Brock, William A.; Dechert, W. Davis - In: Handbook of mathematical economics : volume 4, (pp. 2209-2235). 1991
This chapter aims to (1) set enough of the mathematics of dynamical systems from the perspective of chaos theory so that the endogenous emergence of chaotic dynamics and other highly complex dynamics are understood, (ii) measures of instability and complexity are explained, (iii) how one tests...