EconPapers    
Economics at your fingertips  
 

Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size

William Barnett, A. Gallant, Melvin Hinich, Jochen A. Jungeilges, Daniel T. Kaplan and Mark Jensen

Journal of Economic Behavior & Organization, 1995, vol. 27, issue 2, 301-320

Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (48)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-2681(94)00082-P
Full text for ScienceDirect subscribers only

Related works:
Chapter: Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size (2004) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jeborg:v:27:y:1995:i:2:p:301-320

Access Statistics for this article

Journal of Economic Behavior & Organization is currently edited by Houser, D. and Puzzello, D.

More articles in Journal of Economic Behavior & Organization from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-31
Handle: RePEc:eee:jeborg:v:27:y:1995:i:2:p:301-320