The role of the log transformation in forecasting economic variables
| Year of publication: |
2012
|
|---|---|
| Authors: | Lütkepohl, Helmut ; Xu, Fang |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 42.2012, 3, p. 619-638
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Autoregressive moving average process | Forecast mean squared error | Instantaneous transformation | Integrated process | Heteroskedasticity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010994354