Studies in Nonlinear Dynamics & Econometrics: Forthcoming

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

ISSN 1081-1826

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Forthcoming

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ARTICLES

The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms

by Ramazan Gencay and W. Davis Dechert

[ Abstract ]

Tests for Nonlinearity in EMS Exchange Rates

by Steven Cunningham and Jon Vilasuso

[ Abstract ]

Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances

by Jeong-Ryeol Kim, Stefan Mittni, and Svetlozar T. Rachev

[ Abstract ]

Endogenous Cycles in Competitive Models: A Brief Overview

by Pietro Reichlin

[ Abstract ]

A Nonlinear Analysis of Forward Premium and Volatility

by Chiente Hsu and Peter Kugler

[ Abstract ]

Inference in TAR Models

by Bruce E. Hansen

[ Abstract ]

ALGORITHMS

SIMANN: A Global Optimization Algorithm using Simulated Annealing

by William L. Goffe

[ Abstract ]

Fortran Programs for Running the TR Test: A Guide and Examples

by Philip Rothman

[ Abstract ]

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