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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, J. H. - In: Economics Letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10005269950
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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
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X.; Rudebusch, Glenn D. - In: Economics Letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10005296926
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Are productivity fluctuations due to real supply shocks?
Rudebusch, Glenn D. - In: Economics Letters 27 (1988) 4, pp. 327-331
Persistent link: https://www.econbiz.de/10005276050