Modelling and Forecasting Economic Time Series with Single Hidden-Layer Feedforward Autoregressive Artificial Neural Networks

نویسنده

  • Gianluigi Rech
چکیده

is a scientific institution which works independently of economic, political and sectional interests. It conducts theoretical and empirical research in management and economic sciences, including selected related disciplines. The Institute encourages and assists in the publication and distribution of its research findings and is also involved in the doctoral education at the Stockholm School of Economics. EFI selects its projects based on the need for theoretical or practical development of a research domain, on methodological interests, and on the generality of a problem. Keywords: neural networks nonlinear time series nonparametric variable selection misspecification tests parameter constancy autocorrelation Lagrange multiplier test model specification forecasting Printed by A simple variable selection technique for nonlinear models. . viii 0.1.2 Essay II: lvlodelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks viii 0.1.3 Essay III: Forecasting with artificial neural network models 'ix 0. 1 A simple variable selection tecllnique for nonlinear models 1 1.

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تاریخ انتشار 2009