Richard A. Ashley

Available identifiers

Publication	Date of Publication	Type
When is it justifiable to ignore explanatory variable endogeneity in a regression model?	2018-08-31	Paper
APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL	2010-08-26	Paper
A New Bispectral Test for NonLinear Serial Dependence	2009-03-17	Paper
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series	2009-03-17	Paper
A nonlinear time series workshop. A toolkit for detecting and identifying nonlinear serial dependence	2001-06-18	Paper
ARE TECHNOLOGY SHOCKS NONLINEAR?	2000-06-04	Paper
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES	1999-12-07	Paper
A new technique for postsample model selection and validation	1998-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q3838963	1996-01-01	Paper
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory	1990-01-01	Paper
Linear Versus Nonlinear Macroeconomies: A Statistical Test	1989-01-01	Paper
Automated metalforming modeling utilizing adaptive remeshing and evolving geometry	1988-01-01	Paper
A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS	1986-01-01	Paper
Advertising and Aggregate Consumption: An Analysis of Causality	1980-01-01	Paper

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