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Cavanagh, Christopher L.; Rothenberg, Thomas J. - In: The refinement of econometric estimation and test …, (pp. 163-172). 2007

Persistent link: https://www.econbiz.de/10003461855

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

Optimally testing general breaking processes in linear time series models

Elliott, Graham; Müller, Ulrich K. - 2003

Persistent link: https://www.econbiz.de/10001753313

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

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

Nearly optimal tests when a nuisance parameter is present under the null hypothesis

Elliott, Graham; Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 771-811

Persistent link: https://www.econbiz.de/10011350606

Detecting p-hacking

Elliott, Graham; Kudrin, Nikolay; Wüthrich, Kaspar - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 2, pp. 887-906

Persistent link: https://www.econbiz.de/10013190107

Optimally Testing General Breaking Processes in Linear Time Series Models

Elliott, Graham; Müller, Ulrich K. - 2003

There are a large number of tests for instability or breaks in coefficients in regression models designed for different possible departures from a stable regression. We make two contributions to this literature. First, we provide conditions under which optimal tests are asymptotically...

Persistent link: https://www.econbiz.de/10014084421

GMM with weak identification

Stock, James H.; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1055-1096

Persistent link: https://www.econbiz.de/10001510570

Asymptotic properties of the Hahn-Hausman test for weak-instruments

Hausman, Jerry A.; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342

Persistent link: https://www.econbiz.de/10003183609