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Extrapolation using multiparameter discounted least squares

โœ Scribed by D.K Andes; F.T Metcalf


Book ID
107800398
Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
383 KB
Volume
56
Category
Article
ISSN
0022-247X

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Econometric forecasting via discounted l
โœ Robert A. Agnew ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 683 KB

## Abstract Simple direct smoothing formulas are derived for updating coefficient estimates and forecasts in a discounted least squares model. These formulas are the natural extensions of R. G. Brown's wellโ€known smoothing formulas to a general econometric setting with arbitrary explanatory time se