Forecasting the levels of vector autoregressive log-transformed time series

B-Tier

Journal: International Journal of Forecasting

Year: 2000

Volume: 16

Issue: 1

Pages: 111-116

Authors (2)

Arino, Miguel A. (not in RePEc) Franses, Philip Hans (Erasmus Universiteit Rotterdam)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count