The role of chaotic processes in econometric models

DOI10.1016/0378-3758(95)00035-6zbMath0849.62062OpenAlexW2037850128MaRDI QIDQ1918123

Richard William Farebrother

Publication date: 6 November 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00035-6

zbMATH Keywords

Markov chainslimit cyclesstochastic processesnonlinear modelssimulation studychaos theorypseudo-random number generatorschaotic deterministic processdeterminancy testsPascal programrounded logistic mapselect bibliographystochastic disturbance term

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (3)

A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION ⋮ Ant search based control optimisation strategy for a class of chaotic system ⋮ A chaotic model for advertising diffusion problem with competition

Cites Work

• Distinguishing random and deterministic systems: Abridged version
• Stable, cyclic and chaotic growth: The dynamics of a discrete-time version of Goodwin's growth cycle model
• Simple mathematical models with very complicated dynamics
• Multiplicative congruential pseudo-random number generators
• Unnamed Item

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