A note on some properties of the ESTAR model

被引：6
|
作者：
Chappell, D
Peel, DA
机构：
[1] Univ Sheffield, Dept Econ, Sheffield S1 4DT, S Yorkshire, England
[2] Univ Wales, Cardiff Business Sch, Cardiff CF1 3NS, S Glam, Wales
来源：
ECONOMICS LETTERS | 1998年 / 60卷 / 03期
关键词：
ESTAR models; chaos; multiple equilibria;
D O I：
10.1016/S0165-1765(98)00123-2
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (C) 1998 Elsevier Science S.A. AU rights reserved.
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页码：311 / 315
页数：5
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