Chaotic time series analysis in economics: Balance and perspectives
Copyright policy )Chaotic time series analysis in economics: Balance and perspectives
The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.
Economic time series analysis, Time series, auto-correlation, regression, etc. in statistics (GARCH), Economic dynamics, nonlinearity, tests for chaos, chaos
Economic time series analysis, Time series, auto-correlation, regression, etc. in statistics (GARCH), Economic dynamics, nonlinearity, tests for chaos, chaos
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