EconPapers    
Economics at your fingertips  
 

Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size

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

A chapter in Functional Structure and Approximation in Econometrics, 2004, pp 529-548 from Emerald Group Publishing Limited

Abstract: Keywords:

Date: 2004
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)
Access to full text is restricted to subscribers

Related works:
Journal Article: Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size (1995) 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:eme:ceazzz:s0573-8555(2004)0000261030

DOI: 10.1108/S0573-8555(2004)0000261030

Access Statistics for this chapter

More chapters in Contributions to Economic Analysis from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().

 
Page updated 2025-03-30
Handle: RePEc:eme:ceazzz:s0573-8555(2004)0000261030