Table 13.

Test of robustness-Panel A.

	${\text{R}}_{\text{Is}}^2$ (1)	${\text{R}}_{\text{oos}}^2$ (2)	${\text{EVS}}_{\text{oos}}$ (3)	${\text{MSE}}_{\text{oos}}$ (4)	${\text{MAE}}_{\text{oos}}$ (5)	${\text{MedAE}}_{\text{oos}}$ (6)
Multiple linear regression	0.39732738	0.25957264	0.76428389	0.26846889	0.948616	0.644222
LASSO	0.05365541	0.01575251	0.8751177	0.03963723	1.25559015	0.69827659
GBR	0.9090655	0.41838766	0.6334473	0.42640994	0.72991383	0.45977579
RFR	0.93187938	0.54534248	0.57231571	0.55658528	0.58650539	0.45247681