@article{dimensionalityreductionandstatespace, title = {Dimensionality Reduction and State Space Systems: Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs}, author = {Sudiksha Joshi}, year = {2021}, eprint = {2108.06553}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2108.06553v1}, }