Prinzipien der MSE-Optimierung bei Prognosen mit lokal-deterministischen Trendfunktionen / Principles of MSE-Optimization for Forecasts with Local Deterministic Trends

Förster Wolfgang
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Förster Wolfgang: Weinbergstraße 20, D-35096 Weimar/Lahn.

Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1998, vol. 217, issue 1, 22-35

Abstract: Introductory remarks concerning the use of local deterministic trend models in economic time series are followed by explaining the fundamental relations between regression and filter estimates including some considerations on the selection of forecast functions. The general principles of MSE-forecasting are explained and some special methods of MSE-optimizing are discussed.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:jns:jbstat:v:217:y:1998:i:1:p:22-35

DOI: 10.1515/jbnst-1998-0105

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