A neural network demand system with heteroskedastic errors

DOI10.1016/J.JECONOM.2008.09.031MaRDI QIDQ299485zbMATH OpenOpenAlexFDO

Authors 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

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)

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• Sieve Extremum Estimates for Weakly Dependent Data
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Cited in

(6)

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

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