Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/186687 
Erscheinungsjahr: 
2001
Schriftenreihe/Nr.: 
Texto para discussão No. 445
Verlag: 
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia, Rio de Janeiro
Zusammenfassung: 
In this paper modelling time series by single hidden layer feedforward neural network models is considered. A coherent modelling strategy based on statistical inference is discussed. The problems of selecting the variables and the number of hidden units are solved by using statistical model selection criteria and tests. Misspecification tests for evaluating an estimated neural network model are considered. Forecasting with neural network models is discussed and an application to a real time series is presented.
JEL: 
C22
C51
C52
C61
G12
Dokumentart: 
Working Paper

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