The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power …, extensive Monte Carlo results have proved it useful in relatively small samples. However, the BDS test is not trivial to … short paper presents a fast algorithm for the BDS statistic, and outlines how these speed improvements are achieved. Source …

's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …

from an individual and from a combined approach. The results of the BDS test indicate that the variables are not iid and … el estudio tanto desde la perspectiva individual como conjunta. Los resultados del contraste BDS indican que las …

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …

The author makes a deep revision of the main implications of Nonlinearity, Complexity and Chaos Theory in the analysis …

to capturing all of the nonlinearity in Indian ETFs; and third, to test for chaos in Indian ETFs. Design … nonlinearity in all the ETFs was systematically investigated by subjecting the ETF data sets to a metric (BDS test) and a … employed to test for chaos in Indian ETFs. Findings – Test outcomes pertaining to a battery of nonlinearity tests indicate …

To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also present in the … corresponding data. To convincingly show that a system behaves chaotically, chaos has to be identified directly from the data. From … fluctuations determined by the nonlinear nature of the relation between economic aggregates. For this purpose, chaos tests test are …