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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - In: Journal of econometrics 122 (2004) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10006756218
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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - In: Journal of econometrics 122 (2004) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10002136491
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Complete subset regressions
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of econometrics 177 (2013) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
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A control function approach for testing the usefulness of trending variables in forecast models and linearn regression
Elliott, Graham - In: Journal of econometrics 164 (2011) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10009270408
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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
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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - In: Journal of econometrics 103 (2001) 1/2, pp. 155-181
Persistent link: https://www.econbiz.de/10001585355
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - In: Journal of econometrics 115 (2003) 1, pp. 75-89
Persistent link: https://www.econbiz.de/10001758136
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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - In: Journal of econometrics 103 (2001) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10006774211
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Confidence sets for the date of a single break in linear time series regressions
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 141 (2007) 2, pp. 1196-1218
Persistent link: https://www.econbiz.de/10007859756
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Minimizing the impact of the initial condition on testing for unit roots
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 135 (2006) 1, pp. 285-310
Persistent link: https://www.econbiz.de/10007279937