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OPTIMAL FORECAST COMBINATION U...
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71
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
Saved in:
72
Evaluating significance : comments on "size matters"
Elliott, Graham
;
Granger, C. W. J.
- In:
The journal of socio-economics
33
(
2004
)
5
,
pp. 547-550
Persistent link: https://www.econbiz.de/10002482436
Saved in:
73
Higher power tests for bilateral failure of PPP after 1973
Elliott, Graham
(
contributor
);
Pesavento, Elena
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002751305
Saved in:
74
Testing for unit roots with stationary covariates
Elliott, Graham
;
Jansson, Michael
-
2000
Persistent link: https://www.econbiz.de/10001500638
Saved in:
75
On the failure of purchasing power parity for bilateral exchanges rates after 1973
Elliott, Graham
;
Pesavento, Elena
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
6
,
pp. 1405-1430
Persistent link: https://www.econbiz.de/10003363344
Saved in:
76
Tests for unit roots and the initial observation
Müller, Ulrich K.
;
Elliott, Graham
-
2001
Persistent link: https://www.econbiz.de/10001637809
Saved in:
77
Tests for unit roots and the initial observation
Müller, Ulrich K.
;
Elliott, Graham
-
2002
Persistent link: https://www.econbiz.de/10001647193
Saved in:
78
Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market
Elliott, Graham
-
1995
Persistent link: https://www.econbiz.de/10000935824
Saved in:
79
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
Saved in:
80
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/10001792666
Saved in:
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