Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks

Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks

This dissertation consists of 3 essays In the first essay, A Simple Variable Selection Technique for Nonlinear Models, written in cooperation with Timo Teräsvirta and Rolf Tschernig, I propose a variable selection method based on a polynomial expansion of the unknown regression function and an appro...

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Bibliographic Details
Main Author: Rech, Gianluigi
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) 2001
Subjects:
Neural networks
Nonlinear time series
Nonparametric variable selection
Misspecification tests
Parameter constancy
Autocorrelation
Lagrange multiplier test
Model specification
Forecasting
Ekonometri
Tidsserieanalys
Econometrics
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-591
http://nbn-resolving.de/urn:isbn:91-7258-588-9

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-591
http://nbn-resolving.de/urn:isbn:91-7258-588-9

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