Forecasting the levels of vector autoregressive log-transformed time series
Year of publication: |
2000
|
---|---|
Authors: | Arino, Miguel A. ; Franses, Philip Hans |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 16.2000, 1, p. 111-116
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Arino, Miguel A., (1998)
-
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M., (2010)
-
Specification Testing in Hawkes Models
Gresnigt, Francine, (2015)
- More ...