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A simple test for regression parameter instability

Ashley, Richard - In: Economic inquiry : journal of the Western Economic … 22 (1984) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10001861218

Mis-specification in Phillips Curve regressions : quantifying frequency eependence in this relationship while allowing for feedback

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

Persistent link: https://www.econbiz.de/10003617329

When is it justifiable to ignore explanatory variable endogeneity in a regression model?

Ashley, Richard A.; Parmeter, Christopher F. - In: Economics letters 137 (2015), pp. 70-74

Persistent link: https://www.econbiz.de/10011436234

Analysis of public goods experiments using dynamic panel regression models

Ashley, Richard A. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160370

Detection and modeling of regression parameter variation across frequencies : with an application to testing the permanent income hypothesis

Tan, Hui Boon; Ashley, Richard A. - In: Macroeconomic dynamics 3 (1999) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10001617714

Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014

Persistent link: https://www.econbiz.de/10010497160

Sensitivity analysis of an ols multiple regression inference with respect to possible linear endogeneity in the explanatory variables, for both modest and for extremely large sampl...

Ashley, Richard A.; Parmeter, Christopher F. - In: Econometrics : open access journal 8 (2020) 1/11, pp. 1-24

This work describes a versatile and readily-deployable sensitivity analysis of an ordinary least squares (OLS) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression model. This sensitivity analysis is based on a derivation...

Persistent link: https://www.econbiz.de/10012265401