Similar Search Results

Estimation and testing of forecast rationality under flexible loss

Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125

Persistent link: https://www.econbiz.de/10003173820

Semi-parametric estimation of non-separable models : a minimum distance from independence approach

Komunjer, Ivana; Santos, Andres - In: The econometrics journal 13 (2010) 3, pp. 28-55

Persistent link: https://www.econbiz.de/10009007401

Efficient conditional quantile estimation : the time series case

Komunjer, Ivana (contributor); Vuong, Quang H. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003762973

Heterogeneous expectations and tests of efficiency in the yen - dollar forward exchange rate market

Elliott, Graham; Itō, Takatoshi - 1998

Persistent link: https://www.econbiz.de/10000983783

Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market

Elliott, Graham - 1995

Persistent link: https://www.econbiz.de/10000935824

Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market

Elliott, Graham; Itō, Takatoshi - In: Journal of monetary economics 43 (1999) 2, pp. 435-454

Persistent link: https://www.econbiz.de/10001391275

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

Elliott, Graham; Itō, Takatoshi - 1998

This paper examines the efficiency of the forward yen/dollar market using micro survey data. Conventional tests of unbiasedness do not correspond directly to the zero-profit condition. Instead, we use the survey data to calculate potential profits of individual forecasters based on a natural...

Persistent link: https://www.econbiz.de/10014222188

Testing the null of no cointegration when covariates are known to have a unit root

Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850

Persistent link: https://www.econbiz.de/10003904447

Efficient tests for general persistent time variation in regression coefficients

Elliott, Graham; Müller, Ulrich K. - In: The review of economic studies 73 (2006) 4, pp. 907-940

Persistent link: https://www.econbiz.de/10003378024

On the failure of purchasing power parity for bilateral exchanges rates after 1973

Elliott, Graham; Pesavento, Elena - In: Journal of money, credit and banking : JMCB 38 (2006) 6, pp. 1405-1430

Persistent link: https://www.econbiz.de/10003363344