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Multivariate statistics / Data analysis / Fixed income market / Yield curve / Factor analysis / Maximum likelihood / Ordinary least squares / Least squares / Singular value decomposition / Statistics / Estimation theory / Regression analysis


Functional dynamic factor models with application to yield curve forecasting
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Document Date: 2012-09-28 09:25:42

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Diebold / Cox / Jianhua Z. Huang2 Pacific Northwest National Laboratory / /

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University of North Carolina / Chapel Hill / King Abdullah University of Science / /

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