Forecasting the levels of vector autoregressive log-transformed time series
نویسندگان
چکیده
منابع مشابه
Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series
Bayesian dynamic models, stochastic simulation and Bayesian econometrics. of Rio de Janeiro in 1993 and is presently a lecturer of Statistics at Federal University of Parann a (Brazil). Research interests include Bayesian inference, stochastic simulatio n and Bayesian dynamic models. Abstract Forecasting the levels of vector autoregressive (VAR) log-transformed time series has shown to be awkwa...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2000
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(99)00025-4