经济时间序列中的混沌动力学

CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES

Journal of Economic Surveys · 1988
被引 121 · 同刊同年前 10%
人大 AABS 2

中文导读

介绍并综述了混沌动力学在经济学中的应用,重点讨论其实证适用性,并给出一个经济学应用实例,对从事实证研究的经济学者有参考价值。

Abstract

Abstract. There has recently been considerable interest in chaotic dynamics in a variety of disciplines. This paper introduces and then surveys some of the associated literature and techniques. Applications to economic theory are discussed but the primary focus is on empirical applicability. In addition to surveying the literature we also provide an example of the use of these techniques in economics. We conclude by highlighting the importance of the techniques for empirical work as well as considering their context in econometric methodology.

混沌动力学经济时间序列实证方法非线性动力学