The Role of the Log Transformation in Forecasting Economic Variables
Year of publication: |
[2009]
|
---|---|
Authors: | Luetkepohl, Helmut |
Other Persons: | Xu, Fang (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Welt | World | Wirtschaftsindikator | Economic indicator | Heteroskedastizität | Heteroscedasticity | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Series: | CESifo Working Paper Series ; No. 2591 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1368131 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Role of Log Transformation in Forecasting Economic Variables
Luetkepohl, Helmut, (2009)
-
The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut, (2012)
-
Mixed normal conditional heteroskedasticity
Haas, Markus, (2002)
- More ...
-
The role of the log transformation in forecasting economic variables
Luetkepohl, Helmut, (2009)
-
The Role of the Log Transformation in Forecasting Economic Variables
Luetkepohl, Helmut, (2009)
-
Lütkepohl, Helmut, (2009)
- More ...