Comment on: A new test for chaos and determinism based on symbolic dynamics

Helmut Elsinger

Journal of Economic Behavior & Organization, 2013, vol. 91, issue C, 131-138

Abstract: In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

Keywords: Independence tests; Symbolic dynamics; Permutation entropy (search for similar items in EconPapers)
JEL-codes: C12 C52 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jeborg:v:91:y:2013:i:c:p:131-138

DOI: 10.1016/j.jebo.2013.04.008

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