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Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

Linton, Oliver - 2008

This paper derives the asymptotic distribution of the nonparametric neural network estimator of the Lyapunov exponent in a noisy system. Positivity of the Lyapunov exponent is an operational definition of chaos. We introduce a statistical framework for testing the chaotic hypothesis based on the...

Persistent link: https://www.econbiz.de/10012771019

Capital mobility in the world economy: An alternative test

Shibata, A.; Shintani, M. - In: Journal of international money and finance 17 (1998) 5, pp. 741-756

Persistent link: https://www.econbiz.de/10006917372

Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors

Shintani, M.; Linton, O. - In: International economic review 44 (2003) 1, pp. 331

Persistent link: https://www.econbiz.de/10006030291

Excess Smoothness of Consumption.

Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1993

Persistent link: https://www.econbiz.de/10005780329

Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons.

Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1993

Persistent link: https://www.econbiz.de/10005639216

Capital Mobility in the World Economy: An Alternative Measure.

Shibata, A.; Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1994

Persistent link: https://www.econbiz.de/10005639221

Excess Smoothness of Consumption.

Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1994

Persistent link: https://www.econbiz.de/10005639227

Capital Mobility in the World Economy: An Alternative Measure.

Shibata, A.; Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1994

Persistent link: https://www.econbiz.de/10008602837

The Effects of Demographics on the Japanese Housing Market.

Ohtake, F.; Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1995

Persistent link: https://www.econbiz.de/10008602847

Excess Smoothness of Consumption.

Shintani, M. - Institute of Social and Economic Research (ISER), Osaka … - 1993

Persistent link: https://www.econbiz.de/10008602884

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