A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514): Difference between revisions

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+An equilibrium characterization of the term structure
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Forecasting the term structure of government bond yields
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
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+Estimating the term structures of corporate debt
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+Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
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+Q4768455
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+Normal rank
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+The multivariate skew-slash distribution
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+Normal rank
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+Bayesian Measures of Model Complexity and Fit
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+Q3405569
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+Normal rank
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+An arbitrage‐free generalized Nelson–Siegel term structure model
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+Bayesian inference in a stochastic volatility Nelson-Siegel model
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+Bayes inference in regression models with ARMA\((p,q)\) errors
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+Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
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+Markov chains for exploring posterior distributions. (With discussion)
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+Marginal Likelihood from the Gibbs Output
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+The simulation smoother for time series models
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