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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 287.78 kB | Adobe PDF | View/Open |
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