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Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006
Persistent link: https://www.econbiz.de/10003376072
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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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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - In: Journal of econometrics 122 (2004) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10002136491
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Predicting binary outcomes
Elliott, Graham; Lieli, Robert P. - In: Journal of econometrics 174 (2013) 1, pp. 15-26
Persistent link: https://www.econbiz.de/10009737237