Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks

DOI10.1007/978-1-4614-8060-0_3zbMath1407.62319OpenAlexW1571359194MaRDI QIDQ4561855

Zhou Xi, Ru Zhang, Tae-Hwy Lee

Publication date: 13 December 2018

Published in: Recent Advances in Estimating Nonlinear Models (Search for Journal in Brave)

Full work available at URL: https://economics.ucr.edu/repec/ucr/wpaper/201422.pdf

zbMATH Keywords

dimension reductionPLSPCALassopretestPoSI problemrandomized ANN activationssupervised regularizationunsupervised regularization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

A neural network method for nonlinear time series analysis

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