Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations

Márcio Laurini and Luiz Hotta

Journal of Forecasting, 2014, vol. 33, issue 3, 214-230

Date: 2014
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Working Paper: Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:33:y:2014:i:3:p:214-230

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