A radial basis function artificial neural network test for neglected nonlinearity

DOI10.1111/1368-423X.T01-1-00113MaRDI QIDQ4458361zbMATH OpenFDO

Authors Andrew P. Blake, George Kapetanios

Publication date 17 March 2004

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423X.T01-1-00113

zbMATH Keywords

artificial neural networkstime seriesinformation 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)

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Cited in

(9)

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• Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
• A neural network method for nonlinear time series analysis
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• Supply chains and fake news: a novel input-output neural network approach for the us food sector
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• Testing for Neglected Nonlinearity in Cointegrating Relationships
• Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
• Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations

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