Narrow search
Showing 1 - 7 of 7
Cover Image
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Cover Image
Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
Cover Image
Refining set-identification in VARs through independence
Drautzburg, Thorsten; Wright, Jonathan H. - In: Journal of econometrics 235 (2023) 2, pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
Cover Image
Analyzing cross-validation for forecasting with structural instability
Hirano, Keisuke; Wright, Jonathan H. - In: Journal of econometrics 226 (2022) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10013440526
Cover Image
Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Cover Image
Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-304
Persistent link: https://www.econbiz.de/10008898218
Cover Image
Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10008135098