Stock and bond return predictability: the discrimination power of model selection criteria (Q959244): Difference between revisions

@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2005.01.001
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@@ Property / OpenAlex ID @@
+W2146775134
@@ Property / OpenAlex ID: W2146775134 / rank @@
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@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
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+Bagging predictors
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+Heuristics of instability and stabilization in model selection
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
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+Pooling of forecasts
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+The jackknife and the bootstrap for general stationary observations
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+Some Comments on C P
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+The Stationary Bootstrap
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+Bayesian Model Averaging for Linear Regression Models
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+Stochastic complexity and modeling
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+Estimating the dimension of a model
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+Linear Model Selection by Cross-Validation
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+A Reality Check for Data Snooping
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