On the usefulness of cross-validation for directional forecast evaluation (Q1623514): Difference between revisions

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+A survey of cross-validation procedures for model selection
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+Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
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+Generation Of Time Series Models With Given Spectral Properties
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+Combining forecasts based on multiple encompassing tests in a macroeconomic core system
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+Efficient Tests for an Autoregressive Unit Root
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+Fast robust estimation of prediction error based on resampling
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+Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
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+Predicting the signs of forecast errors
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