A bootstrap detection for operational determinism

We propose a bootstrap detection for operationally deterministic versus stochastic nonlinear modelling and illustrate the method with both simulated and real data sets.

MoreLess

Year of publication:	1998-04
Authors:	Yao, Qiwei ; Tong, Howell
Institutions:	London School of Economics (LSE)
Subject:	bandwidth \| kernel regression \| operational determinism \| stochastic noise

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	LSE Research Online Documents on Economics.
Type of publication:	Book / Working Paper
Notes:	Published in Physica D: Nonlinear Phenomena, April, 1998, 115(1/2), pp. 49-58. ISSN: 0167-2789
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010928722