The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor
Citation
Brailsford, T, Hyung, N, Penm, J et al. 2004, 'The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor', Journal of Economic Research, vol. 9, pp. 29-57.Year
2004ANU Authors
Field of Research
- Financial Economics