A Radial Basis Function Artificial Neural Network Test for ARCH
Pub. Date
08 September, 1999
Pub. Type
We propose a test for ARCH that uses a radial basis function artificial neural network. It outperforms alternative neural network tests in a variety of Monte Carlo experiments.
Related Blog Posts
Blog
What Are the Implications of the Rising National Minimum Wage and National Living Wage Rates?
19 Mar 2024
5 min read
Related Projects
Related News
news
Press Release: Compositional effects push up average weekly earnings at the end of 2020
26 Jan 2021
2 min read
news
Press Release: 2020 shaping up to be the worst year for total pay growth since 2009
15 Dec 2020
2 min read
Related Publications
publication
The Nature of the Inflationary Surprise in Europe and the USA
21 Mar 2024
Discussion Papers
publication
Pay-Setting Among Employers in the Agriculture, Cleaning, Hospitality and Retail Sectors
11 Mar 2024
Research Report
publication
Energy and Climate Policy in a DSGE Model of the United Kingdom
08 Mar 2024
Discussion Papers
Related events
Improving the Recruitment of Older Workers
09:00 to 10:30
30 September, 2021
