Optimal forecasting of noncausal autoregressive time series

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalInternational Journal of Forecasting
Volume28
Issue number3
Pages (from-to)623-631
Number of pages9
ISSN0169-2070
DOIs
Publication statusPublished - 2012
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Noncausal time series
  • Non-Gaussian time series
  • Point forecast
  • Density forecast
  • Inflation
  • MAXIMUM-LIKELIHOOD-ESTIMATION
  • MODELS
  • 511 Economics
  • 112 Statistics and probability

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