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Handbook of economic forecasting ; Volume 2B
Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013
Persistent link: https://www.econbiz.de/10011484749
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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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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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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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Application of local to unity asymptotic theory to time series regression
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000915966
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Efficient tests for an autoregressive unit root
Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 813-836
Persistent link: https://www.econbiz.de/10001203922
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Pre and post break parameter inference
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 180 (2014) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
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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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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