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Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
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2
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
Saved in:
3
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
4
Further results on Bayesian method of moments analysis of the multiple regression model
Zellner, Arnold
;
Tobias, Justin L.
- In:
International economic review
42
(
2001
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10001562209
Saved in:
5
A note on testing the nested structure in multivariate regression models
Ahn, Sung K.
;
Lee, Eui Yong
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 451-458
Persistent link: https://www.econbiz.de/10001505521
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