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Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?

Ashley, Richard A. - In: International journal of forecasting 19 (2003) 2, pp. 229-239

Persistent link: https://www.econbiz.de/10001764887

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

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

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

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

Persistent link: https://www.econbiz.de/10001631177

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

Ashley, Richard A. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002092071

On the Granger Causality between Median Inflation and Price Dispersion

Ashley, Richard A. - 2014

The Granger-causal relationship between the size and dispersion of fluctuations in sub-components of the US Consumer Price Index (CPI) is examined using both in-sample and out-of-sample tests and data from January 1968 to December 2008. Strong in-sample evidence is found for feedback between...

Persistent link: https://www.econbiz.de/10013061335

On the Granger causality between median inflation and price dispersion

Ashley, Richard A.; Ye, Haichun - 2010

Persistent link: https://www.econbiz.de/10009381536

On the Granger causality between median inflation and price dispersion

Ashley, Richard A.; Ye, Haichun - In: Applied economics 44 (2012) 31/33, pp. 4221-4238

Persistent link: https://www.econbiz.de/10009713502

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