This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …

To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also present in the … corresponding data. To convincingly show that a system behaves chaotically, chaos has to be identified directly from the data. From … fluctuations determined by the nonlinear nature of the relation between economic aggregates. For this purpose, chaos tests test are …

Interest has been growing in testing for nonlinearity or chaos in economic data, but much controversy has arisen about …-blind controlled competition among five highly regarded tests for nonlinearity or chaos with ten simulated data series. The data … for nonlinearity or noisy chaos. …

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …

Although nonlinearity is the rule in economic theory, nonlinearity tends to make life difficult for econometricians …. While there have been many advances in nonlinear econometrics in recent years, some problems produced by nonlinearity remain …

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …