Hi
Does anyone know of regression methods that satify the following three criteria: nonlinear, variable coefficients (i.e. updating of coefficient values), AND minimize out-of-sample, one-step ahead, forecasting error rather than in-sample fit? I have access to Mathematica if need be, or Gauss. Are there any packages that do this? Thanks. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
