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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

Are technology shocks nonlinear?

Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533

Persistent link: https://www.econbiz.de/10001618378

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

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

Variation in the Phillips Curve relation across three phases of the business cycle

Ashley, Richard A.; Verbrugge, Randal - 2019

Persistent link: https://www.econbiz.de/10012003987

Subset-continuous-updating GMM estimators for dynamic panel data models

Ashley, Richard A.; Sun, Xiaojin - In: Econometrics : open access journal 4 (2016) 4, pp. 1-13

The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have been widely used in empirical work; however, neither of them performs well in small samples with weak instruments. The continuous-updating GMM estimator proposed by Hansen,...

Persistent link: https://www.econbiz.de/10011650481