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The Statistical Properties Of Dimension Calculations Using Small Data Sets: Some Economic Applications

Author

Listed:
  • Ramsey, James B.
  • Sayers, Chera L.

Abstract

No abstract is available for this item.

Suggested Citation

  • Ramsey, James B. & Sayers, Chera L., 1988. "The Statistical Properties Of Dimension Calculations Using Small Data Sets: Some Economic Applications," Working Papers 88-10, C.V. Starr Center for Applied Economics, New York University.
  • Handle: RePEc:cvs:starer:88-10
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    Citations

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    Cited by:

    1. Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Research Discussion Papers 9/1995, Bank of Finland.
    2. Serletis, Apostolos & Uritskaya, Olga Y., 2007. "Detecting signatures of stochastic self-organization in US money and velocity measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 385(1), pages 281-291.
    3. repec:zbw:bofrdp:1994_011 is not listed on IDEAS
    4. repec:zbw:bofrdp:1995_009 is not listed on IDEAS
    5. Serletis, Apostolos & Shintani, Mototsugu, 2006. "Chaotic monetary dynamics with confidence," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 228-252, March.
    6. Ioannis Andreadis & Athanasios D. Fragkou & Theodoros E. Karakasidis & Apostolos Serletis, 2023. "Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-17, December.
    7. Takala, Kari & Virén, Matti, 1994. "Chaos and nonlinear dynamics : evidence from Finland," Research Discussion Papers 11/1994, Bank of Finland.
    8. Serletis, Apostolos & He, Mingyu & Chowdhury, M.M. Islam, 2023. "Chaos in long-maturity real rates," Economics Letters, Elsevier, vol. 225(C).
    9. Takala, Kari & Virén, Matti, 1994. "Chaos and nonlinear dynamics: evidence from Finland," Bank of Finland Research Discussion Papers 11/1994, Bank of Finland.

    More about this item

    Keywords

    economic theory ; statistics;

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