Does the Box-Cox transformation help in forecasting macroeconomic time series?

Tommaso Proietti and Helmut Luetkepohl

Year of publication:	2011
Authors:	Proietti, Tommaso ; Lütkepohl, Helmut
Institutions:	European University Institute / Department of Law (contributor)
Publisher:	Badia Fiesolana, San Domenico (Fl)
Subject:	Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Wirtschaftsprognose \| Economic forecast

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