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Disambiguation of "Wright, Jonathan H."

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Structural stability tests in the linear regression model when the regressors have roots local to unity

. Economics Letters, 52 (3): 257--262 (September 1996)

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Jonathan Wright

Gabriele Wright

Wright Jacob

Glenn Wright

Michael Wright

 

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Testing for a Structural Break at Unknown Date with Long-memory Disturbances. Journal of Time Series Analysis, 19 (3): 369--376 (121 05 1998)doi: 10.1111/1467-9892.00097.Uncovered interest parity: it works, but not for long, and . Journal of International Economics, 66 (2): 349--362 (July 2005)A new estimator of the fractionally integrated stochastic volatility model. Economics Letters, 63 (3): 295--303 (June 1999)A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments, , and . Journal of Business & Economic Statistics, 20 (4): 518-29 (2002)available at http://ideas.repec.org/a/bes/jnlbes/v20y2002i4p518-29.html.LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS. Econometric Reviews, 21 (4): 397--417 (2002)Frequency domain inference for univariate impulse responses. Economics Letters, 63 (3): 269--277 (June 1999)Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data, and . Journal of Econometrics, 98 (1): 81--106 (September 2000)Structural stability tests in the linear regression model when the regressors have roots local to unity. Economics Letters, 52 (3): 257--262 (September 1996)Exchange rate forecasting: the errors we've really made, , and . Journal of International Economics, 60 (1): 35--59 (May 2003)The U.S. Treasury yield curve: 1961 to the present, , and . Journal of Monetary Economics, 54 (8): 2291--2304 (November 2007)