Query:
faculty: "FEB" and publication year: "2006"
| Authors | C.H. Hommes, S. Manzan | | Title | Comments on "Testing for nonlinear structure and chaos in economic time series" |
| Journal | Journal of Macroeconomics |
| Volume | 28 |
| Year | 2006 |
| Pages | 169-174 |
| ISSN | 01640704 |
| Faculty | Faculty of Economics and Business |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Abstract | This short paper is a comment on "Univariate tests for nonlinear structure" by Catherine Kyrtsou and Apostolos Serletis. We summarize their main results and discuss some of their conclusions concerning the role of outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be characterized by low-dimensional noisy chaos. |
| Document type | Article |
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