/10001651309
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Nonparametric estimation of regression functions with both categorical and continuous data
Racine, Jeffrey; Li, Qi - In: Journal of econometrics 119 (2004) 1, pp. 99-130
Persistent link: https://www.econbiz.de/10001944044
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Nonparametric estimation of regression functions with both categorical and continuous data
Racine, Jeff; Li, Qi - In: Journal of econometrics 119 (2004) 1, pp. 99-130
Persistent link: https://www.econbiz.de/10006758250
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Entropy and predictability of stock market returns
Maasoumi, Esfandiar; Racine, Jeff - In: Journal of econometrics 107 (2002) 1, pp. 291-312
Persistent link: https://www.econbiz.de/10006770112
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Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
Racine, Jeff - In: Journal of econometrics 99 (2000) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10006779206
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Jackknife model averaging
Hansen, Bruce E.; Racine, Jeffrey - In: Journal of econometrics 167 (2012) 1, pp. 38-46
Persistent link: https://www.econbiz.de/10009551447
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A nonparametric test for equality of distributions with mixed categorical and continuous data
Li, Qi; Maasoumi, Esfandiar; Racine, Jeffrey - In: Journal of econometrics 148 (2009) 2, pp. 186-200
Persistent link: https://www.econbiz.de/10003833765
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Growth and convergence : a profile of distribution dynamics and mobility
Maasoumi, Esfandiar; Racine, Jeffrey; Stengos, Thanasēs - In: Journal of econometrics 136 (2007) 2, pp. 483-508
Persistent link: https://www.econbiz.de/10003412658