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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
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