readme.hgss.txt
Creators:
Constantino Hevia
;
Martin Gonzalez-Rozada
;
Martin Sola
;
Fabio Spagnolo
From the dataset abstract
We estimate versions of the Nelson-Siegel model of the yield curve of US government bonds using a Markov switching latent variable model that allows for discrete changes in the stochastic...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/292dfef2-628c-4b6b-9c7b-bdbeb177c3cc/resource/7b9753a4-0971-40e2-b357-2fc732406a09/download/readme.hgss.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
