Consistent cross-validatory model-selection for dependent data: hv-block cross-validation

Jeffrey Scott Racine ()

Journal of Econometrics, 2000, vol. 99, issue 1, pages 39-61

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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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