Graham Elliott
Graham Elliott
Verified email at ucsd.edu - Homepage
Title
Cited by
Cited by
Year
Efficient tests for an autoregressive unit root
G Elliott, TJ Rothenberg, JH Stock
National Bureau of Economic Research Working Paper Series, 1992
66161992
Economic forecasting
G Elliott, A Timmermann
Journal of Economic Literature 46 (1), 3-56, 2008
4262008
Stock, 1996,“Efficient tests for an autoregressive unit root,”
G Elliott, TJ Rothenberg, H James
Econometrica 64 (4), 813-836, 1996
4161996
Inference in models with nearly integrated regressors
CL Cavanagh, G Elliott, JH Stock
Econometric theory, 1131-1147, 1995
3741995
Time series analysis: nonstationary and noninvertible distribution theory
K Tanaka
John Wiley & Sons, 2017
3172017
Estimation and testing of forecast rationality under flexible loss
G Elliott, A Timmermann, I Komunjer
The Review of Economic Studies 72 (4), 1107-1125, 2005
3022005
Biases in macroeconomic forecasts: irrationality or asymmetric loss?
G Elliott, I Komunjer, A Timmermann
Journal of the European Economic Association 6 (1), 122-157, 2008
2552008
Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
G Elliott
International Economic Review 40 (3), 767-784, 1999
2551999
On the robustness of cointegration methods when regressors almost have unit roots
G Elliott
Econometrica 66 (1), 149-158, 1998
2401998
Tests for unit roots and the initial condition
UK Müller, G Elliott
Econometrica 71 (4), 1269-1286, 2003
2172003
Inference in time series regression when the order of integration of a regressor is unknown
G Elliott, JH Stock
National Bureau of Economic Research Working Paper Series, 1992
2121992
Handbook of economic forecasting
G Elliott, A Timmermann
Elsevier, 2013
2052013
Handbook of Economic Forecasting
G Elliott, A Timmermann
205*
Efficient tests for general persistent time variation in regression coefficients
G Elliott, UK Müller
The Review of Economic Studies 73 (4), 907-940, 2006
1972006
Optimal forecast combinations under general loss functions and forecast error distributions
G Elliott, A Timmermann
Journal of Econometrics 122 (1), 47-79, 2004
1912004
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
G Elliott, T Ito
Journal of Monetary Economics 43 (2), 435-456, 1999
1391999
Complete subset regressions
G Elliott, A Gargano, A Timmermann
Journal of Econometrics 177 (2), 357-373, 2013
1312013
Testing for unit roots with stationary covariates
G Elliott, M Jansson
Journal of econometrics 115 (1), 75-89, 2003
1252003
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
G Elliott, UK Müller, MW Watson
Econometrica 83 (2), 771-811, 2015
1052015
Handbook of economic forecasting
A Timmermann, G Elliott, CWJ Granger
North Hol, 2006
1012006
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