In-sample or out-of-sample tests of predictability : which one should we use? /
Inoue, Atsushi.
Kilian, Lutz.
Centre for Economic Policy Research (Great Britain).
London : Centre for Economic Policy Research,
2002.
Caption title.
"December 2002."
Includes bibliographical references (p. 25-27).
Sampling (Statistics).
Data mining.
Econometrics.
Also available from the CEPR World Wide Web site (www.cepr.org).