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

2004

Field of Research

  • Financial Economics

Updated:  29 March 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers