Similar Search Results - EconBiz

Inference in models with nearly integrated regressors

Cavanagh, Christopher Lorne; Elliott, Graham; Stock, … - 1995

Persistent link: https://www.econbiz.de/10000929623

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown

Elliott, Graham - 1992

It is well known that the distribution of statistics testing restrictions on the coefficients in time series regressions can depend on the order of integration of the regressors. In practice the order of integration is rarely blown. This paper examines two conventional approaches to this...

Persistent link: https://www.econbiz.de/10012474891

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown

Elliott, Graham - 2007

It is well known that the distribution of statistics testing restrictions on the coefficients in time series regressions can depend on the order of integration of the regressors. In practice the order of integration is rarely blown. This paper examines two conventional approaches to this...

Persistent link: https://www.econbiz.de/10012776682

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

Evaluating significance : comments on "size matters"

Elliott, Graham; Granger, C. W. J. - In: The journal of socio-economics 33 (2004) 5, pp. 547-550

Persistent link: https://www.econbiz.de/10002482436

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

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

Complete subset regressions with large-dimensional sets of predictors

Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of economic dynamics & control 54 (2015), pp. 86-110

Persistent link: https://www.econbiz.de/10011587071

Significance redux

Ziliak, Stephen T.; McCloskey, Deirdre N. - In: The journal of socio-economics 33 (2004) 5, pp. 665-675

Persistent link: https://www.econbiz.de/10002482674

Instrumental variables regression with weak instruments

Staiger, Douglas; Stock, James H. - 1994

Persistent link: https://www.econbiz.de/10000883140

A service of the