A Competition among Time Series Tests for Nonlinearity

William Barnett and Ruoning Han

Chapter 3 in Economic Bifurcation and Chaos, 2025, pp 135-182 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Section 3.1 Overview of Part 3 by William A. Barnett with Ruoning HanSection 3.2 A Controlled Experiment Comparing Competing Time Series Tests for Nonlinearity and ChaosA Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos by William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeilges, Daniel T. Kaplan, Mark J. Jensen

Keywords: Bifurcation; Chaos; Dynamical Systems; Complex Systems; Macroeconomics; Monetary Policy; Econometrics; Fractal Attractors; Robustness; New Keynesian Models; Taylor Rules; Interest Rate Lower Bound; Economic Drift (search for similar items in EconPapers)
JEL-codes: C01 C1 (search for similar items in EconPapers)
Date: 2025
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