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Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions

Jin Seo Cho, Isao Ishida, and Halbert White

in Essays in Nonlinear Time Series Econometrics

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199679959
eISBN:
9780191760136
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679959.003.0001
Subject:
Economics and Finance, Econometrics

We revisit the twofold identification problem discussed by Cho, Ishida, and White (2011), which arises when testing for neglected nonlinearity by artificial neural networks. We do not use the ... More


Essays in Nonlinear Time Series Econometrics

Niels Haldrup, Mika Meitz, and Pentti Saikkonen (eds)

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199679959
eISBN:
9780191760136
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679959.001.0001
Subject:
Economics and Finance, Econometrics

This book is a collection of 14 original research articles presented at the conference Nonlinear Time Series Econometrics that was held in Ebeltoft, Denmark, in June 2012. The conference gathered ... More


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