W. Davis Dechert

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The equity premium in consumption and production models Macroeconomic Dynamics	2012-09-04	Paper
The equity premium in Brock's asset pricing model Journal of Economic Dynamics and Control	2009-07-01	Paper
The stochastic lake game: A numerical solution Journal of Economic Dynamics and Control	2008-12-12	Paper
Is the largest Lyapunov exponent preserved in embedded dynamics? Physics Letters. A	2007-09-07	Paper
Bayes' learning of unknown parameters Journal of Difference Equations and Applications	2007-05-08	Paper
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Routes to Chaos in Neural Networks with Random Weights International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2000-02-29	Paper
On the probability of chaos in large dynamical systems: a Monte Carlo study. Journal of Economic Dynamics and Control	2000-01-12	Paper
A test for independence based on the correlation dimension Econometric Reviews	1998-08-24	Paper
Do CAPM results hold in a dynamic economy? A numerical analysis Journal of Economic Dynamics and Control	1998-07-22	Paper
scientific article; zbMATH DE number 1154019 (Why is no real title available?)	1998-05-18	Paper
The topological invariance of Lyapunov exponents in embedded dynamics Physica D	1996-01-16	Paper
scientific article; zbMATH DE number 1189200 (Why is no real title available?)	1996-01-01	Paper
An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system Physica D	1993-04-01	Paper
Asset Valuation and Production Efficiency in an Overlapping-Generations Model with Production Shocks Review of Economic Studies	1992-09-26	Paper
scientific article; zbMATH DE number 4211326 (Why is no real title available?)	1988-01-01	Paper
Dynamic Ramsey Pricing International Economic Review	1985-01-01	Paper
Does optimal growth preclude chaos? A theorem on monotonicity Zeitschrift für Nationalökonomie	1984-01-01	Paper
Lagrange multipliers in infinite horizon discrete time optimal control models Journal of Mathematical Economics	1982-01-01	Paper

Research outcomes over time

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