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

> Research article (Journal of Econometrics, 2018) · cited 39× · AI/ML

**Wikidata**: [openalex:W2904550086](https://www.wikidata.org/wiki/openalex:W2904550086)  
**Source**: https://4ort.xyz/entity/model-averaging-based-on-leave-subject-out-cross-validation-for-vector-autoregressions