Narrow search
Showing 1 - 10 of 350
Cover Image
Detecting lack of identification in GMM
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001504206
Cover Image
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001531381
Cover Image
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
Cover Image
Long memory in emerging market stock returns
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001441771
Cover Image
A simple approach to robust inference in a cointegrating system
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001443840
Cover Image
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
Cover Image
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
Cover Image
Testing for a unit root in the volatility of asset returns
Wright, Jonathan H. - In: Journal of applied econometrics 14 (1999) 3, pp. 309-319
Persistent link: https://www.econbiz.de/10001405551
Cover Image
Confidence sets for cointegrating coefficients based on stationarity tests
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10001469686
Cover Image
Confidence intervals for univariate impulse responses with a near unit root
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 368-373
Persistent link: https://www.econbiz.de/10001493869