TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES

DOI10.1111/iere.12619OpenAlexW4311737292MaRDI QIDQ6088679

Todd E. Clark, Massimiliano Marcellino, Gary Koop, Florian Huber, Michael Pfarrhofer

Publication date: 16 November 2023

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12619

Mathematics Subject Classification ID

Statistics (62-XX)

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