Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2005.08.007
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+W3125357648
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+A radial basis function artificial neural network test for ARCH
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+Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
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+A radial basis function artificial neural network test for neglected nonlinearity
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+Approximation by superpositions of a sigmoidal function
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Multilayer feedforward networks are universal approximators
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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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+Testing for ARCH in the presence of a possibly misspecified conditional mean
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+Q3817481
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+A comparison of the power of some tests for conditional heteroscedasticity
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