Optimal forecasting of noncausal autoregressive time series

International Journal of Forecasting

Volumn 28, Issue 3, 2012, Pages 623-631

  Lanne, Markku ^a,b   Luoto, Jani ^a,b   Saikkonen, Pentti ^a,b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b HECER ^*  (Finland)

Author keywords

Density forecast; Inflation; Non Gaussian time series; Noncausal time series; Point forecast

Indexed keywords

EID: 84862516816     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.08.003     Document Type: Article

References (16)

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