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INTERACTIVE-AGENT ECONOMIES: AN ELUCIDATIVE FRAMEWORK AND SURVEY OF RESULTS
Verbrugge, Randal - In: Macroeconomic Dynamics 7 (2003) 03, pp. 424-472
Persistent link: https://www.econbiz.de/10005264845
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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
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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) S1, pp. 59-87
Persistent link: https://www.econbiz.de/10008458634
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A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 137-144
Persistent link: https://www.econbiz.de/10008458636
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DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES
Tan, Hui Boon; Ashley, Richard - In: Macroeconomic Dynamics 3 (1999) 01, pp. 69-83
Persistent link: https://www.econbiz.de/10005624943