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Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?
Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673
test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur.  … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …
Persistent link: https://www.econbiz.de/10014608718
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Determinism in Financial Time Series
Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 3, pp. 1134-1134
address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …
Persistent link: https://www.econbiz.de/10005246284
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A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178
Persistent link: https://www.econbiz.de/10012173910
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Determinism in Financial Time Series
Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 3, pp. 1134-1134
address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …
Persistent link: https://www.econbiz.de/10004966269
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Complexity of agricultural commodity cycle: a chaotic time series analysis
Sakai, Kenshi; Managi, Shunsuke; Demura, Katsuhiko - In: International Journal of Agricultural Resources, … 3 (2004) 3/4, pp. 266-287
Most empirical investigations of agricultural markets have been conducted using linear models. Therefore, nonlinear dynamic patterns of the market cannot be predicted based on these models under any circumstances. Consequently, little is known about the role of nonlinear dynamics and the whether...
Persistent link: https://www.econbiz.de/10010816449
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Nonlinearity and the unit root hypothesis for African per capita real GDP
Solarin Sakiru Adebola; Anoruo, Emmanuel - In: International economic journal 29 (2015) 4, pp. 617-630
Persistent link: https://www.econbiz.de/10011548770
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Linear and nonlinear comovement in Southeast Asian local currency bond markets : a stepwise multiple testing approach
Matsuki, Takashi - In: Empirical economics : a journal of the Institute for … 51 (2016) 2, pp. 591-619
Persistent link: https://www.econbiz.de/10011550980
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Public debt, economic growth and nonlinear effects : myth or reality?
Égert, Balázs - In: Journal of macroeconomics 43 (2015), pp. 226-238
Persistent link: https://www.econbiz.de/10011507098
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The nexus, downside risk and asset allocation between oil and Islamic stock markets : a cross-country analysis
Hadhri, Sinda - In: Energy economics 101 (2021), pp. 1-44
Persistent link: https://www.econbiz.de/10013161746