DOI10.1016/j.jeconom.2020.02.008MaRDI QIDQ2116352
Davide Pettenuzzo, Yong Song, Allan G. Timmermann
Publication date: 16 March 2022 Published in: Journal of Econometrics (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.008
Mathematics Subject Classification ID
62P20: Applications of statistics to economics
62F15: Bayesian inference
Cites Work