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Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000904214
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Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439
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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
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001500638
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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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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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - In: Journal of econometrics 103 (2001) 1/2, pp. 155-181
Persistent link: https://www.econbiz.de/10001585355
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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - 2000
Persistent link: https://www.econbiz.de/10001521879
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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. 767-783
Persistent link: https://www.econbiz.de/10001410819
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - In: Journal of econometrics 115 (2003) 1, pp. 75-89
Persistent link: https://www.econbiz.de/10001758136