, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models … relationships with the US dollar are captured best by neural net regression models, over the ten year sample of daily exchange rate …

-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to their … more generally a set of variables. Our test statistics are based on the estimated partial derivative of the regression … much predictors contribute additionally to the non-parametric regression after accounting for the latent factors. Our …