REGWHITENNTEST: RATS procedure to perform White neural network test on regression
AbstractRegression post-processor to do the White Neural Network test. Lee, White and Granger(1992), "Testing for Neglected Non-linearities in Time Series Models," J. of Econometrics, vol 56, 269-290.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00183.
Programming language: RATS
Requires: RATS 7.00
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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Other versions of this item:
- Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
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