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Confidence sets for cointegrating coefficients based on stationarity tests
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10001469686
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Exact confidence intervals for impulse responses in a Gaussian vector autoregression
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001521727
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Structural stability tests in the linear regression model when the regressors have roots local to unity
Wright, Jonathan H. - In: Economics letters 52 (1996) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001212510
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The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 299-303
Persistent link: https://www.econbiz.de/10001223697
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Quantifying the non-stationarity in Irish real exchange rates
Wright, Jonathan H. - In: The economic and social review 25 (1993) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001159095
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A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure
Wright, Jonathan H. - In: The economic and social review 25 (1994) 3, pp. 261-278
Persistent link: https://www.econbiz.de/10001166246
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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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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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Testing for a unit root in the volatility of asset returns
Wright, Jonathan H. - In: Journal of applied econometrics 14 (1999) 3, pp. 309-319
Persistent link: https://www.econbiz.de/10001405551
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Seasonal Adjustment of NIPA data
Wright, Jonathan H. - 2018
In the 2018 comprehensive update of the national income and product accounts, the Bureau of Economic Analysis released not seasonally adjusted data, and modified its seasonal adjustment procedures. I find some indication of residual seasonality in the seasonally adjusted data as published before...
Persistent link: https://www.econbiz.de/10012480550