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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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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/10001398938
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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/10001212510
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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-304
Persistent link: https://www.econbiz.de/10006785512
Cover Image
Frequency domain inference for univariate impulse responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-278
Persistent link: https://www.econbiz.de/10006785515