Non-linear Dynamics, Chaos and Econometrics

Partial table of contents: Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data (R. Day). Merger Waves and the Structure of Merger and Acquisition Time-Series (R. Town). Nonlinear Dynamics in a Structural Model of Employment (S. Burgess). Forecast Improvements Using a Volatility Index (B. LeBaron). Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates (B. Mizrach). Nonlinear Time-Series Analysis of Stock Volatilities (C. Cao R. Tsay). Threshold Arch Models and Asymmetries in Volatility (R. Rabemananjara J. Zakooan). The Comparative Power of the TR Test Against Simple Threshold Models (P. Rothman). Index.