Linear Versus Nonlinear Macroeconomies: A Statistical Test

DOI10.2307/2526783zbMath0674.62077OpenAlexW2027787252MaRDI QIDQ3828937

Richard A. Ashley, Douglas M. Patterson

Publication date: 1989

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526783

zbMATH Keywords

deterministic modelsnonlinear stochastic modelschaotic modelsestimated bispectrumlinear stochastic dynamicsnonlinear dynamic mechanisms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (8)

The Use of Aggregate Time Series in Testing for Gaussianity ⋮ NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY ⋮ A bootstrap test for time series linearity ⋮ A New Bispectral Test for NonLinear Serial Dependence ⋮ If Nonlinear Models Cannot Forecast, What Use Are They? ⋮ A single-blind controlled competition among tests for nonlinearity and chaos ⋮ Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model ⋮ The effects of temporal aggregation on tests of linearity of a time series.

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