How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2011.02.010
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+W2006862523
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@@ Property / cites work @@
+Forecasting the term structure of government bond yields
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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