articleJournal of EconometricsMay 16, 2022Closed access

Model averaging prediction by K-fold cross-validation

XZXinyu Zhang CLChu-An Liu

University of Science and Technology of China · Chinese Academy of Sciences · +2 more institutions

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254

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FWCI: 51.99
Percentile: 100%
References: 62

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Authors

2

XZ
Xinyu Zhang
University of Science and Technology of China, Chinese Academy of Sciences, Academy of Mathematics and Systems Science
CL
Chu-An LiuCorresponding
Institute of Economics, Academia Sinica

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Topics

Keywords

Cross-validation
Mathematics
Monte Carlo method
Algorithm
Asymptotically optimal algorithm
Predictive modelling
Statistics
Applied mathematics

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