Does the Box-Cox transformation help in forecasting macroeconomic time series?
Year of publication: |
2011-10
|
---|---|
Authors: | Lütkepohl, Helmut ; Proietti, Tommaso |
Institutions: | Business School, University of Sydney |
Subject: | Nonparametric estimation of prediction error variance | Rolling forecasts | Multi-step forecasting | Forecasts comparisons |
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