Univariate Tests for Nonlinear Structure

In this paper, we discuss a number of univariate tests for independence and hidden nonlinear deterministic structure, and apply these tests to the Canadian exchange rate, using daily data over a 30-year period from January 2, 1973 to February 14, 2003

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Year of publication:	[2007]
Authors:	Kyrtsou, Catherine
Other Persons:	Serletis, Apostolos (contributor)
Publisher:	[2007]: [S.l.] : SSRN
Subject:	Chaostheorie \| Chaos theory \| Nichtlineare Dynamik \| Nonlinear dynamics \| Wechselkurs \| Exchange rate \| Kanada \| Canada
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Macroeconomics, Vol. 28, No. 1, 2006 Volltext nicht verfügbar
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://www.econbiz.de/10012776656