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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

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

A radial basis function artificial neural network test for ARCH

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

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

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

Tests of the martingale difference hypothesis using boosting and RBF neural network approximations

Kapetanios, George; Blake, Andrew P. - In: Econometric theory 26 (2010) 5, pp. 1363-1397

Persistent link: https://www.econbiz.de/10008662665

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