Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
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.