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20192021
most citedTime Series Analysis and Forecasting of the US Housing Starts using Econometric and Machine Learning Model

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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…