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Elliott, Graham
27
Stock, James H.
4
Timmermann, Allan
4
Müller, Ulrich K.
3
Pesavento, Elena
3
Ito, Takatoshi
2
Jansson, Michael
2
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Journal of econometrics
8
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
2
International journal of forecasting
2
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1
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1
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1
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
Saved in:
2
BOOK REVIEWS - Nonparametric Econometries
Pagan, Adrian
;
Ullah, Aman
;
Elliott, Graham
- In:
Journal of economic literature
38
(
2000
)
4
,
pp. 938
Persistent link: https://www.econbiz.de/10006835191
Saved in:
3
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots
Elliott, Graham
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 149-158
Persistent link: https://www.econbiz.de/10006790048
Saved in:
4
Efficient Tests for an Autoregressive Unit Root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 813-836
Persistent link: https://www.econbiz.de/10006796986
Saved in:
5
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates
Elliott, Graham
;
Bewley, Ronald
- In:
The economic record : er
70
(
1994
)
208
,
pp. 19-25
Persistent link: https://www.econbiz.de/10005914597
Saved in:
6
Efficient Tests for a Unit Root When the Initial Observation is Drawn from its Unconditional Distribution
Elliott, Graham
- In:
International economic review
40
(
1999
)
3
,
pp. 767-784
Persistent link: https://www.econbiz.de/10006050318
Saved in:
7
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING
Elliott, Graham
;
Timmermann, Allan
- In:
International economic review
46
(
2005
)
4
,
pp. 1081-1102
Persistent link: https://www.econbiz.de/10006013988
Saved in:
8
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Elliott, Graham
;
Jansson, Michael
;
Pesavento, Elena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 34-48
Persistent link: https://www.econbiz.de/10008222921
Saved in:
9
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
Saved in:
10
Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham
;
Komunjer, Ivana
;
Timmermann, Allan
- In:
The review of economic studies
72
(
2005
)
253
,
pp. 1107-1126
Persistent link: https://www.econbiz.de/10007638911
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