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Forecasting with trending data

Elliott, Graham - 2006

Persistent link: https://www.econbiz.de/10003338439

Estimating restricted cointegrating vectors

Elliott, Graham - 1999

Persistent link: https://www.econbiz.de/10001441331

Estimating restricted cointegrating vectors

Elliott, Graham - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 91-99

Persistent link: https://www.econbiz.de/10001441611

Testing the null of no cointegration when covariates are known to have a unit root

Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850

Persistent link: https://www.econbiz.de/10003904447

Optimal power for testing potential cointegrating vectors with known

Jansson, Michael - 2004

Persistent link: https://www.econbiz.de/10003761444

Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity

Elliott, Graham; Jansson, Michael; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 34-48

Persistent link: https://www.econbiz.de/10002583950

Tests for the correct specification of cointegrating vectors and the error correction model

Elliott, Graham - 1995

Persistent link: https://www.econbiz.de/10000931156

Chapter 11 Forecasting with Trending Data

Elliott, Graham - 2006

This chapter examines the problems of dealing with trending type data when there is uncertainty over whether or not we really have unit roots in the data. This uncertainty is practical – for many macroeconomic and financial variables theory does not imply a unit root in the data however unit...

Persistent link: https://www.econbiz.de/10014023695