Time Series Tests
William A Barnett, Ruoning Han · WORLD SCIENTIFIC eBooks · 2025
The following sections are included:Section 2.1 Overview of Part 2 by William A. Barnett with Ruoning HanSection 2.2 Time Domain Tests of Nonlinearity, Bifurcation, and ChaosThe Aggregation-Theoretic Monetary Aggregates are Chaotic and Have Strange Attractors: An Econometric Application of Mathematical Chaos by William A. Barnett and Ping ChenRobustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size by William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeilges, Daniel T. Kaplan, Mark J. JensenSection 2.3 Frequency Domain Tests for Nonlinearity and ChaosHas Chaos Been Discovered with Economic Data? by William A. Barnett and Melvin J. Hinich