Nonlinear dynamics and economics : proceedings of the Tenth International Symposium in Economic Theory and Econometrics - International Symposium in Economic Theory and Econometrics 1992 : Florence, Italy); Barnett, William A.; Kirman, A. P.; Salmon, Mark.; American Statistical Association (Cambridge ; New York : Cambridge University Press, 1996)
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
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.
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Keywords: Modelo no lineal