Methods of Estimation Involving Discounting
Methods of Estimation Involving Discounting
复制标题
涉及贴现的估算方法
DOI：
10.1111/j.2517-6161.1967.tb00701.x
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发表时间：
1967
期刊：
影响因子：
--
通讯作者：
W. Gilchrist
中科院分区：
文献类型：
--
作者：
W. Gilchrist
In the estimation of the parameters in time series models arising in economic and business situations, it is often of value to introduce some method of discounting which produces updated estimators that give more weight to recent data than to that arising in the distant past. The simplest methods of introducing such discounting are to modify the traditional methods of estimation. Such modifications are discussed for the methods of moments, least squares and maximum likelihood. The final section discusses criteria upon which such techniques can be evaluated.
