A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
This paper proposes a nonlinear fractional unit root approach which is known as the autoregressive neural network-fractional integration (ARNN-FI) test. This new fractional integration test is based on a new multilayer perceptron of a neural network process, proposed in Yaya et al. (Oxf Bull Econ St...
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| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
Springer
2024
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/45825/ https://doi.org/10.1007/s00181-023-02540-5 |
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