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Journal of Applied Statistics Volume 26, 1999 - Issue 7
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Original Articles

Forecasting power-transformed time series data

Paul De Bruin
&
Philip Hans Franses
Pages 807-815 | Published online: 02 Aug 2010

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  • SKALIN , J. and TERASVIRTA , T. 1998 . “ Modelling Asymmetries and Moving Equilibria in Unemployment Rates ” . Stockholm School of Economics . Discussion Paper,
  • TERASVIRTA , T. 1994 . Specification, estimation, and evaluation of smooth transition autoregressive models . Journal of the American Statistical Assoc , 89 : 208 – 218 .

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