The sequential fitting of subset autoregressions with a forgetting factor
Year of publication: |
2004
|
---|---|
Authors: | Brailsford, Timothy J. ; Hyung, Namwon ; Penm, Jammie H. ; Terrell, R. D. |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 9.2004, 1, p. 29-57
|
Subject: | Warenbörse | Commodity exchange | Ökonometrisches Modell | Econometric model |
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