A bootstrap detection for operational determinism

Qiwei Yao and Howell Tong

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: We propose a bootstrap detection for operationally deterministic versus stochastic nonlinear modelling and illustrate the method with both simulated and real data sets.

Keywords: bandwidth; kernel regression; operational determinism; stochastic noise (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1998-04
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Citations: View citations in EconPapers (7)

Published in Physica D: Nonlinear Phenomena, April, 1998, 115(1/2), pp. 49-58. ISSN: 0167-2789

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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:6697

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