The following pages link to Jonathan H. Wright (Q299221):
Displaying 22 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)
- Testing for a Structural Break at Unknown Date with Long-memory Disturbances (Q3838310) (← links)
- STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS (Q4324819) (← links)
- THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION (Q4512708) (← links)
- GMM with Weak Identification (Q4530981) (← links)
- DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
- Forecasting With Model Uncertainty: Representations and Risk Reduction (Q4612508) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- (Q4942755) (← 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)
- Comment (Q6667000) (← links)
