Does the Box–Cox transformation help in forecasting macroeconomic time series?-Reference-Cited by-同舟云学术

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Does the Box–Cox transformation help in forecasting macroeconomic time series?

Published:2013-01 Issue:1 Volume:29 Page:88-99
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Proietti Tommaso,Lütkepohl Helmut

Publisher

Elsevier BV

Subject

Business and International Management

Reference46 articles.

1. An introduction to hypergeometric functions for economists;Abadir;Econometric Reviews,1999

2. Handbook of mathematical functions,1964

3. Advanced econometrics;Amemiya,1985

4. Testing transformations to normality;Atkinson;Journal of the Royal Statistical Society, Series B,1973

5. Forecasting levels of log variables in vector autoregressions;Bårdsen;International Journal of Forecasting,2011

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