Elliott, Graham, 1965-
Actions
Incoming Resources
- Contributor of4
- Creator of18
- Testing for unit roots with stationary covariates
- Efficient tests for an autoregressive unit root
- International business cycles and the dynamics of the current account
- Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market
- Estimating restricted cointegrating vectors
- Inference in time series regression when the order of integration of a regressor is unknown
- Economic forecasting, Graham Elliott and Allan Timmermann
- Heterogeneous expectations and tests of efficiency in the Yen/Dollor forward exchange rate market
- Testing for unit roots with stationary covariates
- Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
- Optimal forecast combinations under general loss functions and forecast error distributions
- Handbook of economic forecasting, edited by Graham Elliott, Clive W.J. Granger, Allan Timmermann
- Testing for unit roots with stationary covariates
- Confidence intervals for autoregressive coefficents near one
- On the robustness of cointegration methods when regressors almost have unit roots
- International business cycles and the dynamics of current account
- Optimally testing general breaking processes in linear time series models
- Estimating loss function parameters
- inverse.editor1