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Structural stability tests in the linear regression model when the regressors have roots local to unity
Wright, Jonathan H. - In: Economics Letters 52 (1996) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10005288117
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics Letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10005296816
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Frequency domain inference for univariate impulse responses
Wright, Jonathan H. - In: Economics Letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10005269763