@article{Brock:292598,
      recid = {292598},
      author = {Brock, W. A. },
      title = {Distinguishing Random And Deterministic Systems},
      address = {1985-08},
      number = {2242-2019-3099},
      series = {8509},
      pages = {34},
      year = {1985},
      abstract = {This paper discusses tests on time series for the presence  of low dimensional deterministic chaos. Empirical  applications on U.S. business cycle data are reviewed. Two  tasks are necessary to test a time series for (low  dimensional) deterministic chaos: (1) dimension must be  calculated and shown to be low relative to comparable  (psuedo) random numbers; (2) Lyapunov exponents and other  measures of local instability must be calculated and show  local instability relative to a useful standard. The  evidence for low dimensional deterministic chaos in U.S.  postwar II GNP data is weak (English). Brock: University of  Wisconsin, Madison, Wisconsin. Journal of Economic  Literature Classification Numbers: 023, 211, 213.},
      url = {http://ageconsearch.umn.edu/record/292598},
      doi = {https://doi.org/10.22004/ag.econ.292598},
}