Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
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Overview
status
publication date
- November 2000
has subject area
- 0104 Statistics (FoR)
- 1402 Applied Economics (FoR)
- 1403 Econometrics (FoR)
- Econometrics (Science Metrix)
published in
- Journal of Econometrics Journal