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Estimating loss function pararmeters
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001748802
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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
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001471510
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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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On the robustness of cointegration methods when regressors almost have unit roots
Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 149-158
Persistent link: https://www.econbiz.de/10001233465
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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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Some evidence on option prices as predictors of volatility
Edey, Malcolm L. - In: Oxford bulletin of economics and statistics 54 (1992) 4, pp. 567-578
Persistent link: https://www.econbiz.de/10001131947
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The transmission of monetary policy : the relationship between overnight cash rates
Elliott, Graham - In: The economic record : er 70 (1994) 208, pp. 19-25
Persistent link: https://www.econbiz.de/10001161793
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Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne; Elliott, Graham; Stock, … - 1995
Persistent link: https://www.econbiz.de/10000929623
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Tests for the correct specification of cointegrating vectors and the error correction model
Elliott, Graham - 1995
Persistent link: https://www.econbiz.de/10000931156