Showing 1 - 10 of 98
In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1982, 1984), under a class of Vn-local alternatives, where n is the sample size. The generalized version involved includes neural network...
Persistent link: https://www.econbiz.de/10011090471
In this paper we study further the asymptotic power properties of the integrated conditional moment (ICM) test of Bierens (1982) and Bierens and Ploberger (1994). First, we establish the relation between consistency against global alternatives and nontrivial local power, using the concept of...
Persistent link: https://www.econbiz.de/10011092887
This paper is concerned with linear dynamic factor models. In such models the observed process is decomposed into a structural part called the latent process, and a remainder that is called noise. The observed variables are treated in a symmetric way, so that no distinction between inputs and...
Persistent link: https://www.econbiz.de/10005450804
Persistent link: https://www.econbiz.de/10004967759
This paper is concerned with linear dynamic factor models. In such models the observed process is decomposed into a structural part called the latent process, and a remainder that is called noise. The observed variables are treated in a symmetric way, so that no distinction between inputs and...
Persistent link: https://www.econbiz.de/10011256529
Dementia caused by Alzheimer’s disease (AD) is worldwide one of the main medical and social challenges for the next years and decades. An automated analysis of changes in the electroencephalogram (EEG) of patients with AD may contribute to improving the quality of medical diagnoses. In this...
Persistent link: https://www.econbiz.de/10010848078
The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered under general conditions, relating to the nature of the exogenous variables and the innovation sequence and to the form of the parameterization of the rational transfer functions, from exogenous...
Persistent link: https://www.econbiz.de/10005093763
Persistent link: https://www.econbiz.de/10005598768
Persistent link: https://www.econbiz.de/10005610469
Persistent link: https://www.econbiz.de/10005756237