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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

Testing for neglected nonlinearity in cointegrating relationships

Blake, Andrew P. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920635

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

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

Boosting estimation of RBF neural networks for dependent data

Kapetanios, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428552

Testing the martingale difference hypothesis using neural network approximations

Kapetanios, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003475296

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