Dynamic Nelson-Siegel model with Kalman filter and Diebold-Mariano test.
Stars
1
Forks
0
Watchers
Open Issues
Overall repository health assessment
No package.json found
This might not be a Node.js project
User
10
commits
Diebold-Mariano test
bc448bb
Main codes
5637cdf
Forecasting AR(1) factors (out-of-sample)
f3325d8
A brief introduction
4d1bfba
Data used
c88e66b
README.md
99a6040
be555f6
Add files via upload
310ce7c
e936459
Initial commit
be3f66c