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Linear versus nonlinear macroeconomies : a statistical test

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Evaluating the effectiveness of state-switching time series models for US real output

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Evaluating the effectiveness of nonlinear time series models : a new approach

Ashley, Richard A. (contributor); … - 2001 - [Elektronische Ressource]

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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

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A new bispectral test for nonlinear serial dependence

Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2009) 1/3, pp. 279-293

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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. 59-87

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Evaluating the effectiveness of state-switching time series models for US 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/10003349339

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...

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Identification of the coefficients in a non-linear time series of the quadratic type

Hinich, Melvin J.

Persistent link: https://www.econbiz.de/10001265918