Kernel-based multistep-ahead predictions of the US short-term interest rate
Year of publication: |
2000
|
---|---|
Authors: | Gooijer, Jan G. de ; Zerom, Dawit |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 19.2000, 4, p. 315-353
|
Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Core | USA | United States |
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