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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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Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne; Elliott, Graham; Stock, … - 1995
Persistent link: https://www.econbiz.de/10000929623
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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
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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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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
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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
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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
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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
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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