A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity

Andrew Blake

No 153, National Institute of Economic and Social Research (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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Journal Article: A radial basis function artificial neural network test for neglected nonlinearity (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:nsr:niesrd:153

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