Oh my god, I didn't even remember that I asked this again.
Yes, I am familiar with the BDS test. That is good to know!
Economic Analysis and International Economics
Department of Economics
Democritus University of Thrace
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On Thu, Dec 2, 2021 at 11:52 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
Am 02.12.2021 um 20:49 schrieb Periklis Gogas:
> Hello all,
> Is there any function in Gretl to estimate the Lyapunov exponent and
> it's confidence intervals?
Hi, unfortunately I think the answer remains the same since you asked
this question in 2018: no.
(In the meantime, however, gretl got the BDS test for unspecified kinds
of non-linearity in time-series, see the built-in bds command. This is
not specifically about chaos, however.)
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