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A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
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Imperfect foresight and chaos : an example of a self-fulfilling mistake
Sorger, Gerhard - In: Journal of economic behavior & organization : JEBO 33 (1998) 3, pp. 363-383
Persistent link: https://www.econbiz.de/10001337573
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How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550
Persistent link: https://www.econbiz.de/10011642907
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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Complex eigenvalues and trend-reverting fluctuations
Azariadēs, Kōstas; Bullard, James Brian; Ohanian, Lee E. - 1998
Persistent link: https://www.econbiz.de/10000996965
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On the relationship of optimal memory to steady states, cycles, chaos
Mitra, Kaushik - 1998
Persistent link: https://www.econbiz.de/10000981178
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Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000874756
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ML estimation of nonlinear stochastic differential equations : Fokker-Planck vs extended Kalman filter
Singer, Hermann - 1996
Persistent link: https://www.econbiz.de/10000953151
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A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Functional structure and approximation in econometrics, (pp. 581-616). 2004
Persistent link: https://www.econbiz.de/10003054718