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Economics letters
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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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2
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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3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
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