A single-blind controlled competition among tests for nonlinearity and chaos
From MaRDI portal
Publication:1265796
DOI10.1016/S0304-4076(97)00081-XzbMath1008.62715OpenAlexW1504296355WikidataQ126777922 ScholiaQ126777922MaRDI QIDQ1265796
Melvin J. Hinich, A. Ronald Gallant, William A. Barnett, Daniel T. Kaplan, Jochen A. Jungeilges, Mark J. Jensen
Publication date: 21 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00081-x
Related Items (39)
Chaotic signals inside some tick-by-tick financial time series ⋮ A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process ⋮ A versatile and robust metric entropy test of time-reversibility, and other hypotheses ⋮ APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM ⋮ DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS ⋮ Chaotic time series analysis in economics: Balance and perspectives ⋮ Efficient goods inspection demand at ports: a comparative forecasting approach ⋮ The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs ⋮ Causal relationships between inflation and inflation uncertainty ⋮ Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos ⋮ No evidence of chaos but some evidence of dependence in the US stock market. ⋮ Improved bispectrum based tests for Gaussianity and linearity ⋮ Testing for nonlinearity and chaos in economic time series with noise titration ⋮ Optimal Range for the iid Test Based on Integration Across the Correlation Integral ⋮ Partial chaos suppression in a fractional order macroeconomic model ⋮ Martingales, nonlinearity, and chaos ⋮ Stochastic equilibrium: Learning by exponential smoothing ⋮ Assessing nonlinear structures in real exchange rates using recurrence plot strategies ⋮ Multiscale analysis of economic time series by scale-dependent Lyapunov exponent ⋮ NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS ⋮ A monte carlo investigation of the BDS statistic ⋮ A generalized BDS statistic ⋮ A New Bispectral Test for NonLinear Serial Dependence ⋮ Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes ⋮ Chaotic structure of oil prices ⋮ A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION ⋮ A non-parametric test for independence based on symbolic dynamics ⋮ Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series ⋮ NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH ⋮ Nonlinearities in the exchange rates returns and volatility ⋮ Identification and verification of chaotic dynamics in a missile system from experimental time series ⋮ Bayes factors and nonlinearity: Evidence from economic time series ⋮ Portmanteau tests for linearity of stationary time series ⋮ Symbolic correlation integral ⋮ Testing for strict stationarity in a random coefficient autoregressive model ⋮ Testing the stable Paretian assumption ⋮ Noise reduction by recycling dynamically coupled time series ⋮ Shilnikov chaos, low interest rates, and New Keynesian macroeconomics ⋮ False determinations of chaos in short noisy time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates
- State space reconstruction in the presence of noise
- Empirical chaotic dynamics in economics
- An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Estimating the dimension of a model
- Exceptional events as evidence for determinism
- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
- Linear Versus Nonlinear Macroeconomies: A Statistical Test
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- A Consistent Conditional Moment Test of Functional Form
- Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
- Computer Generation of Normal Random Variables
- Testing for dependence in the input to a linear time series model
- A test for independence based on the correlation dimension
- Ergodic theory of chaos and strange attractors
- Artificial neural networks: an econometric perspective∗
- An Introduction to Polyspectra
- What is a linear process?
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
This page was built for publication: A single-blind controlled competition among tests for nonlinearity and chaos
