Tail forecasting with multivariate bayesian additive regression trees
Year of publication: |
2023
|
---|---|
Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
Subject: | Multiple Regression | Multiple regression | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Statistische Verteilung | Statistical distribution | USA | United States | 1997-2020 |
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