The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable

Citation

O'Neill, T, Penm, J & Terrell, R 2004, 'The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable', International Journal of Theoretical and Applied Finance, vol. 7, no. 8, pp. 979-995.

Year

2004

ANU Authors

Field of Research

  • Applied Statistics

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