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Detecting lack of identification in GMM
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001504206
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Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001531381
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Long memory in emerging market stock returns
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001441771
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A simple approach to robust inference in a cointegrating system
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001443840
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Exact confidence intervals for impulse responses in a Gaussian vector autoregression
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001521727
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - 2003
Persistent link: https://www.econbiz.de/10001798630
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Forecasting US inflation by Bayesian model averaging
Wright, Jonathan H. - 2003
Persistent link: https://www.econbiz.de/10001798633
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Testing the null of identification in GMM
Wright, Jonathan H. - 2002
Persistent link: https://www.econbiz.de/10001685752
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
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An empirical comparison of Bundesbank and ECB monetary policy rules
Faust, Jon; Rogers, John H.; Wright, Jonathan H. - 2001
Persistent link: https://www.econbiz.de/10001597841