Optimal forecasting of noncausal autoregressive time series

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http://hdl.handle.net/10138/230228

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Lanne , M , Luoto , J & Saikkonen , P 2012 , ' Optimal forecasting of noncausal autoregressive time series ' , International Journal of Forecasting , vol. 28 , no. 3 , pp. 623-631 . https://doi.org/10.1016/j.ijforecast.2011.08.003

Title: Optimal forecasting of noncausal autoregressive time series
Author: Lanne, Markku; Luoto, Jani; Saikkonen, Pentti
Contributor: University of Helsinki, Department of Political and Economic Studies (2010-2017)
University of Helsinki, Department of Political and Economic Studies (2010-2017)
University of Helsinki, Department of Mathematics and Statistics
Date: 2012
Language: eng
Number of pages: 9
Belongs to series: International Journal of Forecasting
ISSN: 0169-2070
URI: http://hdl.handle.net/10138/230228
Subject: 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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