archive of the former site EconWPA.wustl.edu

Please do not link or reference this page. Use one of the following URLs:
econpapers.repec.org as http://econpapers.repec.org/paper/wpawuwppr/9603002.htm
ideas.repec.org as http://ideas.repec.org/p/wpa/wuwppr/9603002.html

FORTRAN source code and manual for NEGM's (Nychka, Ellner, Gallant, and McCaffrey) LENNS ("Lyapunov Exponent of Noisy Nonlinear Systems") test for chaos.

 
Paper:ewp-prog/9603002
From:    
Date: Fri, 8 Mar 96 12:57:18 CST

Abstract:
This is the FORTRAN source code and manual for the NEGM LENNS test for noisy chaos. The source code will compile and run on a Sun and an HP workstation. Beyond that, there are no guarantees. This test was among those entered into the single blind controlled competition run by Barnett et al. The competition was among tests for nonlinearity and tests for chaos. The results of that competition also are in this archive in a working paper along with the simulated data used in the competition. In addition the output of the LENNS runs with the five large samples included among the 10 simulated data sets is in this archive, to facilitate replication. Links to the working paper, the data, and the source code for the other tests entered into the competition can be found in paragraph 8 of http://wuecon.wustl.edu/~barnett/Papers.html

For the Data and Program sections of the archive, there may be a paper, paper and data, or only data.If there is a paper, see below for viewable files.

You should retreive the data or progams via the

ftp archive for 9603
In that archive look for files with the prefix 9603002 The submission (and hence data or programs) may be in:
http://129.3.20.41/econ-wp/prog/papers/9603/9603002.tar.Z
You are probably better off to visit the ftp archive itself. For most submissions to this section, the data or program is submitted as a tar.Z file. A tar file is an archive of files file, while .Z means it is a compressed file. There are utilities for most platforms to uncompress and de-tar. We usually look in the wuarchive mirror of the CTAN archive for the tar , and compress directories. For Windows we highly recommend WINZIP, found many places including wuarchive msods, in the util directories of win3, or   win95.Look for the winzip self extracting .exe file.

There are no Postscript, Acrobat or html files. It is still possible the paper exists as a raw document. You could look in the FTP archive for ewp-prog/9603002 for sources, etc.
Access statistics for this paper at LogEc which is a part of the RePEc project as was/is EconWPA.
Translate to another language with babel.altavista.com EconWPA reference ewp-prog/9603002
RePEc reference RePEc:wpa:wuwppr:9603002 send e-mail to

EconWPA began as a conversation between Bob Parks and Larry Blume on January 28, 1993. I located Paul Ginsparg's archive (then xxx.lanl.gov) and he graciously installed his software on a Sun Sparc system which was supporting the department of economics email and computation. EconWPA began accepting papers July 1, 1993 and had ftp, email, gopher and web interfaces. The web interface for submissions was engineered into existence in July 1995. A complete and catastrophic machine failure in 1999 caused the loss of EconWPA's email new paper announcment service at which time there were over 15,000 subscriptions with over 8,000 unique email addresses.

In 2005, Arts and Sciences commandeered the computing services that I had provided to the Department of Economics since 1987. Some might say that the department was sold out, others would (erroneously) claim that centralization is efficient, and still others would claim that I have few marketing skills.

I was told that I could keep operating EconWPA (as well as many other services including rfe.wustl.edu, barnett.wustl.edu, and three RePEc servers) but I would receive no support (hardware, software, or anthing else) and (as had been the case) no compensation. At that point, given the apparent low valuation of my activities by the department, and university, it made no sense for me to continue operating EconWPA or other services.

Thanks to all who have supported EconWPA in the past.

A Chinese curse states May you live in intersting times. I have. Bob Parks - Jan 2006