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

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6577366
@@ Property / zbMATH DE Number: 6577366 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinearity
@@ Property / zbMATH Keywords: nonlinearity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARCH
@@ Property / zbMATH Keywords: ARCH / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+neural networks
@@ Property / zbMATH Keywords: neural networks / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.08.007
+Normal rank
@@ Property / OpenAlex ID @@
+W3125357648
@@ Property / OpenAlex ID: W3125357648 / rank @@
+Normal rank
@@ Property / cites work @@
+A radial basis function artificial neural network test for ARCH
+Normal rank
@@ Property / cites work @@
+Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
+Normal rank
@@ Property / cites work @@
+A radial basis function artificial neural network test for neglected nonlinearity
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation by superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Multilayer feedforward networks are universal approximators
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
+Normal rank
@@ Property / cites work @@
+Testing for ARCH in the presence of a possibly misspecified conditional mean
+Normal rank
@@ Property / cites work @@
+Q3817481
@@ Property / cites work: Q3817481 / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of the power of some tests for conditional heteroscedasticity
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:276926