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Articles
Combining p-values for Multivariate Predictive Ability Testing
Lars SprengCentre for Econometric Analysis and Faculty of Finance Bayes Business School (formerly Cass), London, UKCorrespondence[email protected] [email protected]
& Giovanni UrgaCentre for Econometric Analysis and Faculty of Finance Bayes Business School (formerly Cass), London, UK
Pages 765-777
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Published online: 16 May 2022
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