J
Jonathan H. Wright
Researcher at Johns Hopkins University
Publications - 118
Citations - 16392
Jonathan H. Wright is an academic researcher from Johns Hopkins University. The author has contributed to research in topics: Interest rate & Monetary policy. The author has an hindex of 48, co-authored 114 publications receiving 15152 citations. Previous affiliations of Jonathan H. Wright include Federal Reserve System & University of Virginia.
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A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
TL;DR: Weak instruments arise when the instruments in linear instrumental variables (IV) regression are weakly correlated with the included endogenous variables as mentioned in this paper, and weak instruments correspond to weak identification of some or all of the unknown parameters.
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A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
TL;DR: Weak instruments arise when the instruments in linear instrumental variables (IV) regression are weakly correlated with the included endogenous variables as discussed by the authors, and weak instruments correspond to weak identification of some or all of the unknown parameters.
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Gmm with weak identification
TL;DR: In this article, the authors developed asymptotic distribution theory for GMM estimators and test statistics when some or all of the parameters are weakly identified, and used these results to inform an empirical investigation of various CCAPM specifications; the substantive conclusions reached differ from those obtained using conventional methods.
Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The U.S. Treasury Yield Curve: 1961 to the Present
TL;DR: In this article, the authors provide a long history of high-frequency yield curve estimates of the Federal Reserve Board at a daily frequency from 1961 to the present, which can be used to compute yields or forward rates for any horizon.
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The U.S. Treasury yield curve: 1961 to the present
TL;DR: In this paper, the authors provide a long history of high-frequency yield curve estimates of the Federal Reserve Board at a daily frequency from 1961 to the present, which can be used to compute yields or forward rates for any horizon.