A radial basis function artificial neural network test for neglected nonlinearity
Andrew Blake and
George Kapetanios
Econometrics Journal, 2003, vol. 6, issue 2, 357-373
Abstract:
We propose a test for neglected nonlinearity that uses an alternative artificial neural network (ANN) specification to the one commonly used in the literature. We use radial basis functions for the "hidden layer" with basis function centres and radii chosen from the sample data set and selected on the basis of an information criterion. The procedure is straightforward to implement and outperforms, in many cases, the ANN test proposed by Lee et al. (1993) and the analytic variation devised by Terasvirta et al. (1993) Copyright Royal Economic Society, 2003
Date: 2003
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Working Paper: A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:6:y:2003:i:2:p:357-373
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