This paper considers artificial neural network modelling from a statistical point of view. Specification, estimation and evaluation are carried out using Lagrange multiplier testing. Simulations in samples of moderate size demonstrate the performances of the overall procedure.
- Specification, estimation and evaluation of single hidden-layer feedforward autoregressive artificial neural network models
- Gianluigi Rech - Stockholm School of Economics, {Historical} Department of Economic Statistics
- European Symposium on Artificial Neural Networks, 8th (Bruges, Belgium, 2000-04-21–2000-04-23)
- 6
- {Historical} Department of Economic Statistics
- English
- Conference paper