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Unsolved Econometric Problems In Nonlinearity, Chaos, And Bifurcation
16 references·0 citing·42 second hop
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1996Turbulent cascades in foreign exchange markets643 cited
  • 1988Is the business cycle characterized by deterministic chaos?411 cited
  • 1997A single-blind controlled competition among tests for nonlinearity and chaos248 cited
  • 1989Measuring the Strangeness of Gold and Silver Rates of Return190 cited
  • 1997Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100187 cited
  • 2000Martingales, nonlinearity, and chaos156 cited
  • 1988Some evidence concerning macroeconomic chaos88 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
  • 1992Tail Estimates of East European Exchange Rates68 cited
  • 1978A Macroeconomic Model of the United Kingdom (Un modele macroeconomique du Royaume-Uni) (Modelo macroeconomico del Reino Unido)62 cited
  • 1990The Italian continuous time model57 cited
  • 1991

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Nonlinear Monetary Dynamics
54 cited
  • 1999Stability Analysis of Continuous-Time Macroeconometric Systems48 cited
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