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

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 99
Issue: 1
Pages: 39-61

Authors (1)

Racine, Jeff (McMaster University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:99:y:2000:i:1:p:39-61
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29