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Optimal forecast combination under regime switching
Elliott, Graham; Timmermann, Allan - In: International economic review 46 (2005) 4, pp. 1081-1102
Persistent link: https://www.econbiz.de/10003272690
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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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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. 767-784
Persistent link: https://www.econbiz.de/10006050318
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OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING
Elliott, Graham; Timmermann, Allan - In: International economic review 46 (2005) 4, pp. 1081-1102
Persistent link: https://www.econbiz.de/10006013988