REGWHITENNTEST: RATS procedure to perform White neural network test on regression

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Regression post-processor to do the White Neural Network test. Lee, White and Granger(1992), "Testing for Neglected Non-linearities in Time Series Models," J. of Econometrics, vol 56, 269-290.

Language: RATS
Requires: RATS 7.00
Keywords: Neural; networks (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/regwhitenntest.src (text/plain)

Related works:
Journal Article: Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00183

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