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Some Theory of Statistical Inference for Nonlinear Science : Expanded Version

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  • Brock, W.A.

Abstract

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Suggested Citation

  • Brock, W.A., 1991. "Some Theory of Statistical Inference for Nonlinear Science : Expanded Version," Working papers 9101, Wisconsin Madison - Social Systems.
    • Handle: RePEc:att:wimass:9101
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    Cited by:

    1. Mills, Terence C., 1995. "Business cycle asymmetries and non-linearities in U.K. macroeconomic time series," Ricerche Economiche, Elsevier, vol. 49(2), pages 97-124, June.
    2. Guoxiang Xu & Wangfeng Gao, 2019. "Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects," Sustainability, MDPI, vol. 11(5), pages 1-20, March.
    3. McKenzie, Michael D., 2001. "Chaotic behavior in national stock market indices: New evidence from the close returns test," Global Finance Journal, Elsevier, vol. 12(1), pages 35-53.
    4. Mizrach, Bruce, 1996. "Determining delay times for phase space reconstruction with application to the FF/DM exchange rate," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 369-381, September.
    5. Antoniou, Antonios & Vorlow, Constantinos E., 2005. "Price clustering and discreteness: is there chaos behind the noise?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 389-403.
    6. Mayer-Foulkes, David, 1995. "A statistical correlation dimension," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 277-293, September.

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    Keywords

    economic models ; economic theory;

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