A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence von Patterson, Douglas M, Ashley, Richard A

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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 von Ashley, Richard A., Patterson, Douglas M.

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A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS von Ashley, Richard A., Patterson, Douglas M.

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Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output von Ashley, Richard A, Patterson, Douglas M

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A New Bispectral Test for NonLinear Serial Dependence von Rusticelli, Elena, Ashley, Richard A., Dagum, Estela Bee, Patterson, Douglas M.

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The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange von Ammermann, Peter A, Patterson, Douglas M

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A Transactions Data Analysis of Nonsynchronous Trading von Kadlec, Gregory B., Patterson, Douglas M.

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A nonlinear time series workshop: a toolkit for detecting and identifying nonlinear serial dependence von Patterson, Douglas M, Ashley, Richard A

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Linear Versus Nonlinear Macroeconomies: A Statistical Test von Ashley, Richard A., Patterson, Douglas M.

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The Speed of Adjustment of Warrant Prices to Changes in Stock Prices von Patterson, Douglas M.

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Identification of the coefficients in a non-linear: time series of the quadratic type von Hinich, Melvin J., Patterson, Douglas M.

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The marginal value of management using stochastic control von Bosshardt, Donald I., Patterson, Douglas M.

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A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns von Ashley, Richard A., Patterson, Douglas M.

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Reply to Marsh's note von Hinich, Melvin J, Patterson, Douglas M

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HOW TO RUN THE TOOLKIT PROGRAM ON A PC von Ashley, Richard A, Patterson, Douglas M

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NONLINEARITY IN STOCHASTIC PROCESSES: WHAT IT IS AND WHY IT MATTERS von Ashley, Richard A, Patterson, Douglas M

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DETECTING NONLINEAR SERIAL DEPENDENCE von Ashley, Richard A, Patterson, Douglas M

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ANALYSIS OF STOCK MARKET RETURNS von Ashley, Richard A, Patterson, Douglas M

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Nonlinear Dynamics, Chaos, and Instability von Patterson, Douglas M.

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Linear Versus Nonlinear Macroeconomics: A Statistical Test von Ashley, Richard A, Patterson, Douglas M

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