Forecasting the levels of vector autoregressive log-transformed time series

Miguel A. Arino and Philip Hans Franses

International Journal of Forecasting, 2000, vol. 16, issue 1, 111-116

Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (24)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0169-2070(99)00025-4
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:16:y:2000:i:1:p:111-116

Access Statistics for this article

International Journal of Forecasting is currently edited by R. J. Hyndman

More articles in International Journal of Forecasting from Elsevier
Bibliographic data for series maintained by Catherine Liu ().