The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor

Brailsford, Timothy John; Hyung, Namwon; Penm, Jammie H C; Terrell, Richard

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The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor

Date

2004

Authors

Brailsford, Timothy John

Hyung, Namwon

Penm, Jammie H C

Terrell, Richard

Publisher

Asia Pacific Economic Association

URI

http://hdl.handle.net/1885/88706

Collections

ANU Research Publications

Source

Journal of Economic Research

Type

Journal article

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Cultural advice

The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor

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