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Chaos and Non-Linear Models in Economics

Editor

Listed:
  • John Creedy
  • Vance L. Martin

Abstract

Non-linear models are increasingly being applied to phenomena that are otherwise very difficult to model such as financial markets, economic growth, agricultural price cycles, business cycles, diffusion processes and overlapping generation models. Chaos and Non-Linear Models in Economics makes important advances in the theory and application of non-linear modelling accessible to advanced students. The contributions to this volume include both introductory chapters which review the fundamental theoretical and statistical characteristics of non-linear models – and keep the use of mathematics to a minimum – and chapters which introduce more sophisticated techniques.

Suggested Citation

  • John Creedy & Vance L. Martin (ed.), 1994. "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116.
  • Handle: RePEc:elg:eebook:116
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    File URL: http://www.e-elgar.com/shop/isbn/9781852787226
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    Citations

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    Cited by:

    1. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, May.
    2. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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