The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications
检验了经济时间序列中是否存在混沌现象，发现现有技术和小样本数据下几乎没有证据支持简单混沌吸引子的存在。
Several recent attempts have been made to test for chaos in economic time series through dimension calculations. Relative to the large data sets used in the natural sciences, economic time series are small. Using a procedure developed by J. B. Ramsey and H. Yuan, the authors show that, with the techniques available to date and for the time series examined so far, there is virtually no evidence for the presence of simple chaotic attractors. Copyright 1990 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.