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Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Lee, Nicholas Rueilin, (2023)
Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Çakmaklı, Cem, (2020)
Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon, (2001)
Principal components analysis for correlated curves and seasonal commodities: The case of the petroleum market
Tolmasky, Carlos, (2002)
Principal components analysis for correlated curves and seasonal commodities : the case of the petroleum market
Socioeconomic Index for Income and Poverty Prediction : A Sufficient Dimension Reduction Approach
Duarte, Sabrina, (2021)