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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
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Efficient tests for an autoregressive unit root
Elliott, Graham; Rothenberg, Thomas J.; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000849716
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The transmission of monetary policy : the relationship between overnight cash rates
Bewley, Ronald A.; Elliott, Graham - 1988
Persistent link: https://www.econbiz.de/10000127252
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The rejection of homogeneity in demand and supply analysis : an explanation and solution
Bewley, Ronald A.; Elliott, Graham - 1989
Persistent link: https://www.econbiz.de/10000127260
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Estimating loss function pararmeters
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001748802
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Optimally testing general breaking processes in linear time series models
Elliott, Graham; Müller, Ulrich K. - 2003
Persistent link: https://www.econbiz.de/10001753313
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2001
Persistent link: https://www.econbiz.de/10001637809
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2002
Persistent link: https://www.econbiz.de/10001647193