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Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output

Ashley, Richard A.; Patterson, Douglas M. - In: Journal of Business & Economic Statistics 24 (2006) July, pp. 266-277

Persistent link: https://www.econbiz.de/10005238260

ARE TECHNOLOGY SHOCKS NONLINEAR?

Altug, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic Dynamics 3 (1999) 04, pp. 506-533

Persistent link: https://www.econbiz.de/10005264867

A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS

Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-145

Persistent link: https://www.econbiz.de/10008417351

APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL

Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 59-88

Persistent link: https://www.econbiz.de/10008417354

Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output

Ashley, Richard A.; Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 266-277

Persistent link: https://www.econbiz.de/10008222503

A New Bispectral Test for NonLinear Serial Dependence

Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2008) 1, pp. 279-294

Persistent link: https://www.econbiz.de/10009266571

A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns

Ashley, Richard A.; Patterson, Douglas M. - In: Journal of Financial and Quantitative Analysis 21 (1986) 02, pp. 221-227

A fundamental statistical test of serial independence is developed and applied to daily stock returns. Let <italic>x</italic> be the deviation of the daily return on a stock from its sample mean after any autocorrelation present has been removed. If <italic>x</italic> is serially independent, then the cumulative sum of <italic>x</italic> over...

Persistent link: https://www.econbiz.de/10005609744

APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL

Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 59-87

Persistent link: https://www.econbiz.de/10008458634

Anti-inflation taxation policy : an alternative to wage and price controls

Ashley, Richard A. - In: Journal of macroeconomics 1 (1979) 4, pp. 417-421

Persistent link: https://www.econbiz.de/10001861208

Wages and profits : a comment

Ashley, Richard A. - In: Journal of macroeconomics 2 (1980) 4, pp. 365-372

Persistent link: https://www.econbiz.de/10001861233