Мобильная версия

Доступно журналов:

3 288

Доступно статей:

3 891 637

 

Скрыть метаданые

Автор Maasoumi, E.
Автор Khotanzed, A.
Автор Abaye, A.
Дата выпуска 1994
Формат application.pdf
Издатель Marcel Dekker, Inc
Копирайт Copyright Taylor and Francis Group, LLC
Тема Neural Networks
Тема Nelson-Plosser Data
Тема Back Propagation
Тема Non-Linear Dynamics
Тема Unit Roots
Тема Time Series
Тема Recursive Least Squares
Название Artificial neural networks for some macroeconomic series: A first report
Тип research-article
DOI 10.1080/07474939408800276
Electronic ISSN 1532-4168
Print ISSN 0747-4938
Журнал Econometric Reviews
Том 13
Первая страница 105
Последняя страница 122
Аффилиация Maasoumi, E.; Southern Methodist University
Аффилиация Khotanzed, A.; Southern Methodist University
Аффилиация Abaye, A.; Southern Methodist University
Выпуск 1
Библиографическая ссылка Gallant, R. and White, H. 1988. A Unified Theory of Estimation and Inference for Non-Linear Dynamic Models, Oxford: Basil Blackwell.
Библиографическая ссылка Georgescu-Roegen, N. 1966. Analytical Economics : Issues and Problems, Boston: Harvard University Press.
Библиографическая ссылка Ghysels, E. 1990. Unit-root tests and the statistical pitfalls of seasonal adjustment: The case of U.S. postwar real gross national product. Journal of Business & Economic Statistics, 8(2): 145–152.
Библиографическая ссылка Hamilton, J. D. 1989. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2): 357–384.
Библиографическая ссылка Hornick, K., Steincombe, M. and White, H. 1989. Multi-Layer Feedforward Networks are Universal Approximators. Neural Networks, 2(2): 359–366.
Библиографическая ссылка Khotanzad, A. R. and Fowler, M. 1991. “Neural Network Based Time Series Forecasting”. In Intelligent Engineering Systems Through Artificial Neural Networks, Edited by: Dagli, C. H., Kumara, S. R. T. and Shin, Y. C. New York: ASME Press.
Библиографическая ссылка Kuan, C. M. and White, H. 1993. Artificial Neural networks: An econometric Perspective. Econometric Reviews, this issue
Библиографическая ссылка Maasoumi, E. 1991. “A Gauss program for unit-root like jump processes,rebooting, and sneezing models”. In Economics, SMU.
Библиографическая ссылка Maasoumi, E. 1993. “A Compendium To Information Theory in Economics and Econometrics”. In Economics, SMU.
Библиографическая ссылка Nelson, C. R. and Plosser, C. I. 1982. Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications. Journal of Monetary Economics, 10: 139–162.
Библиографическая ссылка Perron, P. 1990. Testing unit roots in a time series with a changing mean. Journal of Business & Economic Statistics, 8(2): 153–162.
Библиографическая ссылка Potcher, B. and Prucha, I. 1991a. Basic structure of the asymptotic theory in dynamic non-linear econometric models. I. Consistency and approximation concepts. Econometric Reviews, 10(2): 125–216.
Библиографическая ссылка Potcher, B. and Prucha, I. 1991b. Basic structure of asymptotic theory of non-linear econometric models II Asymptotic normality. Econometric Reviews, 10(3): 253–358. (with discussion)
Библиографическая ссылка Priestly, M. B. 1988. Non-linear and non-stationary time series analysis, Academic Press.
Библиографическая ссылка Schotman, P. C. and van Dijk, H. K. 1991. On Bayesian Routes to Unit Roots. Journal of Applied Econometrics, 6(4): 387–402.
Библиографическая ссылка Tong, H. 1990. Non-linear time series: A dynamical system approach, Oxford: Clarendon Press.
Библиографическая ссылка White, H. 1989. Some Asymptotic Results for Learning Hidden Layer Feedforward Network Models. Journal of The American Statistical Association, 84: 1003–1013.

Скрыть метаданые