Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/22399
Title: | The role of the log transformation in forecasting economic variables |
Authors: | Lütkepohl, H Xu, F |
Keywords: | Autoregressive moving average process;Forecast mean squared error;Instantaneous transformation;Integrated process;Heteroskedasticity |
Issue Date: | 2010 |
Publisher: | Springer Science and Business Media LLC |
Citation: | Empirical Economics, 2012, 42 (3), pp. 619 - 638 |
URI: | http://bura.brunel.ac.uk/handle/2438/22399 |
DOI: | http://dx.doi.org/10.1007/s00181-010-0440-1 |
ISSN: | 0377-7332 http://dx.doi.org/10.1007/s00181-010-0440-1 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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