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HB145
.I59 1992
330/.01/51
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International Symposium in Economic Theory and Econometrics (10th : 1992 : Florence, Italy)
Nonlinear dynamics and economics : proceedings of the Tenth International Symposium in Economic Theory and Econometrics / edited by William A. Barnett, Alan P. Kirman, Mark Salmon.
— Cambridge ; New York : Cambridge University Press, 1996. xi, 406 p. : il. ; 24 cm. — (International symposia in economic theory and econometrics)
Papers presented at a conference held at the European University in Florence, Italy, July 6-17, 1992 and invited papers presented at the annual meeting of the American Statistical Association in San Francisco Aug. 8-12, 1993.
Incluye referencias bibliográficas.
Contenido: Cahotic dynamics in overlapping generations models with production / Medio, Alfredo, 1938- ; Negroni, Giorgio — Evolutionary chaos: growth fluctuations in a schumpeterian model of creative destruction / Silverberg, Gerald ; Lehnert, Doris — Detection of nonlinearity inforeign-exchange data / Guarda, Paolo ; Salmon, Mark — Chaos and nonlinear dynamics in futures markets / Serletis, Apostolos ; Dormaar, Paul — Continuous-time chaos in stock market dynamics // Wn, Kehong — An experimental design to compare tests of nonlinearity and chaos / Barnett, William A. ; Gallant, Ronald, 1942- ; Hinich, Melvin J. ; Jungeilges, Jochen A. ; Kaplan, Daniel T. (Daniel Theodore) ; Jensen, Mark J. — Testing time series for nonlinearites: the BDS approach / Dechert, W. Davis, 1942- — Searching for nonlinearity in mean and variance / Jaditz, Ted ; Sayers, Chera L. — Operationsl characteristics of White's test for neglected nonlinearities / Jungeilges, Jochen A. — Time series, stochastic and chaotic / Taylor, Thomas J. — Linearity testing and nonlinear modeling of economic time series / Teräsvirta, Timo — The importance of being nonlinear: a frequency-domian approach to nonlinear model identification and estimation / Ashley, Richard ; Patterson, Douglas M. (Douglas MacLennan), 1945- — Trends, shocks, persistent cycles in evolving economy: business-cycle measurement in time-frequency representation / Chin, Pong, 1924- — International evidence of business-cycle nonlinearity / Rothman, Philip — Local lyapunov exponents. Predictability depends on where you are / Bailey, Barbara A. — Forecasting ralignments: the case of the french franc in the exchange-rate mechanism / Mizrach, Bruce — Daily returns in international stock markets: predictability, nonlinearity, and transaction costs / Stachell, Steve ; Timmermann, Allan — Nonparametric forecasts of gold rates of return / Stengos, Thanasis
ISBN 0521471419 (hardback)
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