Author:
Mayr Johannes,Ulbricht Dirk
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Forecasting the levels of vector autoregressive log-transformed time series;Ariño;Int. J. Forecast.,2000
2. Forecasting levels of log variables in vector autoregressions;Bårdsen;Int. J. Forecast.,2011
3. Forecasting transformed series;Granger;J. R. Stat. Soc. Ser. B Stat. Methodol.,1976
4. Testing the equality of prediction mean squared errors;Harvey;Int. J. Forecast.,1997
5. Forecasting annual inflation with seasonal monthly data: Using levels versus logs of the underlying price index;Lütkepohl;J. Time. Ser. Econom.,2011
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献