Please use this identifier to cite or link to this item:
Fariñas, Mayte Suarez
Pedreira, Carloe E.
Medeiros, Marcelo C.
Year of Publication: 
Series/Report no.: 
Texto para discussão 470
In this paper, the Local Global Neural Networks model is proposed within the context of time series models. This formulation encompasses some already existing nonlinear models and also admits the Mixture of Experts approach. We place emphasis on the linear expert case and extensively discuss the theoretical aspects of the model: stationarity conditions, existence, consistency and asymptotic normality of the parameter estimates, and model identifiability. A model building strategy is also considered and the whole procedure is illustrated with two real time-series.
neural networks
nonlinear models
model identifiability
parameter estimation
model building
sunspot number.
Document Type: 
Working Paper
Social Media Mentions:

Files in This Item:
683.66 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.