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Time Series Tests

William Barnett and Ruoning Han

Chapter 2 in Economic Bifurcation and Chaos, 2025, pp 37-134 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Section 2.1 Overview of Part 2 by William A. Barnett with Ruoning HanSection 2.2 Time Domain Tests of Nonlinearity, Bifurcation, and ChaosThe Aggregation-Theoretic Monetary Aggregates are Chaotic and Have Strange Attractors: An Econometric Application of Mathematical Chaos by William A. Barnett and Ping ChenRobustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size by William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeilges, Daniel T. Kaplan, Mark J. JensenSection 2.3 Frequency Domain Tests for Nonlinearity and ChaosHas Chaos Been Discovered with Economic Data? by William A. Barnett and Melvin J. Hinich

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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