Testing for Nonlinear Structure and Chaos in Economic Time Series

This short paper is a comment on "Testing for Nonlinear Structure and Chaos in Economic Time Series" by Catherine Kyrtsou and Apostolos Serletis. We summarize their main results and discuss some of their conclusions concerning the role of 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

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Year of publication:	2006
Authors:	Hommes, Cars H. ; Manzan, S.
Publisher:	[S.l.] : SSRN
Subject:	Zeitreihenanalyse \| Time series analysis \| Chaostheorie \| Chaos theory \| Nichtlineare Dynamik \| Nonlinear dynamics \| Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (12 p)
Series:	Tinbergen Institute Discussion Papers ; No. 2006-030/1
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2006 erstellt
Other identifiers:	10.2139/ssrn.894222 [DOI]
Classification:	C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014059062