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  1. termstrc termstrc Public

    The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of…

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    Code for "Spatial Filtering with EViews and MATLAB", Austrian Journal of Statistics, Volume 36 (2007), Number 1, 17–26

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  3. R_Code R_Code Public

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    R coding stuff from the Meetup Group

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