Graham Elliott

MaRDI QIDQ193458zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal forecast combination under regime switching International Economic Review	2026-02-04	Paper
Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution International Economic Review	2026-02-04	Paper
Detecting \(p\)-hacking Econometrica	2022-07-11	Paper
Testing for a trend with persistent errors Journal of Econometrics	2021-02-04	Paper
Nearly optimal tests when a nuisance parameter is present under the null hypothesis Econometrica	2019-01-30	Paper
Complete subset regressions with large-dimensional sets of predictors Journal of Economic Dynamics and Control	2018-08-13	Paper
A control function approach for testing the usefulness of trending variables in forecast models and linear regression Journal of Econometrics	2016-08-12	Paper
Minimizing the impact of the initial condition on testing for unit roots Journal of Econometrics	2016-06-10	Paper
Confidence sets for the date of a single break in linear time series regressions Journal of Econometrics	2016-05-27	Paper
Complete subset regressions Journal of Econometrics	2014-06-06	Paper
Pre and post break parameter inference Journal of Econometrics	2014-06-04	Paper
Optimal forecast combinations under general loss functions and forecast error distributions Journal of Econometrics	2014-03-07	Paper
Predicting binary outcomes Journal of Econometrics	2013-12-11	Paper
Complete subset regressions Journal of Econometrics	2013-12-01	Paper
Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B	2013-11-04	Paper
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT Econometric Theory	2009-12-15	Paper
Efficient Tests for General Persistent Time Variation in Regression Coefficients Review of Economic Studies	2007-02-12	Paper
Tests for Unit Roots and the Initial Condition Econometrica	2006-06-19	Paper
Estimation and Testing of Forecast Rationality under Flexible Loss Review of Economic Studies	2006-02-21	Paper
Testing for unit roots with stationary covariates Journal of Econometrics	2003-06-09	Paper
On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots Econometrica	2002-05-28	Paper
Confidence intervals for autoregressive coefficients near one Journal of Econometrics	2001-07-29	Paper
Efficient Tests for an Autoregressive Unit Root Econometrica	1998-06-08	Paper

Research outcomes over time

This page was built for person: Graham Elliott