Dimensionality Reduction and State Space Systems : Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs
Year of publication: |
[2021]
|
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Authors: | Joshi, Sudiksha |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | USA | United States | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (62 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3883002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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