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

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+Forecasting the term structure of government bond yields
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Optimal forecast combinations under general loss functions and forecast error distributions
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+Tests of Conditional Predictive Ability
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+Martingales and arbitrage in multiperiod securities markets
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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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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