The role of the log transformation in forecasting economic variables
Year of publication: |
2012
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---|---|
Authors: | Lütkepohl, Helmut ; Fang, Xu |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 42.2012, 3, p. 619-638
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Subject: | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Statistischer Fehler | Statistical error | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Börsenkurs | Share price | Welt | World | 1990-2007 |
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