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The application of time-varying spectra to detect evolutionary change in economic processes
Foster, John - 1995
Persistent link: https://www.econbiz.de/10000923144
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The logistic diffusion approach to econometric modelling in the presence of evolutionary change
Foster, John - 1995
Persistent link: https://www.econbiz.de/10000923145
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Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
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Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10003888730
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On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data
Wild, Phillip; Foster, John - 2012
Persistent link: https://www.econbiz.de/10009563439
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Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Journal of macroeconomics 28 (2006) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
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Comments on "Structural change in macroeconomic time series"
Rothman, Philip - In: Journal of macroeconomics 28 (2006) 1, pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
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Size and power properties of the AH test of evolutionary change
Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 5, pp. 748-763
Persistent link: https://www.econbiz.de/10001639590
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Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.; Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 3, pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
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Discrete Fourier Transform filters as business cycle extraction tools : an investigation of cycle extraction properties and applicability of 'Gibbs' Effect
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714012