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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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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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A non-parametric test for independence based on symbolic dynamics
Matilla-García, Mariano - In: Journal of economic dynamics & control 31 (2007) 12, pp. 3889-3903
Persistent link: https://www.econbiz.de/10003569849
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Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay; Lapshin, Victor - In: Financial econometrics and empirical market microstructure, (pp. 13-23). 2015
Persistent link: https://www.econbiz.de/10011326759
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An alternative identification of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-liang - In: Economics letters 122 (2014) 2, pp. 338-342
Persistent link: https://www.econbiz.de/10010395679
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Nichtlineare Dynamik des Devisenmarktes
Höhener, Robert - 2005
Persistent link: https://www.econbiz.de/10003042101
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Nonparametric neural network estimation of lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - 2002
Persistent link: https://www.econbiz.de/10001658165
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - 2003
Persistent link: https://www.econbiz.de/10001760767
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Essays in nonlinear economic dynamics
Manzan, Sebastiano - 2003
Persistent link: https://www.econbiz.de/10001764064
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Shallow lake economics run deep : nonlinear aspects of an economic-ecological interest conflict
Wagener, Florian Oskar Ottokar - 2009
Persistent link: https://www.econbiz.de/10003850880