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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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Real-time Bayesian learning and bond return predictability
Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
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Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
Carriero, Andrea; Favero, Carlo A.; Kaminska, Iryna - In: Journal of econometrics 131 (2006) 1/2, pp. 339-358
Persistent link: https://www.econbiz.de/10003298590
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
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Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
Ahn, Hyungtaik - In: Journal of econometrics 67 (1995) 2, pp. 337-378
Persistent link: https://www.econbiz.de/10001178180
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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The precision of subjective data and the explanatory power of economic models
Drerup, Tilman H.; Enke, Benjamin; Gaudecker, … - In: Journal of econometrics 200 (2017) 2, pp. 378-389
Persistent link: https://www.econbiz.de/10011917272
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An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
Eggleston, Jonathan - In: Journal of econometrics 195 (2016) 1, pp. 120-133
Persistent link: https://www.econbiz.de/10011705236