Similar Search Results

Is there chaos in the world economy? : A nonparametric test using consistent standard errors

Linton, Oliver; Shintani, Mototsugu - 2001

Persistent link: https://www.econbiz.de/10001592534

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - 2003

Persistent link: https://www.econbiz.de/10001760767

Is there chaos in the world economy?

Shintani, Mototsugu; Linton, Oliver - In: International economic review 44 (2003) 1, pp. 331-358

Persistent link: https://www.econbiz.de/10001742770

Nonparametric neural network estimation of lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - 2002

Persistent link: https://www.econbiz.de/10001658165

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10001998813

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

Shintani, Mototsugu; Linton, Oliver - 2001

A positive Lyapunov exponent is one practical definition of chaos. We develop a formal test for chaos in a noisy system based on the consistent standard errors of the nonparametric Lyapunov exponent estimators. When our procedures are applied to international real output series, the hypothesis...

Persistent link: https://www.econbiz.de/10014129198

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

Shintani, Mototsugu; Linton, Oliver - 2003

A positive Lyapunov exponent is one practical definition of chaos. We develop a formal test for chaos in a noisy system based on the consistent standard errors of the nonparametric Lyapunov exponent estimators. For international real output series, the hypothesis of the positive Lyapunov...

Persistent link: https://www.econbiz.de/10014089568

A nonparametric measure of convergence towards purchasing power parity

Shintani, Mototsugu - In: Journal of applied econometrics 21 (2006) 5, pp. 589-604

Persistent link: https://www.econbiz.de/10003360450

A dynamic factor approach to nonlinear stability analysis

Shintani, Mototsugu - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2788-2808

Persistent link: https://www.econbiz.de/10003775098

Nonparametric lag selection for nonlinear additive autoregressive models

Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134

Persistent link: https://www.econbiz.de/10009242396