Jonathan H. Wright

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

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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