Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Year of publication: |
[2021]
|
---|---|
Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Series: | FRB of Cleveland Working Paper ; No. 21-08 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3809866 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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