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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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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2002
Persistent link: https://www.econbiz.de/10001647193
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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 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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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - In: Journal of econometrics 103 (2001) 1/2, pp. 155-181
Persistent link: https://www.econbiz.de/10001585355
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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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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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Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - 2000
Persistent link: https://www.econbiz.de/10001521879
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001500638
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001471510