Testing for chaos and nonlinear dynamics in cattle prices

被引：8
|
作者：
Kohzadi, N [1 ]
Boyd, MS [1 ]
机构：
[1] UNIV MANITOBA,WINNIPEG,MB R3T 2N2,CANADA
来源：
CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D ECONOMIE RURALE | 1995年 / 43卷 / 03期
关键词：
D O I：
10.1111/j.1744-7976.1995.tb00136.x
中图分类号：
F3 [农业经济];
学科分类号：
0202 ; 020205 ; 1203 ;
摘要：
This study tests for the presence of chaos and nonlinear dynamics in monthly cattle prices for the period 1922-90. The Grassberger and Procaccia, BDS and Hurst Exponent tests show evidence of chaos and nonlinear dynamics for the above period.
引用
收藏
页码：475 / 484
页数：10
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