1. To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models;Ashley;Int. J. Data Anal. Tech. Strat.,2009
2. Persistence Dependence in Empirical Relations: The Velocity of Money;Ashley,2015
3. Frequency dependence in regression model coefficients: an alternative approach for modeling nonlinear dynamic relationships in time series;Ashley;Econ. Rev.,2018
4. Death to Regression Modeling on Bandpass-Filtered Data: New Results on the General Undesirability of Filtering Dynamic Regressions, with a Proposed Solution;Ashley,2022
5. Time Series Filtering for Studying Frequency Dependence: What Works, What Doesn’t;Ashley,2022