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28 September 1993
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Nonlinear dynamics
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Chaos
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Econometrics
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nonlinear dynamics
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merger waves
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nonlinear time-series
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threshold Arch models
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chaos
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correlation exponent
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Lyapunov exponents
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nonparametric diagnostic
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stability analysis
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likelihood ratio test
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Markov switching model of GNP
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acquisition time-series
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employment
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business cycles
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smooth transition autoregressive models
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volatility index
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nearest- neighbour forecasts of EMS exchange rates
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stock volatilities
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