Studies in Nonlinear Dynamics & Econometrics: 1:1

Copyright © 1996. The MIT Press . All rights reserved.

ISSN 1081-1826

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Volume 1 · Number 1

April 1996

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ARTICLES

On Cycles and Chaos in Economics

by Jess Benhabib

[ Bibliography ]   [ 216k PDF ]   [ 540k PS ]

Power Properties of Linearity Tests for Time Series

by Timo Teräsvirta

[ Abstract & Bibliography ]   [ 397k PDF ]   [ 851k PS ]

Optimal Cycles and Chaos: A Survey

by Kazuo Nishimura and Gerhard Sorger

[ Abstract & Bibliography ]   [ 485k PDF ]   [ 1MB PS ]

ALGORITHMS

Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code

by Jón Daníelsson

[ Abstract & Bibliography ]   [ 330k PDF ]   [ 766k PS ]   [ Code (78k) ]

REPLICATIONS

A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle

by Michael D. Boldin

[ Abstract & Bibliography ]   [ 418k PDF ]   [ 1.1MB PS ]   [ Code (181k) ]

DATA SETS

Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data

by Norman Swanson

[ Abstract & Bibliography ]   [ 323k PDF ]   [ 825k PS ]   [ Data (20k) ]

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