03985fam a2200349 a 45000010008000000030008000080050017000160080041000330100017000740200015000910350020001060350023001260350017001490400021001660500022001870820018002092450093002272600053003203000036003734900066004095040051004755050958005265050927014845050973024116500029033846500033034136500043034466500026034896500023035157000030035388300067035681955536BD-DhUL20160508150001.0960213s1996    xxka     b    001 0 eng    a   96005317   a1858982162  a(OCoLC)34284215  a(OCoLC)ocm34284215  a(NNC)1955536  cBD-DhULdBD-DhUL00aHB135b.C447 199600a330.0151bCHA00aChaos theory in economics :bmethods, models and evidence /cedited by W. Davis Dechert.  aCheltenham [U.K.] :bEdward Elgar Publ.,cc1996.  axviii, 596 p. :bill. ;c25 cm.1 aInternational library of critical writings in economics ;v66  aIncludes bibliographical references and index.00g1.tPathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance /rWilliam A. Brock --g2.tUnderstanding Macroeconomic Time Series Using Complex Systems Theory /rWilliam A. Brock --g3.tNonlinearities in Economic Dynamics /rJose A. Scheinkman --g4.tOn Lags and Chaos in Economic Dynamic Models /rSergio Invernizzi and Alfredo Medio --g5.tChaotic Tatonnement /rVenkatesh Bala and Mukul Majumdar --g6.tStatistical Dynamics and Economics /rRichard H. Day and Giulio Pianigiani --g7.tNon-Parametric Estimation of Deterministically Chaotic Systems /rMahmoud A. El-Gamal --g8.tSome Theory of Statistical Inference for Nonlinear Science /rWilliam A. Brock and Ehung G. Baek --g9.tAn Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System /rRamazan Gencay and W. Davis Dechert --g10.tA New Test for Chaos /rClaire G. Gilmore --g11.tChance or Chaos? /rM. S. Bartlett --80g12.tOn Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future /rRose-Anne Dana and Luigi Montrucchio --g13.tDeterministic Chaos in an Experimental Economic System /rJohn D. Sterman --g14.tMarket Instability and Nonlinear Dynamics /rJean-Paul Chavas and Matthew T. Holt --g15.tAdaptive Learning and Roads to Chaos: The Case of the Cobweb /rCars H. Hommes --g16.tResolution of Chaos with Application to a Modified Samuelson Model /rH. E. Nusse and C. H. Hommes --g17.tNonlinearities and Chaotic Effects in Options Prices /rRobert Savit --g18.tDoes an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? /rCars H. Hommes and Helena E. Nusse --g19.tChaotic Dynamics in Economic Time-Series /rMurray Frank and Thanasis Stengos --g20.tChaos and Nonlinear Dynamics: Application to Financial Markets /rDavid A. Hsieh --80g21.tOn Determining the Dimension of Real-Time Stock-Price Data /rE. Scott Mayfield and Bruce Mizrach --g22.tImplications of Nonlinear Dynamics for Financial Risk Management /rDavid A. Hsieh --g23.t"Chaos" in Futures Markets? A Nonlinear Dynamical Analysis /rSteven C. Blank --g24.tTesting for Nonlinear Dependence in Daily Stock Indices /rThomas Willey --g25.tThe Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications /rJames B. Ramsey, Chera L. Sayers and Philip Rothman --g26.tInternational Chaos? /rMurray Frank, Ramazan Gencay and Thanasis Stengos --g27.tSome Evidence Concerning Macroeconomic Chaos /rMurray Z. Frank and Thanasis Stengos --g28.tOn Nonlinear Dynamics: The Case of the Pork Cycle /rJean-Paul Chavas and Matthew T. Holt --g29.tChaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation /rSteven G. Craig, Janet E. Kohlhase and David H. Papell. 0aEconomics, Mathematical. 0aChaotic behavior in systems. 0aStatics and dynamics (Social sciences) 0aTime-series analysis. 0aNonlinear systems.1 aDechert, W. Davis,d1942- 0aInternational library of critical writings in economics ;v66.