The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A single-blind controlled competition among tests for nonlinearity and chaos
Overview
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Claims the paper makes
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Citations
Cites
Simple technical trading rules and the stochastic properties of stock returns
BROCK, W., LAKONISHOK, J., & LeBARON, B. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04681.x · Cited by 2,301
Cited by
The evolution of stock market efficiency over time: A survey of the empirical literature
Lim, K.-P., & Brooks, R. (2011) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2009.00611.x · Cited by 410
A general test for time dependence in parameters
Becker, R., Enders, W., & Hurn, S. (2004) · Journal of Applied Econometrics · doi:10.1002/jae.751 · Cited by 257
Metadata
- Authors
- Barnett, W. A., Gallant, A. R., Hinich, M. J., Jungeilges, J. A., Kaplan, D. T., & Jensen, M. J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1997-01
- Volume
- 82
- Issue
- 1
- Pages
- 157-192
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W1504296355
- Cited by
- 248
- References
- 1
- FWCI
- 19.88
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: A single-blind controlled competition among tests for nonlinearity and chaos. https://app.cochat.ai/papers/10.1016/s0304-4076(97)00081-x
- The paper
- Barnett, W. A., Gallant, A. R., Hinich, M. J., Jungeilges, J. A., Kaplan, D. T., & Jensen, M. J. (1997). A single-blind controlled competition among tests for nonlinearity and chaos. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(97)00081-x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
