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econ.EM2021
Dimensionality Reduction and State Space Systems: Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs
Sudiksha Joshi
Using a state-space system, I forecasted the US Treasury yields by employing frequentist and Bayesian methods after first decomposing the yields of varying maturities into its unob…
econ.EM2019★ 2 cited
Time Series Analysis and Forecasting of the US Housing Starts using Econometric and Machine Learning Model
Sudiksha Joshi
In this research paper, I have performed time series analysis and forecasted the monthly value of housing starts for the year 2019 using several econometric methods - ARIMA(X), VAR…