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Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Hommes, Cars; Manzan, Sebastiano - 2006
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. …
Persistent link: https://www.econbiz.de/10010325181
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A Fast Algorithm for the BDS Statistic
LeBaron, Blake - In: Studies in Nonlinear Dynamics & Econometrics 2 (1997) 2
The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power against many nonlinear alternatives, and its asymptotic properties as a residual diagnostic are well understood. Furthermore, extensive Monte Carlo results have proved it useful...
Persistent link: https://www.econbiz.de/10014620800
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A Generalized Fast Algorithm for BDS-Type Statistics
Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1
We provide a fast algorithm to calculate the m-dimensional distance histogram on which Brock, Dechert, and Sheinkman's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram for any finite set of distances simultaneously, and...
Persistent link: https://www.econbiz.de/10014620826
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Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Hennani, Rachida - 2015
Persistent link: https://www.econbiz.de/10011300800
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Testing for nonlinear structure and chaos in economic time series : a comment
Hommes, Cars H.; Manzan, Sebastiano - 2005 - August 2005, Journal of Macroeconomics, forthcoming
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. …
Persistent link: https://www.econbiz.de/10011349217
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Uncovering nonlinear dynamics in air transport demand
Inglada-Pérez, Lucìa - In: International journal of transport economics : IJTE 43 (2016) 1/2, pp. 33-65
Persistent link: https://www.econbiz.de/10011559425
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Hodrick-Prescott, Goodwin y ciclos económicos en Bolivia
Villegas Quino, Horacio; Rubín de Celis, Raúl; Aliaga … - In: Revista latinoamericana de desarrollo económico 9 (2011) 16, pp. 29-38
Persistent link: https://www.econbiz.de/10010187340
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Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Hommes, Cars; Manzan, Sebastiano - Tinbergen Instituut - 2006
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. …
Persistent link: https://www.econbiz.de/10011255740
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Ancient and Current Chaos Theories
Gunduz, G. - In: Interdisciplinary Description of Complex Systems - … 4 (2006) 1, pp. 1-18
Chaos theories developed in the last three decades have made very important contributions to our understanding of … dynamical systems and natural phenomena. The meaning of chaos in the current theories and in the past is somewhat different from … of the views of ancient philosophers. The meaning of chaos in Anaximenes' philosophy and its role in the Ancient natural …
Persistent link: https://www.econbiz.de/10005082592
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Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Hommes, Cars; Manzan, Sebastiano - Tinbergen Institute - 2006
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. …
Persistent link: https://www.econbiz.de/10005144529