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Forecast combination when outcomes are difficult to predict

Elliott, Graham - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 7-20

Persistent link: https://www.econbiz.de/10011929308

Testing for a trend with persistent errors

Elliott, Graham - In: Journal of econometrics 219 (2020) 2, pp. 314-328

Persistent link: https://www.econbiz.de/10012483388

Nearly efficient likelihood ratio tests for seasonal unit roots

Jansson, Michael; Nielsen, Morten Ørregaard - In: Journal of time series econometrics 3 (2011) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10009623579

Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction

Jansson, Michael (ed.); Taylor, Robert (ed.); … - In: Econometric theory 34 (2018) 2, pp. 247-252

Persistent link: https://www.econbiz.de/10011950951

Alternative asymptotics and the partially linear model with many regressors

Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - In: Econometric theory 34 (2018) 2, pp. 277-301

Persistent link: https://www.econbiz.de/10011950954

Two-step estimation and inference with possibly many included covariates

Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei - In: The review of economic studies : RES 86 (2019) 3, pp. 1095-1122

Persistent link: https://www.econbiz.de/10012110696

Local regression distribution estimators

Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei - In: Journal of econometrics 240 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015075101

Forecasting with Trending Data

Elliott, Graham - In: Handbook of Economic Forecasting

This chapter examines the problems of dealing with trending type data when there is uncertainty over whether or not we really have unit roots in the data. This uncertainty is practical - for many macroeconomic and financial variables theory does not imply a unit root in the data however unit...

Persistent link: https://www.econbiz.de/10005453173

Estimating loss function pararmeters

Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003

Persistent link: https://www.econbiz.de/10001748802

Economic forecasting

Elliott, Graham; Timmermann, Allan - 2007

Persistent link: https://www.econbiz.de/10003443849

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