Search for dissertations about: "Gianluigi Rech"

Found 1 swedish dissertation containing the words Gianluigi Rech.

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

    Author : Gianluigi Rech; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : 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. READ MORE