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ArticleA single-blind controlled competition among tests for nonlinearity and chaos

William A. Barnett1997

Article1997

A single-blind controlled competition among tests for nonlinearity and chaos

William A. Barnett · A. Ronald Gallant · Melvin J. Hinich · Jochen A. Jungeilges · Daniel T. Kaplan · Mark J. Jensen

248 citations·0/0 files stored·Journal of Econometrics

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Complex Systems and Time Series Analysis Monetary Policy and Economic Impact Chaos control and synchronization

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References

1996A test for independence based on the correlation dimension 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1993Testing for neglected nonlinearity in time series models 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.1995Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 2004The Aggregation-Theoretic Monetary Aggregates Are Chaotic and Have Strange Attractors: An Econometric Application of Mathematical Chaos

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Year1997

Typearticle

Published1997-01-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations248

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0304-4076(97)00081-x

openalex_workW1504296355

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2008A non-parametric independence test using permutation entropy

2001Testing for non-linear structure in an artificial financial market