The role of chaotic processes in econometric models
type: Item
instance of: scholarly article
title: The role of chaotic processes in econometric models
zbMATH Open document ID: 0849.62062
DOI: 10.1016/0378-3758(95)00035-6
author: Richard William Farebrother
published in: Journal of Statistical Planning and Inference
publication date: 1996-11-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 37D45
zbMATH DE Number: 906597
zbMATH Keywords: Markov chains
zbMATH Keywords: determinancy tests
zbMATH Keywords: nonlinear models
zbMATH Keywords: pseudo-random number generators
zbMATH Keywords: stochastic disturbance term
zbMATH Keywords: chaotic deterministic process
zbMATH Keywords: simulation study
zbMATH Keywords: stochastic processes
zbMATH Keywords: Pascal program
zbMATH Keywords: limit cycles
zbMATH Keywords: rounded logistic map
zbMATH Keywords: select bibliography
zbMATH Keywords: chaos theory
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00035-6
OpenAlex ID: W2037850128
cites work: Distinguishing random and deterministic systems: Abridged version
cites work: Multiplicative congruential pseudo-random number generators
cites work: Q4537708
cites work: Simple mathematical models with very complicated dynamics
cites work: Stable, cyclic and chaotic growth: The dynamics of a discrete-time version of Goodwin's growth cycle model
description: scientific article; zbMATH DE number 906597