Pages that link to "Item:Q1209888"

The following pages link to Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888):

Displaying 50 items.

• Introduction to m-m processes (Q269401) (← links)
• Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• Macroscopic thermodynamics of reaction times (Q634601) (← links)
• A low-dimension portmanteau test for non-linearity (Q736672) (← links)
• A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
• Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
• A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
• Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland (Q1268210) (← links)
• A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
• Neural networks and nonlinear statistical methods: An application to the modelling of price-quality relationships (Q1348545) (← links)
• Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
• On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
• Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
• Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• A radial basis function artificial neural network test for ARCH (Q1583167) (← links)
• How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
• Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
• A neural network method for nonlinear time series analysis (Q1726175) (← links)
• Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
• Nonlinearities in the exchange rates returns and volatility (Q1847467) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
• Spurious nonlinear regressions in econometrics (Q1927829) (← links)
• A note on spurious nonlinear regression (Q1934885) (← links)
• Testing time reversibility without moment restrictions (Q1971793) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Martingales, nonlinearity, and chaos (Q1978586) (← links)
• Prediction and identification of physical systems by means of physically-guided neural networks with meaningful internal layers (Q2236964) (← links)
• Parameter redundancy in neural networks: an application of Chebyshev polynomials (Q2468329) (← links)
• Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
• Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
• Robustness checks and robustness tests in applied economics (Q2512608) (← links)
• Model selection in neural networks: some difficulties (Q2572255) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey (Q2691670) (← links)
• Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)