Studies in Nonlinear Dynamics & Econometrics: 1:2

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

ISSN 1081-1826

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Volume 1 · Number 2

July 1996

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Proceedings of the Society for Nonlinear Dynamics and Econometrics Conference

ARTICLES

If Nonlinear Models Can't Forecast, What Use Are They?

by James B. Ramsey

[ Abstract & Bibliography ]   [ 474k PDF ]   [ 1MB PS ]

A Random Walk or Color Chaos on the Stock Market? - Time-Frequency Analysis of S&P Indexes

by Ping Chen

[ Abstract & Bibliography ]   [ 864k PDF ]   [ 1.3MB PS ]   [ Data (17k) ]

Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth

by Alfred Greiner and Willi Semmler

[ Abstract & Bibliography ]   [ 411k PDF ]   [ 997k PS ]   [ Code (1k) ]

A Kernel Test for Neglected Nonlinearity

by Ralph Bradley and Robert McClelland

[ Abstract & Bibliography ]   [ 457k PDF ]   [ 1MB PS ]   [ Data & Code (5k) ]

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