Regression Approach to the Linear Plus Quadratic Combination of Forecasts

dc.contributor.author	Trenkler, Götz	de
dc.contributor.author	Troschke, Sven-Oliver	de
dc.date.accessioned	2004-12-06T18:44:22Z
dc.date.available	2004-12-06T18:44:22Z
dc.date.issued	2000	de
dc.description.abstract	In Troschke and Trenkler (2000) the authors introduce linear plus quadratic approaches to the mean square error optimal combination of forecasts for a scalar random variable. In this paper it is shown how the optimal combination parameters can be obtained with the help of linear regression. Thus numerical considerations as well as application of linear plus quadratic combination to empirical data are facilitated. First results on the comparison of the new methods to the classical linear approaches are given. It is found that there are situations where the linear plus quadratic approaches may be employed beneficially, but further investigations have to be carried out.	en
dc.format.extent	241329 bytes
dc.format.extent	312129 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/5084
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5428
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	combination of forecasts	en
dc.subject	linear plus quadratic combination	en
dc.subject	linear regression	en
dc.subject.ddc	310	de
dc.title	Regression Approach to the Linear Plus Quadratic Combination of Forecasts	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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