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Citations for "A single-blind controlled competition among tests for nonlinearity and chaos"

by Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  2. William A. Barnett & Yijun He, 1999. "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," Macroeconomics 9901002, EconWPA. [Downloadable!]
  3. William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, EconWPA. [Downloadable!]
  4. Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008. [Downloadable!]
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  5. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA. [Downloadable!]
  6. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, EconWPA. [Downloadable!]
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  7. William A. Barnett & Melvin J. Hinich & Piyu Yue, . "The Exact Theoretical Rational Expectations Monetary Aggregate," Macroeconomics 0003004, EconWPA. [Downloadable!]
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  8. Mariano Matilla-García & Paloma Sanz & Francisco J. Vázquez, 2005. "The BDS test and delay time," Applied Economics Letters, Taylor and Francis Journals, vol. 12(2), pages 109-113, February. [Downloadable!] (restricted)
  9. Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003. "Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets," Finance 0308001, EconWPA. [Downloadable!]
  10. William A. Barnett, 1996. "Fellow's Opinion: Econometrics, Data, and the World Wide Web," Econometrics 9602001, EconWPA. [Downloadable!]
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  11. William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, EconWPA. [Downloadable!]
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  12. Manfred M. Fischer & Wolfgang Koller, 2001. "Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate," ERSA conference papers ersa01p233, European Regional Science Association. [Downloadable!]
  13. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, EconWPA. [Downloadable!]
  14. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA. [Downloadable!]
  15. William A. Barnett & Yijun He & ., 1999. "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics 9906008, EconWPA. [Downloadable!]
  16. Oliver Linton & Mototsugu Shintani, 2002. "Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series /2002/434, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  17. William Barnett, 2005. "Comment on 'Chaotic Monetary Dynamics with Confidence'," Macroeconomics 0505017, EconWPA. [Downloadable!]
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  18. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society. [Downloadable!]
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  19. Elena Rusticelli & Richard A. Ashley & Estela Bee Dagum & Douglas M. Patterson, 2006. "A New Bispectral Test for Nonlinear Serial Dependence," Working Papers e06-6, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  20. M. Matilla-GarcÍa & R. Queralt & P. Sanz & F. VÁzquez, 2004. "A Generalized BDS Statistic," Computational Economics, Springer, vol. 24(3), pages 277-300, September. [Downloadable!] (restricted)
  21. Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix, 2005. "Testing chaotic dynamics via Lyapunov exponents," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 911-930. [Downloadable!]
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  22. Oliver Moritz, 2001. "Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX," CeNDEF Workshop Papers, January 2001 3A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  23. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  24. Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, EconWPA. [Downloadable!]
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  25. Theodore Panagiotidis & David Chappell, 2004. "Using the Correlation Dimension to Detect non-linear dynamics," Discussion Paper Series 2004_17, Department of Economics, Loughborough University, revised Nov 2004. [Downloadable!]
  26. Theodore Panagiotidis & Gianluigi Pelloni, 2005. "Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests," Discussion Paper Series 2005_8, Department of Economics, Loughborough University, revised Aug 2005. [Downloadable!]
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  27. David Chappell & Theodore Panagiotidis, 2005. "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics 0504005, EconWPA. [Downloadable!]
  28. K.P. Lim & M.J. Hinich & K.S. Liew, 2003. "GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market," Finance 0307013, EconWPA. [Downloadable!]
  29. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA. [Downloadable!]
  30. Matilla-García, M. & Rodríguez Ruiz, J., 2005. "Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 507-519, Agosto. [Downloadable!] (restricted)
  31. William A. Barnett, 1997. "The Current State of Research on Dynamic Economics, A Review Article of Giancarlo Gandolfo's, Economic Dynamics, third edition," Macroeconomics 9702004, EconWPA. [Downloadable!]
  32. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. [Downloadable!]
Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 210000 papers.

This page was last updated on 2009-12-9.

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