A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

Multilayer feedforward networks are universal approximators

1989 • 18,606 citations

American economic review

1992 • 16,670 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Parallel Distributed Processing: Explorations in the Microstructure of Cognition: Foundations

1986 • 15,232 citations

Advances in neural information processing systems 7

1996 • 15,075 citations

Parallel Distributed Processing

1986 • 14,631 citations

Approximation by superpositions of a sigmoidal function

1989 • 12,384 citations

Multilayer feedforward networks are universal approximators

1989 • 9,696 citations

On the approximate realization of continuous mappings by neural networks

1989 • 4,187 citations

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

1990 • 2,005 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

2015 • 1,341 citations

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

1981 • 1,280 citations

Mathematical Statistics with Applications

1987 • 1,273 citations

Learning in Artificial Neural Networks: A Statistical Perspective

1989 • 927 citations

Parallel Distributed Processing: Explorations in the Microstructures of Cognition

1987 • 716 citations

The information in the term structure

1984 • 689 citations

Economic prediction using neural networks: the case of IBM daily stock returns

1988 • 674 citations

FEED FORWARD NETWORKS ARE UNIVERSAL APPROXIMATORS

1989 • 626 citations

Artificial neural networks: an econometric perspective^∗

1994 • 472 citations

Economic Forecast Evaluation: Profits versus the Conventional Error Measures

1991 • 469 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

Forecasting exchange rates using feedforward and recurrent neural networks

1995 • 435 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

Forecasting Output with the Composite Leading Index: A Real-Time Analysis

1991 • 333 citations

Mathematical Statistics With Applications

1987 • 285 citations

Bond rating: A non-conservative application of neural networks

1988 • 262 citations

Forward rates as predictors of future spot rates

1976 • 237 citations

Effects of Model Selection on Inference

1991 • 237 citations

Construction of neural nets using the radon transform

1989 • 161 citations

The information in the term structure: Some further results

1988 • 137 citations

Model selection for forecasting

1986 • 42 citations

The Use of Artificial Neural Networks for Estimation of Decision Surfaces in First Price Sealed Bid Auctions

1994 • 33 citations

Forecasting exchange rates using feedforward and recurrent neural networks / 1992:128

1992 • 3 citations

On the Relation between Economy and Energy (II)

1962 • 2 citations