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Testing for neglected nonlinearity in long memory models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
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Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867146
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Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635
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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
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004109
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A test for serial dependence using neural networks
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564910
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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
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A radical basis function artificial neural network test for neglected nonlinearity
Blake, Andrew P. (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558148
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A radial basis function artificial neural network test for ARCH
Blake, Andrew P. (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558149
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A radial basis function artificial neural network test for neglected nonlinearity
Blake, Andrew P.; Kapetanios, George - In: The econometrics journal 6 (2003) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10001831265