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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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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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Are productivity fluctuations due to real supply shocks?
Rudebusch, Glenn D. - In: Economics letters 4 (1988), pp. 327-331
Persistent link: https://www.econbiz.de/10001051477
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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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
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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