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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economics letters"
~person:"Wright, Jonathan H."
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Frequency domain inference for univariate impule responses
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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2
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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3
The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H.
- In:
Economics letters
41
(
1993
)
4
,
pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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