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A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
In: Levine's Bibliography.
RePEc:cla:levrem:122247000000000621.

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  11. Diebold, F.X., 2003. `Big data dynamic factor models for macroeconomic measurement and forecasting. in: Dewatripont, M., Hansen, L.P., Turnovsky, S. (Eds.), Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress of the Econometric Society. Cambridge University Press, Cambridge, pp. 115-122.
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  12. Eckmann, J.-P., Kamphorst, S.O., Ruelle, D., Ciliberto, S., 1986. Liapunov exponents from time series. Physical Review A 34, 4971-4979.
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  13. Eckmann, J.-P., Ruelle, D., 1985. Ergodic theory of chaos and strange attractors. Reviews of Modern Physics 57, 617-656.
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  14. Fan, J., Gijbels, 1996. Local Polynomial Modelling and Its Applications. Chapman and Hall, London.
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  15. Fan, Y., Li, Q., 1997. A consistent nonparametric test for linearity of AR(p) models. Economics Letters 55, 53-59.
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  16. Franses, P.H., van Dijk, D., 2000. Nonlinear Time Series Models in Empirical Finance. Cambridge University Press, Cambridge.
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  17. Gallant, A.R., Rossi, P.E., Tauchen, G., 1993. Nonlinear dynamic structures. Econometrica 61, 871-907.

  18. Gençay, R., Dechert, W.D., 1992. An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system. Physica D 59, 142-157.
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  19. Geweke, J., 1977. The dynamic factor analysis of economic time-series models. in: Aigner, D.J., Goldberger, A.S. (Eds.), Latent Variable in Socioeconomic Models, North-Holland, Amsterdam, pp. 365-387.
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