A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Year of publication: |
2024
|
---|---|
Authors: | Furuoka, Fumitaka ; Gil-Alaña, Luis A. ; Yaya, OlaOluwa S. ; Aruchunan, Elayaraja ; Ogbonna, Ahamuefula Ephraim |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 6, p. 2471-2499
|
Subject: | Autoregressive neural network | Fractional integration | Hysteresis | Unemployment | Hysterese | Neuronale Netze | Neural networks | Arbeitslosigkeit | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test |
-
A new approach to testing unemployment hysteresis
Furuoka, Fumitaka, (2017)
-
Yilanci, Veli, (2020)
-
Yaya, OlaOluwa S., (2022)
- More ...
-
Testing Fractional Integration in Time Series with Artificial Neural Network
Furuoka, Fumitaka, (2022)
-
Yaya, OlaOluwa S., (2022)
-
Awolaja, Oladapo Gbenga, (2021)
- More ...