Sökning: "Gianluigi Rech"

Hittade 1 avhandling innehållade orden Gianluigi Rech.

1. 1. Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks

   Författare :Gianluigi Rech; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This dissertation consists of 3 essays In the first essay, A Simple Variable Selection Technique for Nonlinear Models, written in cooperation with Timo Teräsvirta and Rolf Tschernig, I propose a variable selection method based on a polynomial expansion of the unknown regression function and an appropriate model selection criterion. The hypothesis of linearity is tested by a Lagrange multiplier test based on this polynomial expansion. LÄS MER