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References contributed by pko254-2043824
Clark, T.E., et al., 2021. Tail Forecasting with Multivariate Bayesian Additive Regression Trees.
Diebold, F.X., Mariano, R., 1995. Comparing predictive accuracy. J. Bus. Econ. Stat. 13, 253–265.
Timmermann, A., 2006. Forecast combinations. Handb. Econ. Forecast. 1, 135–196.
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