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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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A consistent model specification test with mixed discrete and continuous data
Hsiao, Cheng; Li, Qi; Racine, Jeffrey S. - In: Journal of econometrics 140 (2007) 2, pp. 802-826
Persistent link: https://www.econbiz.de/10007761413
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A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Racine, Jeffrey S.; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567
Persistent link: https://www.econbiz.de/10007732042
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A nonparametric test for equality of distributions with mixed categorical and continuous data
Li, Qi; Maasoumi, Esfandiar; Racine, Jeffrey S. - In: Journal of econometrics 148 (2009) 2, pp. 186
Persistent link: https://www.econbiz.de/10008175045
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Jackknife model averaging
Hansen, Bruce E.; Racine, Jeffrey S. - In: Journal of econometrics 167 (2012) 1, pp. 38-47
Persistent link: https://www.econbiz.de/10009825292
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A nonparametric test for equality of distributions with mixed categorical and continuous data
Li, Qi; Maasoumi, Esfandiar; Racine, Jeffrey S. - In: Journal of econometrics 148 (2009) 2, pp. 186-201
Persistent link: https://www.econbiz.de/10008890767
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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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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