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Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali; Tsukuda, Yoshihiko; Matsuda, Yasumasa - In: Journal of forecasting 32 (2013) 8, pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
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A threshold extension of spatial dynamic panel model with fixed effects
Wu, Junyue; Matsuda, Yasumasa - 2021
Persistent link: https://www.econbiz.de/10012542409
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Spatial extension of the mixed models of the analysis of variance
Sato, Takaki; Kuroda, Yuta; Matsuda, Yasumasa - 2022
Persistent link: https://www.econbiz.de/10013445735
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Estimation of large volatility matrices with low-rank signal plus sparse noise structures
Dai, Runyu; Matsuda, Yasumasa - 2023
Persistent link: https://www.econbiz.de/10014310363