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Chapter 11 Forecasting with Tr...
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191
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18
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15
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14
Komunjer, Ivana
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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BASE
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61
Tests for the correct specification of cointegrating vectors and the error correction model
Elliott, Graham
-
1995
Persistent link: https://www.econbiz.de/10000931156
Saved in:
62
International business cycles and the dynamics of the current account
Elliott, Graham
;
Fatás, Antonio
-
1996
Persistent link: https://www.econbiz.de/10000937868
Saved in:
63
Heterogeneous expectations and tests of efficiency in the yen - dollar forward exchange rate market
Elliott, Graham
;
Itō, Takatoshi
-
1998
Persistent link: https://www.econbiz.de/10000983783
Saved in:
64
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
Saved in:
65
International business cycles and the dynamics of the current account
Elliott, Graham
- In:
European economic review : EER
40
(
1996
)
2
,
pp. 361-387
Persistent link: https://www.econbiz.de/10001334353
Saved in:
66
Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market
Elliott, Graham
;
Itō, Takatoshi
- In:
Journal of monetary economics
43
(
1999
)
2
,
pp. 435-454
Persistent link: https://www.econbiz.de/10001391275
Saved in:
67
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
Saved in:
68
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001683587
Saved in:
69
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
Saved in:
70
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
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