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Hommes, C. and Manzan, S. (2006). Comments on 'Testing for nonlinear structure and chaos in economic time series' Journal of Macroeconomics, 28:169--174.

  • Affiliated authors
    Cars Hommes, Sebastiano Manzan
  • Publication year
    2006
  • Journal
    Journal of Macroeconomics
View publication

This short paper is a comment on 'Univariate tests for nonlinear structure' by Catherine Kyrtsou and Apostolos Serletis. We summarize their main results and discuss some of their conclusions concerning the role of outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be characterized by low-dimensional noisy chaos.