Variable selection in macroeconomic stress test: a Bayesian quantile regression approach: Variable selection in macroeconomic stress test...: M. Dao, L. Nguyen.
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| Title: | Variable selection in macroeconomic stress test: a Bayesian quantile regression approach: Variable selection in macroeconomic stress test...: M. Dao, L. Nguyen. |
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| Authors: | Dao, Mai1 (AUTHOR) mai.dao@wichita.edu, Nguyen, Lam2 (AUTHOR) lam.nguyen@citi.com |
| Source: | Empirical Economics. Mar2025, Vol. 68 Issue 3, p1113-1169. 57p. |
| Database: | Business Source Ultimate |
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