The following pages link to Graham Elliott (Q193458):
Displaying 23 items.
- Complete subset regressions (Q134090) (← links)
- (Q289209) (redirect page) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- (Q386937) (redirect page) (← links)
- Predicting binary outcomes (Q386939) (← links)
- (Q588247) (redirect page) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Testing for unit roots with stationary covariates (Q1810679) (← links)
- Testing for a trend with persistent errors (Q2224883) (← links)
- Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B (Q2857562) (← links)
- Estimation and Testing of Forecast Rationality under Flexible Loss (Q3371166) (← links)
- Efficient Tests for General Persistent Time Variation in Regression Coefficients (Q3421390) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots (Q4530906) (← links)
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (Q4614276) (← links)
- Efficient Tests for an Autoregressive Unit Root (Q4895048) (← links)
- Detecting <i>p</i>‐Hacking (Q5087317) (← links)
- Tests for Unit Roots and the Initial Condition (Q5472986) (← links)
- Confidence intervals for autoregressive coefficients near one (Q5939172) (← links)
