TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583): Difference between revisions

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-George Kapetanios
@@ Property / author: George Kapetanios / rank @@
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+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
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+Weak greedy algorithms
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+A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
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+Nonparametric model checks for regression
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+A radial basis function artificial neural network test for neglected nonlinearity
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+Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
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+Testing the Martingale Difference Hypothesis
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+Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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+The Bierens test under data dependence
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+Stochastic Limit Theory
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+Boosting for high-dimensional linear models
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+Consistent bootstrap tests of parametric regression functions
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+A radial basis function artificial neural network test for ARCH
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+A Consistent Conditional Moment Test of Functional Form
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+Model specification testing of time series regressions
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+Q4865042
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Nonparametric model checks for time series
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+Multilayer feedforward networks are universal approximators
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+Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
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+A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
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+Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
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+Greedy function approximation: A gradient boosting machine.
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+Testing the martingale difference hypothesis using integrated regression functions
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+Generalized spectral tests for the martingale difference hypothesis
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+Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
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