Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation
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Note: Type of Document - Scientific Word; prepared on IBM PC; pages: 25 ; figures: included. This paper was prepared for and presented at the Seventh Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics in May 2000.
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- William Barnett & Yijun He, 2012. "Unsolved Econometric Problems In Nonlinearity, Chaos, And Bifurcation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201231, University of Kansas, Department of Economics, revised Sep 2012.
References listed on IDEAS
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Cited by:
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- Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
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More about this item
Keywords
nonlinearity chaos bifurcation;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-02-14 (Econometrics)
- NEP-ETS-2001-02-14 (Econometric Time Series)
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