Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX

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In this paper we adopt the following loss functions. Ø·Ø¡¾Ø·Ø for the ÒÊÅË test; <strong>and</strong> Ø·Ø¡ Ø·Ø for the Å test.22
-1 -1φ t(0)x t(1)x t(q)......φ t(1)sigmoidsφ t(p)linearFigure 1: Architecture of the neural network.23
Page 1 and 2: Modelling Exchange Rates:Smooth Tra
Page 3 and 4: alternatives. The results are discu
Page 5 and 6: (b) Test linearity.(c) If linearity
Page 7 and 8: the standard asymptotic distributio
Page 9 and 10: 2.2.3 Model EvaluationAfter the NCS
Page 11 and 12: where Ô Ø is the price at the tim
Page 13: significant in a few number of peri
Page 16 and 17: ased on Bayesian fundamentals. Conc
Page 18 and 19: Nguyen, D. and Widrow, B. (1990). I
Page 20 and 21: Consider the simple nonlinear model
Page 24 and 25: 20 40 60 80 100 120 140 160 180Aust
Page 26 and 27: Table 1: Data sets.Series Descripti
Page 28 and 29: Table 3: Specification and estimati
Page 30 and 31: Table 5: Estimation results - ANN m
Page 32 and 33: Table 7: Number of series where mod

Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX

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