The following pages link to Jonathan H. Wright (Q299221):
Displaying 13 items.
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- A new estimator of the fractionally integrated stochastic volatility model (Q1292339) (← links)
- (Q1311291) (redirect page) (← links)
- The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- State Space Models and MIDAS Regressions (Q5080577) (← links)
- Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates (Q5158252) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
