Model averaging based on leave-subject-out cross-validation

标题
Model averaging based on leave-subject-out cross-validation
作者
关键词
Asymptotic optimality, Leave-subject-out cross-validation, Longitudinal data, Model averaging, Time series
出版物
JOURNAL OF ECONOMETRICS
Volume 192, Issue 1, Pages 139-151
出版商
Elsevier BV
发表日期
2015-12-29
DOI
10.1016/j.jeconom.2015.07.006

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