Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (Q4687502)
From MaRDI portal
scientific article; zbMATH DE number 6952416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations |
scientific article; zbMATH DE number 6952416 |
Statements
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (English)
0 references
12 October 2018
0 references
term structure
0 references
latent factors
0 references
Bayesian inference
0 references
analytical approximation
0 references
accurate out-of-sample forecasts
0 references
