06-030/1 - Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.

• Authors
  Cars Hommes, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Sebastiano Manzan, University of Leicester
• Publication date
  March 27, 2006

• Keywords
  nonlinearity; chaos; noise; self-organized criticality; Mackey-Glass-GARCH
• JEL
  C22; C45; C61