Arbeitspapier
Statistical methods for modelling neural networks
In this paper modelling time series by single hidden layer feedforward neural network models is considered. A coherent modelling strategy based on statistical inference is discussed. The problems of selecting the variables and the number of hidden units are solved by using statistical model selection criteria and tests. Misspecification tests for evaluating an estimated neural network model are considered. Forecasting with neural network models is discussed and an application to a real time series is presented.
- Sprache
-
Englisch
- Erschienen in
-
Series: Texto para discussão ; No. 445
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Model Construction and Estimation
Model Evaluation, Validation, and Selection
Optimization Techniques; Programming Models; Dynamic Analysis
Asset Pricing; Trading Volume; Bond Interest Rates
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Medeiros, Marcelo C.
Terasvirta, Timo
- Ereignis
-
Veröffentlichung
- (wer)
-
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
- (wo)
-
Rio de Janeiro
- (wann)
-
2001
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Medeiros, Marcelo C.
- Terasvirta, Timo
- Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
Entstanden
- 2001
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