A bootstrap detection for operational determinism

We propose a bootstrap detection for operationally deterministic versus stochastic nonlinear modelling and illustrate the method with both simulated and real data sets.

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Year of publication:	1998-04
Authors:	Yao, Qiwei ; Tong, Howell
Institutions:	London School of Economics (LSE)
Subject:	bandwidth \| kernel regression \| operational determinism \| stochastic noise

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Extent:	application/pdf
Series:	LSE Research Online Documents on Economics.
Type of publication:	Book / Working Paper
Notes:	Published in Physica D: Nonlinear Phenomena, April, 1998, 115(1/2), pp. 49-58. ISSN: 0167-2789
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010928722