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

@article{Racine2000ConsistentCM,
  title={Consistent cross-validatory model-selection for dependent data: hv-block cross-validation},
  author={Jeffrey S. Racine},
  journal={Journal of Econometrics},
  year={2000},
  volume={99},
  pages={39-61}
}
  • J. Racine
  • Published 1 November 2000
  • Computer Science
  • Journal of Econometrics
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