A neural network demand system with heteroskedastic errors

DOI10.1016/J.JECONOM.2008.09.031zbMATH Open1429.62685OpenAlexW2080565221MaRDI QIDQ299485FDOQ299485

Michael McAleer, D. J. Slottje, Marcelo C. Medeiros

Publication date: 22 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.031

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zbMATH Keywords

heteroskedasticityasymptotic theoryEngel curvesneural networksdemand functionsestimating demand systemsexact affine stone index (EASI)flexible forms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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Cited In (5)

• Prediction and identification of physical systems by means of physically-guided neural networks with meaningful internal layers
• On the empirical performance of some new neural network methods for forecasting intermittent demand
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
• An explainable attention network for fraud detection in claims management
• Proximity-Structured Multivariate Volatility Models

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