Time-variable parameter and trend estimation in non-stationary economic time series-Reference-Cited by-同舟云学术

Time-variable parameter and trend estimation in non-stationary economic time series

Published:1994-03 Issue:2 Volume:13 Page:179-210
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Young Peter C.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference75 articles.

1. Signal Extraction for Nonstationary Time Series

2. and , Applied Optimal Control, Mass.: Blaisdell, 1969.

3. Forecasting and conditional projection using realistic prior distributions

4. Co-Integration and Error Correction: Representation, Estimation, and Testing

5. A comparison of adaptive structural forecasting methods for electricity sales

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