A radial basis function artificial neural network test for neglected nonlinearity

DOI10.1111/1368-423X.t01-1-00113zbMath1054.62108MaRDI QIDQ4458361

Andrew P. Blake, George Kapetanios

Publication date: 17 March 2004

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

time seriesartificial neural networksinformation criterianonlinearity testsradical basis functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (6)

Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ Testing for Neglected Nonlinearity in Cointegrating Relationships ⋮ Supply chains and fake news: a novel input-output neural network approach for the us food sector ⋮ A neural network method for nonlinear time series analysis ⋮ TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS

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