Person:299221

Available identifiers

zbMath Open wright.jonathan-hMaRDI QIDQ299221

List of research outcomes

Publication	Date of Publication	Type
Refining set-identification in VARs through independence	2023-06-29	Paper
State Space Models and MIDAS Regressions	2022-05-31	Paper
Analyzing cross-validation for forecasting with structural instability	2022-02-10	Paper
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates	2021-10-21	Paper
Forecasting With Model Uncertainty: Representations and Risk Reduction	2019-01-31	Paper
DETECTING LACK OF IDENTIFICATION IN GMM	2018-12-14	Paper
Efficient forecast tests for conditional policy forecasts	2016-06-22	Paper
Bayesian model averaging and exchange rate forecasts	2016-06-22	Paper
Testing the adequacy of conventional asymptotics in GMM	2011-05-31	Paper
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS	2004-09-22	Paper
GMM with Weak Identification	2002-05-28	Paper
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data	2001-08-17	Paper
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION	2001-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4942755	2000-06-05	Paper
Frequency domain inference for univariate impulse responses	1999-06-21	Paper
A new estimator of the fractionally integrated stochastic volatility model	1999-06-21	Paper
Testing for a Structural Break at Unknown Date with Long-memory Disturbances	1998-08-09	Paper
Structural stability tests in the linear regression model when the regressors have roots local to unity	1997-02-28	Paper
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS	1995-03-02	Paper
The CUSUM test based on least squares residuals in regressions with integrated variables	1994-01-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jonathan H. Wright