Model averaging based on leave-subject-out cross-validation for vector autoregressions

Research article (Journal of Econometrics, 2018) · cited 39× · AI/ML
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Model averaging based on leave-subject-out cross-validation for vector autoregressions

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Model averaging based on leave-subject-out cross-validation for vector autoregressions is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Model averaging based on leave-subject-out cross-validation for vector autoregressions. Retrieved May 24, 2026, from https://4ort.xyz/entity/model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions
MLA “Model averaging based on leave-subject-out cross-validation for vector autoregressions.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions.
BibTeX @misc{4ortxyz_model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Model averaging based on leave-subject-out cross-validation for vector autoregressions}}, year = {2026}, url = {https://4ort.xyz/entity/model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Model averaging based on leave-subject-out cross-validation for vector autoregressions — https://4ort.xyz/entity/model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions (retrieved 2026-05-24)

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