Similar Search Results

Narrow search

A radial basis function artifical neural network test for ARCH

Blake, Andrew P.; Kapetanios, George - In: Economics letters 69 (2000) 1, pp. 15-23

Persistent link: https://www.econbiz.de/10001512718

A radial basis function artificial neural network test for ARCH

Blake, Andrew P. (contributor); … - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001558149

Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean

Blake, Andrew P. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868024

Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

Blake, Andrew P.; Kapetanios, George - In: Journal of econometrics 137 (2007) 2, pp. 472-488

Persistent link: https://www.econbiz.de/10003441933

Testing for Arch in the Presence of Nonlinearity of Unknown Form in the Conditional Mean

Blake, Andrew P.; Kapetanios, George - 2005

Tests of ARCH are a routine diagnostic in empirical econometric and financial analysis. However, it is well known that misspecification of the conditional mean may lead to spurious rejections of the null hypothesis of no ARCH. Nonlinearity is a prime example of this phenomenon. There is little...

Persistent link: https://www.econbiz.de/10014076260