A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (Q4687670)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6952665
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A test of the joint efficiency of macroeconomic forecasts using multivariate random forests |
scientific article; zbMATH DE number 6952665 |
Statements
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (English)
0 references
12 October 2018
0 references
forecast efficiency
0 references
multivariate setting
0 references
Mahalanobis distance
0 references
0.7540111541748047
0 references
0.711539626121521
0 references
0.7100928425788879
0 references
0.7088881731033325
0 references
0.7072384357452393
0 references
