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Adaptive forecasting with hyperfilters

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  • Merkies, A.H.Q.M.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Steyn, I.J.

Abstract

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Suggested Citation

  • Merkies, A.H.Q.M. & Steyn, I.J., 1988. "Adaptive forecasting with hyperfilters," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1988-18
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19880018.pdf
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    References listed on IDEAS

    as
    1. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October.
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    Cited by:

    1. Merkies, Arnold H. Q. M. & Steyn, Ivo J., 1994. "Modelling changing lag patterns in Dutch construction," Journal of Economic Dynamics and Control, Elsevier, vol. 18(2), pages 499-509, March.

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