Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Year of publication: |
2006-03-27
|
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Authors: | Hommes, Cars ; Manzan, Sebastiano |
Institutions: | Tinbergen Instituut |
Subject: | nonlinearity | chaos | noise | self-organized criticality | Mackey-Glass-GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 06-030/1 |
Classification: | C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Hommes, Cars, (2006)
-
Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.
Hommes, Cars, (2006)
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Testing for nonlinear structure and chaos in economic time series : a comment
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Behavioral Heterogeneity in Stock Prices
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