The Statistical Properties Of Dimension Calculations Using Small Data Sets: Some Economic Applications
Several recent attempts have been made to test for chaos in economic time series through dimension calculations. Relative to the large data sets used in the natural sciences, economic time series are small. Using a procedure developed by J. B. Ramsey and H. Yuan, the authors show that, with the techniques available to date and for the time series examined so far, there is virtually no evidence for the presence of simple chaotic attractors. Copyright 1990 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.
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|Date of creation:||1988|
|Date of revision:|
|Contact details of provider:|| Postal: UNIVERSITY OF HOUSTON, DEPARTMENT OF ECONOMICS, COLLEGE OF SOCIAL SCIENCES, HOUSTON TEXAS 77023 U.S.A.|
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