A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity

Andrew Peter Blake () and George Kapetanios ()

NIESR Discussion Papers from National Institute of Economic and Social Research

Abstract: We propose a test for neglected nonlinearity that uses an artificial neural network. We use radial basis functions for the `hidden layer' with basis function centers and radii chosen from the sample data set and selected on the basis of information criteria. The procedure is straightforward to implement and out-performs the random network test proposed by Lee, White, and Granger (1993).

Date: 1999-09

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Related works:
Journal Article: A radial basis function artificial neural network test for neglected nonlinearity (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:nsr:niesrd:153

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