2

Artificial neural networks: an econometric perspective ∗

Year:
1994
Language:
english
File:
PDF, 2.37 MB
english, 1994
3

A recurrent Newton algorithm and its convergence properties

Year:
1995
Language:
english
File:
PDF, 534 KB
english, 1995
4

Forecasting exchange rates using feedforward and recurrent neural networks

Year:
1995
Language:
english
File:
PDF, 1.08 MB
english, 1995
7

Trends in unit energy consumption: The performance of end-use models

Year:
1989
Language:
english
File:
PDF, 1.34 MB
english, 1989
10

The pseudo-true score encompassing test for non-nested hypotheses

Year:
2002
Language:
english
File:
PDF, 236 KB
english, 2002
11

Distinguishing between trend-break models: method and empirical evidence

Year:
2001
Language:
english
File:
PDF, 137 KB
english, 2001
12

An encompassing test for non-nested quantile regression models

Year:
2010
Language:
english
File:
PDF, 198 KB
english, 2010
15

A range-CUSUM test with recursive residuals

Year:
1994
Language:
english
File:
PDF, 267 KB
english, 1994
16

A New Test of the Martingale Difference Hypothesis

Year:
2004
Language:
english
File:
PDF, 424 KB
english, 2004
18

The Moving-Estimates Test for Parameter Stability

Year:
1995
Language:
english
File:
PDF, 902 KB
english, 1995
20

The New Palgrave Dictionary of Economics || Artificial Neural Networks

Year:
2018
Language:
english
File:
PDF, 8.80 MB
english, 2018
22

Time irreversibility and EGARCH effects in US stock index returns

Year:
2002
Language:
english
File:
PDF, 136 KB
english, 2002
23

Guest editors’ introduction

Year:
2009
Language:
english
File:
PDF, 310 KB
english, 2009
24

Tests for changes in models with a polynomial trend

Year:
1998
Language:
english
File:
PDF, 1.07 MB
english, 1998
25

Testing time reversibility without moment restrictions

Year:
2000
Language:
english
File:
PDF, 327 KB
english, 2000
27

Change-Point Estimation of Fractionally Integrated Processes

Year:
1998
Language:
english
File:
PDF, 661 KB
english, 1998
31

Editors’ Introduction

Year:
2012
Language:
english
File:
PDF, 163 KB
english, 2012
33

Change-point estimation of nonstationary I(d) processes

Year:
2008
Language:
english
File:
PDF, 222 KB
english, 2008
34

Improved HAC covariance matrix estimation based on forecast errors

Year:
2008
Language:
english
File:
PDF, 699 KB
english, 2008
35

Testing parameter constancy in models with infinite variance errors

Year:
2001
Language:
english
File:
PDF, 88 KB
english, 2001
36

A note on tests for partial parameter instability in the trend stationary model

Year:
1999
Language:
english
File:
PDF, 55 KB
english, 1999
38

The generalized fluctuation test: A unifying view

Year:
1995
Language:
english
File:
PDF, 829 KB
english, 1995
44

Testing the predictive power of the term structure without data snooping bias

Year:
2013
Language:
english
File:
PDF, 339 KB
english, 2013
46

MOSUM Tests for Parameter Constancy

Year:
1995
Language:
english
File:
PDF, 1.09 MB
english, 1995
50

A Convergence Result for Learning in Recurrent Neural Networks

Year:
1994
Language:
english
File:
PDF, 779 KB
english, 1994