Testing for nonlinearity and chaos in economic time series with noise titration
Year of publication: |
2013
|
---|---|
Authors: | Caraiani, Petre |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 192-194
|
Subject: | Nonlinearity | Chaos | Lyapunov exponents | Noise titration | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtlineare Dynamik | Nonlinear dynamics |
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