Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates

DOI10.1016/0895-7177(88)90006-4zbMath0656.90015OpenAlexW2038513301MaRDI QIDQ1110432

William A. Barnett, Pu Chen

Publication date: 1988

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(88)90006-4

zbMATH Keywords

nonlinear dynamicsdeterministic chaosstatistical inferenceDivisia monetary aggregates theorylow-dimensional state space modelsstrange attractor theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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