The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor

Timothy John Brailsford, Namwon Hyung, Jammie H C Penm, Deane Terrell

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	29-57
Journal	Journal of Economic Research
Volume	9
Publication status	Published - 2004

Cite this

@article{3afd2415f74a4e12acc995d34fb186ca,

title = "The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor",

author = "Brailsford, \{Timothy John\} and Namwon Hyung and Penm, \{Jammie H C\} and Deane Terrell",

year = "2004",

language = "English",

volume = "9",

pages = "29--57",

journal = "Journal of Economic Research",

publisher = "Asia Pacific Economic Association",

}