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A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence

Patterson, Douglas M.; Ashley, Richard A. - 2000

Persistent link: https://www.econbiz.de/10001425839

A new bispectral test for nonlinear serial dependence

Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - 2006

Persistent link: https://www.econbiz.de/10003617229

A Nonlinear Time Series Workshop : A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Patterson, Douglas M.; Ashley, Richard A. - 2000 - 1st ed. 2000.

1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations...

Persistent link: https://www.econbiz.de/10014021905

Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series

Ashley, Richard A.; Verbrugge, Randal - In: Econometric reviews 28 (2009) 1/3, pp. 4-20

Persistent link: https://www.econbiz.de/10003800646

Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series

Ashley, Richard A. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003617238