A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Year of publication: |
2024
|
---|---|
Authors: | Furuoka, Fumitaka ; Gil-Alaña, Luis A. ; Yaya, OlaOluwa S. ; Aruchunan, Elayaraja ; Ogbonna, Ahamuefula Ephraim |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 6, p. 2471-2499
|
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 |
-
Bahmani-Oskooee, Mohsen, (2018)
-
Threshold models in time series analysis : some reflections
Tong, Howell, (2015)
-
Nonlinear vs. nonstationary of hysteresis in unemployment : evidence from OECD economies
Lin, Cheng-hsun, (2008)
- More ...
-
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
Yaya, OlaOluwa S., (2021)
-
Mapping US presidential terms with S&P500 index : Time series analysis approach
Gil-Alaña, Luis A., (2020)
-
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A., (2014)
- More ...