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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/10010094329

The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates

Elliott, Graham; Bewley, Ronald - In: The economic record : er 70 (1994) 208, pp. 19-25

Persistent link: https://www.econbiz.de/10005914597

Inference in Models with Nearly Integrated Regressors

Cavanagh, Christopher L.; Elliott, Graham; Stock, James H. - In: Econometric theory 11 (1995) 5, pp. 1131-1147

Persistent link: https://www.econbiz.de/10007009737

HETEROGENEOUS EXPECTATIONS AND TESTS OF EFFICIENCY IN THE YEN-DOLLAR FORWARD FOREIGN EXCHANGE RATE MARKET

Elliott, Graham; Ito, Takatoshi - 1995

Persistent link: https://www.econbiz.de/10007009919

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown

Elliott, Graham; Stock, James H. - In: Econometric theory 10 (1994) 3-4, pp. 672-700

Persistent link: https://www.econbiz.de/10007014655

NOTES AND COMMENTS - Tests for Unit Roots and the Initial Condition

Müller, Ulrich K.; Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1269-1286

Persistent link: https://www.econbiz.de/10006760878

Testing for unit roots with stationary covariates

Elliott, Graham; Jansson, Michael - In: Journal of econometrics 115 (2003) 1, pp. 75-90

Persistent link: https://www.econbiz.de/10006762904

Sir Clive W. J. Granger (1934–2009)

Elliott, Graham - In: International journal of forecasting 25 (2009) 4, pp. 639-642

Persistent link: https://www.econbiz.de/10008882378

A control function approach for testing the usefulness of trending variables in forecast models and linear regression

Elliott, Graham - In: Journal of econometrics 164 (2011) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10009178481

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

Elliott, Graham; Ito, Takatoshi - 1998

This paper examines the efficiency of the forward yen/dollar market using micro survey data. Conventional tests of unbiasedness do not correspond directly to the zero-profit condition. Instead, we use the survey data to calculate potential profits of individual forecasters based on a natural...

Persistent link: https://www.econbiz.de/10014222188