The role of the log transformation in forecasting economic variables
Empirical EconomicsPublished 27 December 2010Open access
Helmut Lütkepohl, Fang Xu
Citations213
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Abstract
Autoregressive moving average process, Forecast mean squared error, Instantaneous transformation, Integrated process, Heteroskedasticity, C22,
Keywords
Decision SciencesEconomics, Econometrics and Finance
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