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A single-blind controlled competition among tests for nonlinearity and chaos
6 references·16 citing·51 second hop
A single-blind controlled competition among tests for nonlinearity and chaos (1997)A single-blind controlled competition amo…The Aggregation-Theoretic Monetary Aggregates Are Chaotic and Have Strange Attractors: An Econometric Application of Mathematical Chaos (2004)The Aggregation-Theoretic Mon…A test for independence based on the correlation dimension (1996)A test for independence based…Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size (1995)Robustness of nonlinearity an…Testing for neglected nonlinearity in time series models (1993)Testing for neglected nonline…Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos and…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach (2023)The asymmetric effects of oil…An (a)symmetric analysis of the pollution haven hypothesis in the context of Pakistan: a non-linear approach (2019)An (a)symmetric analysis of t…The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis (2018)The effects of oil price shoc…Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests (2016)Stock market volatility and b…Nonlinear causality between oil and precious metals (2015)Nonlinear causality between o…Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates (2013)Hybrid Method of Multiple Ker…AGRICULTURAL PRICE INSTABILITY: A SURVEY OF COMPETING EXPLANATIONS AND REMEDIES (2010)AGRICULTURAL PRICE INSTABILIT…A non-parametric independence test using permutation entropy (2008)A non-parametric independence…Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (2005)Generalized Spectral Tests fo…Is There Chaos in The World Economy? A Nonparametric Test Using Consistent Standard Errors* (2003)Is There Chaos in The World E…DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (2003)DIAGNOSTIC CHECKING FOR THE A…On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis (2002)On the emergent properties of…Assessing nonlinear structures in real exchange rates using recurrence plot strategies (2002)Assessing nonlinear structure…Testing for non-linear structure in an artificial financial market (2001)Testing for non-linear struct…Purchasing power parity, nonlinearity and chaos (2000)Purchasing power parity, nonl…A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle (2000)A Comparison of the Statistic…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Asymmetric impact of oil prices on exchange rate and stock prices (2019)Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Examining the asymmetric effects of globalization and tourism on pollution emissions in South Asia (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets (2007)Are US stock index returns predictable? 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this work references cited by second hop

References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1993Testing for neglected nonlinearity in time series models498 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 1995Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size84 cited
  • 2004The Aggregation-Theoretic Monetary Aggregates Are Chaotic and Have Strange Attractors: An Econometric Application of Mathematical Chaos79 cited

Cited by

  • 2015Nonlinear causality between oil and precious metals194 cited
  • 2019An (a)symmetric analysis of the pollution haven hypothesis in the context of Pakistan: a non-linear approach138 cited
  • 2018The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis137 cited
  • 2002On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis131 cited
  • 2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form130 cited
  • 2016Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests121 cited
  • 2008A non-parametric independence test using permutation entropy114 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2001Testing for non-linear structure in an artificial financial market102 cited
  • 2003DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS94 cited
  • 2010AGRICULTURAL PRICE INSTABILITY: A SURVEY OF COMPETING EXPLANATIONS AND REMEDIES86 cited
  • 2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach79 cited
  • 2002Assessing nonlinear structures in real exchange rates using recurrence plot strategies72 cited
  • 2000A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle63 cited
  • 2013Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates62 cited
  • 2003Is There Chaos in The World Economy? A Nonparametric Test Using Consistent Standard Errors*59 cited
  • 2000Purchasing power parity, nonlinearity and chaos44 cited