Testing for nonlinearity and chaos in economic time series with noise titration

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 120
Issue: 2
Pages: 192-194

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Recently, a new test for nonlinearity and chaos was proposed, the noise titration technique. I discuss in this paper its relevance for the case of economic time series. I apply the test on two relevant datasets for which previous assessments exist, both simulated and real data. Compared to other tests for nonlinearity and chaos I find that this approach performs relatively well.

Technical Details

RePEc Handle
repec:eee:ecolet:v:120:y:2013:i:2:p:192-194
Journal Field
General
Author Count
1
Added to Database
2026-01-25