Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - EconWPA - 1996
been growing in testing for nonlinearity or chaos in economic data, but much controversy has arisen about the available … nonlinearity or chaos to ten simulated data series. The data generating mechanisms include linear processes, chaotic recursions … information about the power functions of some of the best regarded tests for nonlinearity or noisy chaos. The simulated data and …