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 págs. : ilustraciones ; 24 cm.
Serie: International symposia in economic theory and econometrics
ISBN: 0521471419 (hardback)
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