Unintended look-ahead bias in out-of-sample forecasting
Year of publication: |
2024
|
---|---|
Authors: | Yae, James |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 31.2024, 10, p. 953-957
|
Subject: | Forecasting | look-ahead bias | model selection bias | out-of-sample test |
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