摘要: This paper will survey recent developments in both the econometrics and theory of nonlinear dynamic modelling economics. In contrast to usual order we shall consider econometric techniques first, partly because many these are somewhat atheoretical terms any associated economic theory. To extent that there is it be noted passing with discussion.
springer.com
sci-hub.st 参考文章(93)
Douglas Nychka, Stephen Ellner, A. Ronald Gallant, Daniel McCaffrey, Finding Chaos in Noisy Systems Journal of the royal statistical society series b-methodological. ,vol. 54, pp. 399- 426 ,(1992) , 10.1111/J.2517-6161.1992.TB01889.X
Gerald Silverberg, EMBODIED TECHNICAL PROGRESS IN A DYNAMIC ECONOMIC MODEL: THE SELF-ORGANIZATION PARADIGM Springer, Berlin, Heidelberg. pp. 192- 208 ,(1984) , 10.1007/978-3-642-45572-8_12
Wei-Bin Zhang, Synergetic Economics: Time and Change in Nonlinear Economics ,(1991)
Michael Batty, Bruce Hutchinson, Advances in urban systems modelling (1986). ,(1986)
Don Lavoie, EcoNoMIc CHAOS OR SPONTANEOUS ORDER? IMPLICATIONS FOR POLITICAL ECONOMY OF THE NEW VIEW OF SCIENCE Cato Journal. ,vol. 8, pp. 613- 640 ,(1989)
Blake Lebaron, Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results Research Papers in Economics. ,(1991)
Friedrich A. von Hayek, Individualism and Economic Order ,(1948)
James D. Hamilton, Rational-expectations econometric analysis of changes in regime Journal of Economic Dynamics and Control. ,vol. 12, pp. 385- 423 ,(1988) , 10.1016/0165-1889(88)90047-4
James D Hamilton, Charles Engel, Long Swings in the Dollar: Are They in the Data and Do Markets Know It? The American Economic Review. ,vol. 80, pp. 689- 713 ,(1990)
Carl Chiarella, The cobweb model: Its instability and the onset of chaos Economic Modelling. ,vol. 5, pp. 86- 99 ,(1990) , 10.1007/978-3-642-46707-3_6