A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Fumitaka Furuoka, Luis A. Gil-Alana, OlaOluwa S. Yaya, Elayaraja Aruchunan, Ahamuefula E. Ogbonna
| Year of publication: |
2024
|
|---|---|
| Authors: | Furuoka, Fumitaka ; Gil-Alaña, Luis A. ; Yaya, OlaOluwa S. ; Aruchunan, Elayaraja ; Ogbonna, Ahamuefula Ephraim |
| Subject: | Autoregressive neural network | Fractional integration | Hysteresis | Unemployment | Hysterese | Arbeitslosigkeit | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02540-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015048304