methods, models and evidence Dechert, W. Davis 1942- text bibliography xxk Cheltenham [U.K.] Edward Elgar Publ. c1996 1996 monographic eng

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xviii, 596 p. : ill. ; 25 cm. 1. Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance / William A. Brock -- 2. Understanding Macroeconomic Time Series Using Complex Systems Theory / William A. Brock -- 3. Nonlinearities in Economic Dynamics / Jose A. Scheinkman -- 4. On Lags and Chaos in Economic Dynamic Models / Sergio Invernizzi and Alfredo Medio -- 5. Chaotic Tatonnement / Venkatesh Bala and Mukul Majumdar -- 6. Statistical Dynamics and Economics / Richard H. Day and Giulio Pianigiani -- 7. Non-Parametric Estimation of Deterministically Chaotic Systems / Mahmoud A. El-Gamal -- 8. Some Theory of Statistical Inference for Nonlinear Science / William A. Brock and Ehung G. Baek -- 9. An Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System / Ramazan Gencay and W. Davis Dechert -- 10. A New Test for Chaos / Claire G. Gilmore -- 11. Chance or Chaos? / M. S. Bartlett -- 12. On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future / Rose-Anne Dana and Luigi Montrucchio -- 13. Deterministic Chaos in an Experimental Economic System / John D. Sterman -- 14. Market Instability and Nonlinear Dynamics / Jean-Paul Chavas and Matthew T. Holt -- 15. Adaptive Learning and Roads to Chaos: The Case of the Cobweb / Cars H. Hommes -- 16. Resolution of Chaos with Application to a Modified Samuelson Model / H. E. Nusse and C. H. Hommes -- 17. Nonlinearities and Chaotic Effects in Options Prices / Robert Savit -- 18. Does an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? / Cars H. Hommes and Helena E. Nusse -- 19. Chaotic Dynamics in Economic Time-Series / Murray Frank and Thanasis Stengos -- 20. Chaos and Nonlinear Dynamics: Application to Financial Markets / David A. Hsieh -- 21. On Determining the Dimension of Real-Time Stock-Price Data / E. Scott Mayfield and Bruce Mizrach -- 22. Implications of Nonlinear Dynamics for Financial Risk Management / David A. Hsieh -- 23. "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Steven C. Blank -- 24. Testing for Nonlinear Dependence in Daily Stock Indices / Thomas Willey -- 25. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / James B. Ramsey, Chera L. Sayers and Philip Rothman -- 26. International Chaos? / Murray Frank, Ramazan Gencay and Thanasis Stengos -- 27. Some Evidence Concerning Macroeconomic Chaos / Murray Z. Frank and Thanasis Stengos -- 28. On Nonlinear Dynamics: The Case of the Pork Cycle / Jean-Paul Chavas and Matthew T. Holt -- 29. Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation / Steven G. Craig, Janet E. Kohlhase and David H. Papell. edited by W. Davis Dechert. Includes bibliographical references and index. Economics, Mathematical Chaotic behavior in systems Statics and dynamics (Social sciences) Time-series analysis Nonlinear systems HB135 .C447 1996 330.0151 CHA 1858982162 96005317 960213 20160508150001.0 1955536