Narrow search
Showing 1 - 7 of 7
Cover Image
A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence
Patterson, Douglas M.; Ashley, Richard A. - 2000
Persistent link: https://www.econbiz.de/10001425839
Cover Image
Identification of coefficients in a quadratic moving average process using the generalized method of moments : preliminary
Ashley, Richard A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092126
Cover Image
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.; Verbrugge, Randal - In: Econometric reviews 28 (2009) 1/3, pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Cover Image
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - 2006
Persistent link: https://www.econbiz.de/10003617229
Cover Image
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003617238
Cover Image
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
Persistent link: https://www.econbiz.de/10003800753
Cover Image
Testing the "standard" model of stochastic choice under risk
Butler, David J.; Isoni, Andrea; Loomes, Graham - In: Journal of risk and uncertainty : JRU 45 (2012) 3, pp. 191-213
Persistent link: https://www.econbiz.de/10009707734