000 04064fam a2200385 a 4500
001 1955536
003 BD-DhUL
005 20160508150001.0
008 960213s1996 xxka b 001 0 eng
010 _a 96005317
020 _a1858982162
035 _a(OCoLC)34284215
035 _a(OCoLC)ocm34284215
035 _a(NNC)1955536
040 _cBD-DhUL
_dBD-DhUL
050 0 0 _aHB135
_b.C447 1996
082 0 0 _a330.0151
_bCHA
245 0 0 _aChaos theory in economics :
_bmethods, models and evidence /
_cedited by W. Davis Dechert.
260 _aCheltenham [U.K.] :
_bEdward Elgar Publ.,
_cc1996.
300 _axviii, 596 p. :
_bill. ;
_c25 cm.
490 1 _aInternational library of critical writings in economics ;
_v66
504 _aIncludes bibliographical references and index.
505 0 0 _g1.
_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 --
505 8 0 _g12.
_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 --
505 8 0 _g21.
_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.
650 0 _aEconomics, Mathematical.
650 0 _aChaotic behavior in systems.
650 0 _aStatics and dynamics (Social sciences)
650 0 _aTime-series analysis.
650 0 _aNonlinear systems.
700 1 _aDechert, W. Davis,
_d1942-
830 0 _aInternational library of critical writings in economics ;
_v66.
900 _aAUTH
_bTOC
942 _2ddc
_cBK
999 _c61874
_d61874