Ramsey, James B; Sayers, Chera L; Rothman, Philip - In: International Economic Review 31 (1990) 4, pp. 991-1020
Several recent attempts have been made to test for chaos in economic time series through dimension calculations. Relative to the large data sets used in the natural sciences, economic time series are small. Using a procedure developed by J. B. Ramsey and H. Yuan, the authors show that, with the...