Results for Recursive estimation • Fixed interval smoothing • Linearisation • Unobserved components • Long term trends • Small perturbations • Time variable parameters • Instrumental variable estimation • GNP-Unemployment in USA • Adaptive forecasting and control

Publications & Outputs

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

   Young, P. C., 1994, In: Journal of Forecasting. 13, 2, p. 179-210 32 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review