Open AccessFunctional dynamic factor models with application to yield curve forecasting
Author(s) -
Spencer Hays,
Haipeng Shen,
Jianhua Z. Huang
Publication year - 2012
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/aha5-sq23
Subject(s) - dynamic factor , yield (engineering) , yield curve , factor (programming language) , econometrics , computer science , mathematics , statistics , economics , thermodynamics , physics , programming language , macroeconomics , interest rate