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The sequential fitting of subset autoregressions with a forgetting factor
Brailsford, Timothy J.
;
Hyung, Namwon
;
Penm, Jammie H.
; …
- In:
Journal of economic research
9
(
2004
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10002125705
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