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Paper provided by Penn Economics Department in its series Penn CARESS Working Papers with number cae679cdc2e020f74d692ae73e6d291c.

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Handle: RePEc:cla:penntw:cae679cdc2e020f74d692ae73e6d291c

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1. John C. B. Cooper, 1999. "Artificial neural networks versus multivariate statistics: an application from economics," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 909-921, December. [Downloadable!] (restricted)
2. Moshiri, Saeed & Cameron, Norman E & Scuse, David, 1999. "Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation," Computational Economics, Springer, vol. 14(3), pages 219-35, December. [Downloadable!]
3. Shtub, Avraham & Versano, Ronen, 1999. "Estimating the cost of steel pipe bending, a comparison between neural networks and regression analysis," International Journal of Production Economics, Elsevier, vol. 62(3), pages 201-207, September. [Downloadable!] (restricted)
4. Arthur Lewbel, 1994. "Comment on artificial neural networks: An econometric perspective," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 99-103. [Downloadable!] (restricted)
5. Garcia, Rene & Gencay, Ramazan, 2000. "Pricing and hedging derivative securities with neural networks and a homogeneity hint," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 93-115. [Downloadable!] (restricted)
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   • René Garcia & Ramazan Gençay, 1998. "Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint," CIRANO Working Papers 98s-35, CIRANO. [Downloadable!]
6. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May. [Downloadable!] (restricted)

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This page was last updated on 2009-11-13.