A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (Q4687670)
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scientific article; zbMATH DE number 6952665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test of the joint efficiency of macroeconomic forecasts using multivariate random forests |
scientific article; zbMATH DE number 6952665 |
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A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (English)
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12 October 2018
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forecast efficiency
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multivariate setting
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Mahalanobis distance
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