Jonathan H. Wright

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Event-day options Journal of Time Series Analysis	2025-10-24	Paper
Comment Journal of Business and Economic Statistics	2025-01-20	Paper
Refining set-identification in VARs through independence Journal of Econometrics	2023-06-29	Paper
State Space Models and MIDAS Regressions Econometric Reviews	2022-05-31	Paper
Analyzing cross-validation for forecasting with structural instability Journal of Econometrics	2022-02-10	Paper
Rate-amplifying demand and the excess sensitivity of long-term rates The Quarterly Journal of Economics	2021-10-21	Paper
Forecasting with model uncertainty: representations and risk reduction Econometrica	2019-01-31	Paper
Detecting lack of identification in GMM Econometric Theory	2018-12-14	Paper
Bayesian model averaging and exchange rate forecasts Journal of Econometrics	2016-06-22	Paper
Efficient forecast tests for conditional policy forecasts Journal of Econometrics	2016-06-22	Paper
Testing the adequacy of conventional asymptotics in GMM Econometrics Journal	2011-05-31	Paper
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS Econometric Reviews	2004-09-22	Paper
GMM with Weak Identification Econometrica	2002-05-28	Paper
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data Journal of Econometrics	2001-08-17	Paper
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION Econometric Theory	2001-07-05	Paper
scientific article; zbMATH DE number 1414421 (Why is no real title available?)	2000-06-05	Paper
A new estimator of the fractionally integrated stochastic volatility model Economics Letters	1999-06-21	Paper
Frequency domain inference for univariate impulse responses Economics Letters	1999-06-21	Paper
Testing for a Structural Break at Unknown Date with Long-memory Disturbances Journal of Time Series Analysis	1998-08-09	Paper
Structural stability tests in the linear regression model when the regressors have roots local to unity Economics Letters	1997-02-28	Paper
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS Journal of Time Series Analysis	1995-03-02	Paper
The CUSUM test based on least squares residuals in regressions with integrated variables Economics Letters	1994-01-13	Paper

Research outcomes over time

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