Ahamuefula E Ogbonna
Biographic Data
| ID | 9522668 |
|---|---|
| NAME | Ahamuefula E Ogbonna |
| GIVEN NAMES | Ahamuefula E |
| FAMILY NAME | Ogbonna |
| SIGNATURE | OGBONNA A E |
| AFFILIATIONS | University of Ibadan |
| ORCID | 0000-0002-9127-5231 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
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 Stat 83(4):960–981, 2021). The asymptotic theory and the properties of the proposed test are given. By setting up a Monte Carlo simulation experiment, t…
Information and Communication Technology (ICT) and youth unemployment in Africa
Unemployment hysteresis in Middle East and North Africa countries
Unemployment hysteresis of Middle East and North African (MENA) countries is investigated under a battery of unit root testing frameworks in the extant literature, including a recently proposed Panel SUR Dickey-Fuller-like unit root test with Fourier and Exponential Smooth Transition Regression (ESTR) nonlinearities. The Fourier function allows for smooth nonlinear breaks, while the ESTR nonlinearity allows for instantaneous breaks. The two nonli…
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network
This paper proposes a nonlinear unit root test based on the autoregressive neural network process for testing unemployment hysteresis. In this new unit root testing framework, the linear, quadratic and cubic components of the neural network process are used to capture the nonlinearity in a given time series data. The theoretical properties of the test are developed, while the size and the power properties are examined in a Monte Carlo simulation …
No prominent works on this page.
Unemployment hysteresis in Middle East and North Africa countries
Unemployment hysteresis of Middle East and North African (MENA) countries is investigated under a battery of unit root testing frameworks in the extant literature, including a recently proposed Panel SUR Dickey-Fuller-like unit root test with Fourier and Exponential Smooth Transition Regression (ESTR) nonlinearities. The Fourier function allows for smooth nonlinear breaks, while the ESTR nonlinearity allows for instantaneous breaks. The two nonli…
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network
This paper proposes a nonlinear unit root test based on the autoregressive neural network process for testing unemployment hysteresis. In this new unit root testing framework, the linear, quadratic and cubic components of the neural network process are used to capture the nonlinearity in a given time series data. The theoretical properties of the test are developed, while the size and the power properties are examined in a Monte Carlo simulation …
Information and Communication Technology (ICT) and youth unemployment in Africa
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 Stat 83(4):960–981, 2021). The asymptotic theory and the properties of the proposed test are given. By setting up a Monte Carlo simulation experiment, t…
Economics (4 works) · Econometrics (3 works) · Hysteresis (3 works) · Macroeconomics (3 works) · Monetary Policy and Economic Impact (3 works) · Nonlinear system (3 works) · Unemployment (3 works) · Unit root (3 works) · Unit root test (3 works) · Artificial Intelligence (2 works)