The role of the log transformation in forecasting economic variables

Author:

Lütkepohl Helmut,Xu Fang

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference16 articles.

1. Akaike H (1973) Information theory and an extension of the maximum likelihood principle. In: Petrov B, Csáki F (eds) 2nd international symposium on information theory. Académiai Kiadó, Budapest, pp 267–281

2. Box GEP, Jenkins GM (1976) Time series analysis: forecasting and control. Holden-Day, San Francisco

3. Chatfield C, Prothero DL (1973) Box-Jenkins seasonal forecasting: problems in a case-study (with discussion). J R Stat Soc A 136: 295–336

4. Corradi V, Swanson NR (2006) The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test. J Econom 132: 195–229

5. Diebold FX, Mariano RS (1995) Comparing predictive accuracy. J Bus Econ Stat 13: 253–263

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