Title of article :
A note on some properties of the ESTAR model
Author/Authors :
David Chappell، نويسنده , , David A. Peel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
Some properties of ESTAR models are derived. We demonstrate that these models can exhibit chaotic dynamics and multiple equilibria. We show that a nonchaotic deterministic model with added noise can produce a time series that (falsely) appears to be chaotic.
Keywords :
Multiple equilibria , ESTAR models , Chaos
Journal title :
Economics Letters
Journal title :
Economics Letters