A Test for Independence Based on the Correlation Dimension

W. A. Brock · W. Davis Dechert · J. A. Scheinkman · Blake D. LeBaron

175 citations0/0 files storedEdward Elgar Publishing eBooks

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Complex Systems and Time Series Analysis Mathematical Dynamics and Fractals Economic theories and models

Abstract

This outstanding collection of William Brock’s essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.

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