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Iassopack : model selection and prediction with regularized regression in stata
Ahrens, Achim
;
Hansen, Christian Bailey
;
Schaffer, Mark E.
-
2019
(implemented in lasso2), K-fold cross-
validation
and h-step ahead rolling cross-
validation
for cross-section, panel and time …
Persistent link: https://www.econbiz.de/10011972491
Saved in:
2
Averaging estimators for kernel regressions
Liu, Chu-An
- In:
Economics letters
171
(
2018
),
pp. 102-105
Persistent link: https://www.econbiz.de/10012021800
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