Recent content by Suarez Jochelges

  1. S

    Predicting Rsquared out-of-sample

    Hi everyone. Im currently writing my thesis and got advised to compare In-sample vs Out-of-sample prediction. Where R2 out of sample is defined as: My data set is for 1764 observations (months): i created sample of my data set: * Example generated by -dataex-. To install: ssc install dataex...