Forecasting the levels of vector autoregressive log-transformed time series

Research output: Contribution to journal › Article › Academic › peer-review

24 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	111-116
Number of pages	6
Journal	International Journal of Forecasting
Volume	16
Publication status	Published - 2000

Cite this

@article{7da50409fb844b2ba5c31d49609bbd4e,

title = "Forecasting the levels of vector autoregressive log-transformed time series",

author = "MA Arino and Franses, {Philip Hans}",

year = "2000",

language = "Undefined/Unknown",

volume = "16",

pages = "111--116",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

}