Table 9.

Test of robustness-Panel B.

	${\text{R}}_{\text{Is}}^2$(1)	${\text{R}}_{\text{oos}}^2$(2)	${\text{EVS}}_{\text{oos}}$(3)	${\text{MAE}}_{\text{oos}}$ (4)	${\text{MSE}}_{\text{oos}}$ (5)	${\text{MedAE}}_{\text{oos}}$(6)
Multiple linear regression	0.2937	0.2501	0.2501	1.0166	1.6040	0.8389
LASSO	0.1098	0.3851	0.1177	1.1512	1.8871	1.1576
GBR	0.5063	0.1177	0.3852	0.9106	1.3151	0.7561
RFR	0.9266	0.4512	0.4514	0.8546	1.1738	0.6861
LightGBM	0.8870	0.6480	0.6482	0.9486	0.7689	0.6565
XGBoost	0.9797	0.6237	0.6238	1.0142	0.7912	0.6673