Browsing Max Weber Programme (MWP) by Subject "heteroskedasticity"

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Browsing Max Weber Programme (MWP) by Subject "heteroskedasticity"

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    Title: The Role of log Transformation in Forecasting Economic Variables  Author(s): LUETKEPOHL, Helmut; XU, Fang Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: For forecasting and economic analysis many variables are used in logarithms (logs). In time series analysis this transformation is often considered to stabilize the variance of a series. We investigate under which ...