Principal component regression in GAMLSS applied to Greek–German government bond yield spreads
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DOI: 10.1177/1471082x211022980
Abstract: A solution to the problem of having to deal with a large number of interrelated explanatory variables within a generalized additive model for location, scale and shape (GAMLSS) is given here using as an example… read more here.
Keywords: bond yield; gamlss; yield spreads; german government ... See more keywords