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Efficient tests for an autoregressive unit root

[PDF] from upf.edu
G Elliott, TJ Rothenberg… - 1992 - nber.org
This paper derives the asymptotic power envelope for tests of a unit autoregressive root for
various trend specifications and stationary Gaussian autoregressive disturbances. A family
of tests is proposed, members of which are asymptotically similar under a general 1 (1) ...
Cited by 2708 - Related articles - Library Search - BL Direct - All 23 versions

Inference in models with nearly integrated regressors

Full text - MIT Libraries
CL Cavanagh, G Elliott… - Econometric theory, 1995 - Cambridge Univ Press
Abstract This paper examines regression tests of whether x forecasts y when the largest
autoregressive root of the regressor is unknown. It is shown that previously proposed two-
step procedures, with first stages that consistently classify x as I (1) or I (0), exhibit large ...
Cited by 199 - Related articles - Library Search - BL Direct - All 9 versions

Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution

Full text - MIT Libraries
G Elliott - International Economic Review, 1999 - Wiley Online Library
2. Abstract Researchers desire powerful tests for unit roots. This paper derives the family of
asymptotically most powerful tests for unit roots when the initial condition is drawn from its
unconditional distribution under the alternative. This enables both the examination of ...
Cited by 147 - Related articles - BL Direct - All 7 versions

On the robustness of cointegration methods when regressors almost have unit roots

Full text - MIT Libraries
G Elliott - Econometrica, 1998 - JSTOR
THIS PAPER EXAMINES the robustness of X2 inference on long run relationships between
economic variables when we are not sure the variables have exact unit roots. Economic
theories often derive relationships between economic quantities that hold over long ...
Cited by 120 - Related articles - Library Search - BL Direct - All 9 versions

Tests for unit roots and the initial condition

[PDF] from princeton.edu
Full text - MIT Libraries
UK Müller… - Econometrica, 2003 - Wiley Online Library
The paper analyzes the impact of the initial condition on the problem of testing for unit roots.
To this end, we derive a family of optimal tests that maximize a weighted average power
criterion with respect to the initial condition. We then investigate the relationship of this ...
Cited by 100 - Related articles - BL Direct - All 7 versions

Inference in time series regression when the order of integration of a regressor is unknown

Full text - MIT Libraries
G Elliott… - Econometric theory, 1994 - Cambridge Univ Press
Abstract The distribution of statistics testing restrictions on the coefficients in time series
regressions can depend on the order of integration of the regressors. In practice, the order of
integration is rarely known. We examine two conventional approaches to this problem— ...
Cited by 92 - Related articles - BL Direct - All 11 versions

Estimation and testing of forecast rationality under flexible loss

[PDF] from ucsd.edu
Full text - MIT Libraries
G Elliott, I Komunjer… - Review of Economic …, 2005 - Wiley Online Library
In situations where a sequence of forecasts is observed, a common strategy is to examine
„rationality” conditional on a given loss function. We examine this from a different
perspective—supposing that we have a family of loss functions indexed by unknown ...
Cited by 95 - Related articles - BL Direct - All 31 versions

Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market

[PDF] from escholarship.org
Full text - MIT Libraries
G Elliott… - Journal of Monetary Economics, 1999 - Elsevier
This paper examines the efficiency of the forward yen/dollar market using micro survey data.
Conventional tests of unbiasedness do not correspond directly to the zero-profit condition.
Instead, we use the survey data to calculate potential profits of individual forecasters ...
Cited by 91 - Related articles - Library Search - All 16 versions

Optimal forecast combinations under general loss functions and forecast error distributions

[PDF] from escholarship.org
Full text - MIT Libraries
G Elliott… - Journal of Econometrics, 2004 - Elsevier
Existing results on the properties and performance of forecast combinations have been
derived in the context of mean squared error loss. Under this loss function empirical studies
have generally found that equally-weighted combined forecasts lead to better ...
Cited by 87 - Related articles - Library Search - All 18 versions

Economic forecasting

[PDF] from free.fr
Full text - MIT Libraries
G Elliott… - Journal of Economic Literature, 2008 - ingentaconnect.com
Abstract: Forecasts guide decisions in all areas of economics and finance and their value
can only be understood in relation to, and in the context of, such decisions. We discuss the
central role of the loss function in helping determine the forecaster's objectives. Decision ...
Cited by 91 - Related articles - Library Search - BL Direct - All 27 versions

Biases in macroeconomic forecasts: irrationality or asymmetric loss?

[PDF] from radyschool.org
Full text - MIT Libraries
G Elliott, I Komunjer… - Journal of the European …, 2008 - Wiley Online Library
Abstract Empirical studies using survey data on expectations have frequently observed that
forecasts are biased and have concluded that agents are not rational. We establish that
existing rationality tests are not robust to even small deviations from symmetric loss and ...
Cited by 88 - Related articles - BL Direct - All 34 versions

Testing for unit roots with stationary covariates

[PDF] from escholarship.org
Full text - MIT Libraries
G Elliott… - Journal of Econometrics, 2003 - Elsevier
We derive the family of tests for a unit root with maximal power against a point alternative
when an arbitrary number of stationary covariates are modeled with the potentially
integrated series. We show that very large power gains are available when such ...
Cited by 71 - Related articles - Library Search - All 21 versions

Confidence intervals for autoregressive coefficients near one

[PDF] from escholarship.org
Full text - MIT Libraries
G Elliott… - Journal of Econometrics, 2001 - Elsevier
Often we are interested in the largest root of an autoregressive process. Available methods
rely on inverting t-tests to obtain confidence intervals. However, for large autoregressive
roots, t-tests do not approximate asymptotically uniformly most powerful tests and do not ...
Cited by 59 - Related articles - Library Search - All 15 versions

Efficient tests for general persistent time variation in regression coefficients

[PDF] from princeton.edu
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G Elliott… - The Review of Economic Studies, 2006 - restud.oxfordjournals.org
Abstract There are a large number of tests for instability or breaks in coefficients in
regression models designed for different possible departures from the stable model. We
make two contributions to this literature. First, we consider a large class of persistent ...
Cited by 55 - Related articles - BL Direct - All 14 versions

International business cycles and the dynamics of the current account

[PDF] from insead.edu
Full text - MIT Libraries
G Elliott… - European Economic Review, 1996 - Elsevier
This paper analyzes the transmission of productivity shocks across countries and how the
responses of investment and the current account differ depending on the degree of
propagation of shocks. We explore both issues by estimating a structural model for Japan, ...
Cited by 45 - Related articles - Library Search - BL Direct - All 12 versions

[CITATION] Ideas of order and patterns of change in Yaminahua society

GE Townsley - 1988 - opengrey.eu
Ideas of Order and Patterns of Change in Yaminahua Society. Graham
Elliott Townsley University of Cambridge, 1988.
Cited by 42 - Cached - Get it from MIT Libraries - Library Search

Minimizing the impact of the initial condition on testing for unit roots

[PDF] from princeton.edu
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G Elliott… - Journal of Econometrics, 2006 - Elsevier
The outcome of popular unit root tests depends heavily on the initial condition, ie on the
difference between the initial observation and the deterministic component. In some
applications it is difficult to rule out small or large values of the initial condition a priori, so ...
Cited by 30 - Related articles - All 9 versions

OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*

[PDF] from theradyschool.org
Full text - MIT Libraries
G Elliott… - International Economic Review, 2005 - Wiley Online Library
This article proposes a new forecast combination method that lets the combination weights
be driven by regime switching in a latent state variable. An empirical application that
combines forecasts from survey data and time series models finds that the proposed ...
Cited by 31 - Related articles - Library Search - BL Direct - All 31 versions

[BOOK] Handbook of economic forecasting

G Elliott, CWJ Granger… - 2006 - books.google.com
Research on forecasting methods has made important progress over recent years and these
developments are brought together in the Handbook of Economic Forecasting. The
handbook covers developments in how forecasts are constructed based on multivariate ...
Cited by 30 - Related articles - Get it from MIT Libraries - Library Search - All 7 versions

[CITATION] Stock, 1994, Inference in time series regression when the order of integration of a regressor is unknown

Full text - MIT Libraries
G Elliott… - Econometric Theory
Cited by 27 - Related articles

On the failure of purchasing power parity for bilateral exchange rates after 1973

Full text - MIT Libraries
G Elliott… - Journal of Money, Credit and Banking, 2006 - ideas.repec.org
Point estimates suggest mean reversion in real exchange rates; however, it still remains
uncomfortable that models without any mean reversion are often compatible with data from
the floating period. Studies with data over longer periods find mean reversion, but at the ...
Cited by 27 - Related articles - Cached - BL Direct - All 8 versions

[PDF] Predicting binary outcomes

[PDF] from core.hu
G Elliott… - Department of Economics, University of Texas, …, 2005 - econ.core.hu
Abstract We address the issue of using a set of covariates to categorize or predict a binary
outcome. This is a common problem in many disciplines including economics. In the context
of a prespecified utility (or cost) function we examine the construction of forecasts ...
Cited by 26 - Related articles - View as HTML - All 14 versions

[PDF] Higher power tests for bilateral failure of PPP after 1973

[PDF] from emory.edu
G Elliott… - manuscript, Emory University, 2001 - userwww.service.emory.edu
Abstract Whilst point estimates for mean reversion in real exchange rates suggest
reasonable (but long) half lives to shocks, it still remains uncomfortable that models without
any mean reversion at all are often compatible with individual country pair data from the ...
Cited by 25 - Related articles - View as HTML - All 8 versions

Looks can be deceiving: Using a risk assessment instrument to evaluate the out-comes of child protection services

CG Lyle… - Children and Youth Services Review, 2000 - Elsevier
This study explores the use of a risk assessment instrument based on the Illinois CANTS-
17B in the child protection services division of a large urban public social services agency. It
addresses the usefulness of the instrument as an outcome measure tool, that is, as means ...
Cited by 21 - Related articles - BL Direct - All 5 versions

[BOOK] Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution

G Elliott… - 1994 - en.scientificcommons.org
Abstract Researchers desire powerful tests for unit roots. This paper derives the family of
asymptotically most powerful tests for unit roots when the initial condition is drawn from its
unconditional distribution under the alternative. This enables both the examination of ...
Cited by 17 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 5 versions

[PDF] Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity

[PDF] from amstat.org
Full text - MIT Libraries
G Elliott, M Jansson… - Journal of Business and Economic …, 2005 - ASA
Theory often specifies a particular cointegrating vector among integrated variables, and
testing for a unit root in the known cointegrating vector is often required. Although it is
common to simply use a univariate test for a unit root for this test, it is known that this does ...
Cited by 17 - Related articles - View as HTML - All 18 versions

Confidence sets for the date of a single break in linear time series regressions

[PDF] from escholarship.org
Full text - MIT Libraries
G Elliott… - Journal of Econometrics, 2007 - Elsevier
This paper considers the problem of constructing confidence sets for the date of a single
break in a linear time series regression. We establish analytically and by small sample
simulation that the current standard method in econometrics for constructing such ...
Cited by 18 - Related articles - All 16 versions

Comments on [] Forecasting with a real-time data set for macroeconomists'

Full text - MIT Libraries
G Elliott - Journal of Macroeconomics, 2002 - Elsevier
The effects of data revision as removing measurement error on forecast model building is
examined. I show various effects on model building using revised or instead real-time data.
These effects include lag length selection and measured persistence. I then argue that in ...
Cited by 13 - Related articles - BL Direct - All 7 versions

Some evidence on option prices as predictors of volatility

Full text - MIT Libraries
M Edey… - Oxford Bulletin of Economics and statistics, 1992 - Wiley Online Library
Empirical analysis of option prices has focused on two related but logically distinct
questions. The first is concerned with discriminating between alternative pricing models. The
widely used Black-Scholes model has the attraction of being both mathematically rigorous ...
Cited by 12 - Related articles - BL Direct - All 5 versions

Estimating restricted cointegrating vectors

[PDF] from escholarship.org
G Elliott - Journal of Business & Economic Statistics, 2000 - JSTOR
This article suggests the use of simple minimum-distance methods to estimate restricted
cointegrating vectors. The method directly employs minimum-distance methods on
unrestricted cointegrating matrices estimated in the usual way to estimate restricted ...
Cited by 10 - Related articles - Get it from MIT Libraries - Library Search - All 16 versions

Evaluating significance: comments on “size matters”

G Elliott… - Journal of Socio-Economics, 2004 - Elsevier
The authors argue that economics as a science is held back through the use of “asterisk”
reporting. We concur that many authors do a poor job at disseminating their results, however
consider the call to reject the tools a little overblown. The tools are very useful for many of ...
Cited by 8 - Related articles - Get it from MIT Libraries - All 6 versions

[CITATION] Accounting for non-stationarity in demand systems

RA Bewley… - Contributions to Consumer Demand and Econometrics: …, 1992
Cited by 8 - Related articles

Tests for unit roots and the initial condition

Full text - MIT Libraries
G Elliott - Econometrica, 2003 - ideas.repec.org
The paper analyzes the impact of the initial condition on the problem of testing for unit roots.
To this end, we derive a family of optimal tests that maximize a weighted average power
criterion with respect to the initial condition. We then investigate the relationship of this ...
Cited by 8 - Related articles - Cached - All 4 versions

[PDF] Forecasting when there is a single break

[PDF] from cirano.qc.ca
G Elliott - manuscript, UCSD, 2005 - cirano.qc.ca
Abstract Many authors attribute poor forecast performance to breaks in the model
parameters. This has led to forecasting techniques that attempt to estimate the breaking
process. This paper presents analytical results on why, in the context of a single break, ...
Cited by 6 - Related articles - View as HTML - All 3 versions

[CITATION] Tests for the correct specification of cointegrating vectors and the error correction model

G Elliott… - 1995 - en.scientificcommons.org
Publikationsansicht. 33989506. Tests for the Correct Specification of
Cointegrating Vectors and the Error Correction Model. Graham Elliott. Details
der Publikation. Archiv, RePEc (Germany). Typ, preprint. ...
Cited by 6 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 4 versions

[CITATION] Establishing a Research Agenda for American Indian and Alaska Native Head Start Programs

EL Marks, ET Graham… - 2004 - ORC Macro
Cited by 5 - Related articles - Get it from MIT Libraries - Library Search

[PDF] Tests for unit roots and the initial observation

[PDF] from escholarship.org
U Muller… - 2001 - escholarship.org
Abstract: The paper analyzes the impact of the initial observation on the problem of testing
for unit roots. To this end, we derive a family of optimal tests that maximize a weighted
average power criterion with respect to the initial observation. We then investigate the ...
Cited by 5 - Related articles - All 17 versions

[CITATION] Borders and the Persistence and Volatility of Relative Prices,“

G Elliott… - manuscript, Board of Governors of the Federal Reserve, 1999
Cited by 5 - Related articles

[CITATION] Forecast combination with many forecasts

G Elliott - 2004 - Mimeo, Department of Economics, …
Cited by 5 - Related articles

Forecasting with trending data

[PDF] from duke.edu
G Elliott - Handbook of Economic Forecasting, 2006 - Elsevier
Abstract This chapter examines the problems of dealing with trending type data when there
is uncertainty over whether or not we really have unit roots in the data. This uncertainty is
practical–for many macroeconomic and financial variables theory does not imply a unit ...
Cited by 5 - Related articles - All 8 versions

[CITATION] The two London Clay Clubs 1836-1847, and 1923-1940

GF Elliott - Journal Society Bibliography Natural History, 1970
Cited by 4 - Related articles

[PDF] Unit root pre-testing and forecasting

[PDF] from stanford.edu
G Elliott - 2006 - www-leland.stanford.edu
Abstract A number of authors have sought to improve univariate forecasting of trending
variables through the use of pre-tests for a unit root. The unconditional forecast distribution
becomes then a mixture between a fully estimated model and one that imposes a unit root. ...
Cited by 4 - Related articles - View as HTML - All 4 versions

[PDF] Tests for unit roots and the initial observation

[PDF] from eea-esem.com
U Muller… - 1999 - eea-esem.com
The paper analyzes the impact of the initial observation on the problem of testing for unit
roots. To this end, we derive a family of optimal tests that maximize a weighted average
power criterion with respect to the initial observation. VVe then investigate the relationship ...
Cited by 4 - Related articles - All 3 versions

The intertemporal government budget constraint and tests for bubbles

G Elliott… - RBA Research Discussion Papers, 1988 - ideas.repec.org
The methodology for the testing of bubbles in asset prices has recently been applied to
testing the sustainability of government debt accumulation. In particular, Hamilton and Flavin
(1986) and MacDonald and Speight (1987) use the methodology developed by Flood and ...
Cited by 4 - Related articles - Cached - Library Search - All 4 versions

[CITATION] Heterogeneous expectations and tests of rationality in the US dollar/yen forward foreign exchange rate market

G Elliott… - American Economics Association meeting, Washington …, 1995
Cited by 4 - Related articles

XCII.—The early lophophore and subsequent loop (Brachiopoda)

GF Elliott - The Annals & Magazine of Natural History, 1954 - Taylor & Francis
Page 1. XCII.--THE EARLY LOPHOPHORE AND SUBSEQUENT LOOP (BRA
CHIOPODA ). By GR~AM F. ELLIOTT. [Plate XVI.] ABSTRACT. Examination of recent
brachiopods, Terebratulina, Terebratella and Eucalathis, illustrates ...
Cited by 3 - Related articles

[CITATION] The Operas of Benjamin Britten A Spiritual View

G Elliott - The Opera Quarterly, 1986 - Oxford Univ Press
Chester miracle plays from which he drew Noye) s Fludde and his second canticle, Abraham
and Isaac, and from which he was to draw the libretto for the Christmas sequence on which
he was working at the end of his life. But it would be wrong to suggest that the" message" ...
Cited by 3 - Related articles - Get it from MIT Libraries - All 3 versions

The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates*

Full text - MIT Libraries
G Elliott… - Economic Record, 1994 - Wiley Online Library
2.* We would like to thank Ric Battelino, Oenzil Fiebig, Tony Hail, Alan Layton, Adrian Pagan
and the referees and the former editor of this Journal for their helpful comments on earlier
drafts of this paper. Graham Elliott is currently a graduate student at Harvard but was an ...
Cited by 3 - Related articles - BL Direct - All 6 versions

Pricing behaviour in Australian financial futures markets

M Edey… - RBA Research Discussion Papers, 1988 - ideas.repec.org
This paper identifies two major sets of issues which have been raised in the study of
financial futures markets outside Australia. The first concerns the hypothesis of market
efficiency, which asserts that futures prices fully reflect available information about ...
Cited by 3 - Related articles - Cached - Library Search - All 5 versions

[CITATION] Arthur George Davis (1892-1957)

GF Elliott - Journal of the Society for the Bibliography of Natural …, 1957
Cited by 2 - Related articles - Get it from MIT Libraries - All 2 versions

Heterogeneous Expectations and Tests of Efficiency in The Yen/Dollar Forward Foreign Exchange Rate Market

G Elliott… - 1995 - nber.org
This paper examines the efficiency of the forward yen/dollar market using micro survey data.
We first argue that the conventional tests of efficiency (unbiasedness) of the forward rate or
of the survey forecasts do not correspond directly to the zero-profit condition. Instead, we ...
Cited by 4 - Related articles - Library Search - BL Direct - All 8 versions

[CITATION] Forecasting in the presence of a break

G Elliott - 2005 - Mimeo, UCSD
Cited by 2 - Related articles

[CITATION] Stock, and Thomas J

G Elliott… - 1996 - Rothenberg
Cited by 2 - Related articles

[CITATION] 'Official Cash Rates

G Elliott - Other Interest Rates and the Operation of Monetary …, 1987
Cited by 2 - Related articles

Inference in time series regression when the order of integration of a regressor is unknown

G Elliott… - 1992 - nber.org
It is well known that the distribution of statistics testing restrictions on the coefficients in time
series regressions can depend on the order of integration of the regressors. In practice the
order of integration is rarely blown. This paper examines two conventional approaches to ...
Cited by 2 - Related articles - Library Search - All 5 versions

[CITATION] The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution. University of New South Wales, School of Economics

R BEWLEY… - 1989 - Discussion Paper, 89/2, Januar
Cited by 2 - Related articles

[CITATION] Benjamin Britten: the things spiritual

GJ Elliott - 1985 - en.scientificcommons.org
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[CITATION] Bibliographical note on the Cretaceous foraminifer Orbitolina bulgarica (Boue)

GF Elliott - Journal of the Society for the …, 1943 - Society for the Bibliography of …
Cited by 1 - Related articles - All 2 versions

[PDF] Pre and Post Break Parameter Inference

[PDF] from nber.org
G Elliott… - 2009 - nber.org
Abstract This paper discusses inference about the pre and post break value of a scalar
parameter in GMM time series models with a single break at an unknown point in time. We
show that treating the break date estimated by least squares as the true break date leads ...
Cited by 1 - Related articles - View as HTML - All 32 versions

[PDF] On the Failure of PPP for Bilateral Exchange Rates After 1973.

[PDF] from emory.edu
G Elliott… - Journal of Money, Credit and …, 2005 - userwww.service.emory.edu
Abstract Point estimates suggest mean reversion after shocks in the real exM change rate,
however it still remains uncomfortable that models withM out any mean reversion at all are
often compatible with individual country pair data from the floating period. Studies with ...
Cited by 1 - Related articles - View as HTML - Get it from MIT Libraries - All 2 versions

Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?

A Timmermann, G Elliott… - Econometric Society 2004 …, 2004 - ideas.repec.org
Survey data on expectations frequently find evidence that forecasts are biased, rejecting the
joint hypothesis of rational expectations and symmetric loss. While the literature has
attempted to explain this bias through forecasters' strategic behavior, we propose a ...
Cited by 1 - Related articles - Cached - All 4 versions

Testing the null of no cointegration when covariates are known to have a unit root

[PDF] from usc.edu
Full text - MIT Libraries
G Elliott… - Econometric Theory, 2009 - Cambridge Univ Press
Abstract A number of tests have been suggested for the test of the null of no cointegration.
Under this null, correlations are spurious in the sense of Granger and Newbold (1974) and
Phillips (1986). We examine a set of models local to the null of no cointegration and derive ...
Cited by 1 - Related articles - All 9 versions

[CITATION] The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates

RA Bewley, G Elliott… - 1988 - School of Economics, University of …
Cited by 1 - Related articles - Get it from MIT Libraries - Library Search

[CITATION] Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive WJ Granger

Full text - MIT Libraries
NR Swanson, G Elliott, E Ghysels… - Journal of …, 2006 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to
view it first. Information about this may be contained in the File-Format links below. In case of
further problems read the IDEAS help page. Note that these files are not on the IDEAS site ...
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[CITATION] Teacher perceptions and total quality management teaching strategies

DG Elliott - 1997 - George Washington University
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[CITATION] Benjamin Britten: the spiritual dimension

G Elliott - Recherche, 2005 - lavoisier.fr
Livre: Benjamin britten the spiritual dimension ELLIOTT Graham.
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The editor and associate editors are grateful for the help of the following referees from October 11, 2007, to October 10, 2008

S Allgood, F Alvarez-Cuadrado, K Anderson… - Heldref Publications
The editor and associate editors are grateful for the help of the following referees from October
11, 2007, to October 10, 2008: ... Sam Allgood University of Nebraska, Lincoln Francisco
Alvarez-Cuadrado McGill University Kim Anderson Oklahoma State University Carlos ...
All 2 versions

[CITATION] Angola: A Study in Foreign Intervention

GE Viney - 1978 - Oxford University
Library Search

A control function approach for testing the usefulness of trending variables in forecast models and linear regression

G Elliott - Journal of Econometrics, 2011 - Elsevier
Many predictors employed in forecasting macroeconomic and finance variables display a
great deal of persistence. Tests for determining the usefulness of these predictors are
typically oversized, overstating their importance. Similarly, hypothesis tests on ...
Get it from MIT Libraries - All 5 versions

[PDF] Averaging and the Optimal Combination of Forecasts!

[PDF] from ucsd.edu
G Elliott - 2011 - weber.ucsd.edu
Abstract The optimal combination of forecasts, detailed in Bates and Granger (1969), has
empirically often been overshadowed in practice by using the simple average instead.
Explanations of why averaging might in practice work better than constructing the optimal ...
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Empirical economics acknowledges the cooperation of

M Bahmani-Oskooee, R Baillie, B Baltagi… - Springer
Bahmani-Oskooee, Mohsen, University of Wisconsin, Milwaukee, USA Baillie, Richard, Michigan
State Univer- sity, USA Baltagi, Badi, Texas A&M University, USA Barnett, William A., Washington
Univer- sity, USA Bartels, Robert, University of Sydney, Australia Beach, Charles, Queen's ...

Tests for Unit Roots and the Initial Observation

G Elliott… - papers.ssrn.com
Abstract: The paper analyzes the impact of the initial observation on the problem of testing
for unit roots. To this end, we derive a family of optimal tests that maximize a weighted
average power criterion with respect to the initial observation. We then investigate the ...

Global conference makes Quality Assurance history

E Graham - The Quality Assurance Journal, 2005 - Wiley Online Library
... Additional Information. How to Cite. Graham, E. (2005), Global conference makes Quality
Assurance history. The Quality Assurance Journal, 9: 83–84. doi: 10.1002/qaj.329. Author
Information. SQA. Email: Elliott Graham (Elliott.Graham@sqa.org). Publication History. ...

[PDF] Testing for Unit Roots with Stationary Covariances

[PDF] from escholarship.org
G Elliott… - 2000 - escholarship.org
Abstract: We derive the family of tests for a unit root with maximal power against a point
alternative when an arbitrary number of stationary covariates are modeled with the
potentially integrated series. We show that very large power gains are available when ...
Related articles - View as HTML - All 8 versions

DP6158 Economic Forecasting

G Elliott… - 2007 - cepr.org
Forecasts guide decisions in all areas of economics and finance and their value can only be
understood in relation to, and in the context of, such decisions. We discuss the central role of
the loss function in helping determine the forecaster's objectives and use this to present a ...
Cached - All 3 versions

[HTML] DP1323 Restructuring Production and Work

[HTML] from cepr.org
A Lindbeck, DJ Snower, DPFIR as Indicators… - 1995 - cepr.org
Discussion Papers 1995. DP1323, Restructuring Production
and Work. Publication Date: December 1995. ...
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[CITATION] A New Look at the Logan Crisis with Special Reference to the Roles Played by CJ Rhodes and JX Merriman

GE Viney - 1975 - University of Cape Town
Library Search

DP1280 International Business Cycles and the Dynamics of the Current Account

G Elliott… - 1995 - cepr.org
This paper analyses the transmission of productivity shocks across countries and how the
responses of investment and the current account differ depending on the degree of
propagation of the shocks. We explore both issues by estimating a structural model for ...
Cached - All 3 versions

RDP8809 The Intertemporal Government Budget Constraint and Tests for Bubbles

G Elliott, C Kearney - 1988 - rba.gov.au
Abstract: The methodology for the testing of bubbles in asset prices has recently been
applied to testing the sustainability of government debt accumulation. In particular, Hamilton
and Flavin (1986) and MacDonald and Speight (1987) use the methodology developed by ...
Cached

[CITATION] LIST OF REVIEWERS FOR VOL. 11

D Aadland, M Aarstol, LF Ackert, A Akhigbe… - International Review of …, 2002
Get it from MIT Libraries

[PDF] Forecast Combination when Outcomes are Diffi cult to Predict!

[PDF] from ucsd.edu
G Elliott - 2011 - econ.ucsd.edu
Abstract We show that when outcomes are diffi cult to forecast in the sense that forecast
errors have a large common component that (a) optimal weights are not affected by this
common component, and may well be far from equal to each other but (b) the relative MSE ...
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[CITATION] A Cathedral Stretches Itself. Events at Chelmsford

G Elliott - The Musical Times, 1991 - JSTOR
Get it from MIT Libraries

Development of a professional quality assurance society–the SQA model

E Graham - The Quality Assurance Journal, 2006 - Wiley Online Library
Abstract A snapshot of the Society of Quality Assurance (SQA) entering the 21st century
showed declining income and financial reserves, stagnant membership, increasing costs,
and frustrated volunteer leadership and administrative management. At the end of the ...
BL Direct - All 2 versions

[PDF] Optimal Power for Testing Potential Cointegrating Vectors with Known

[PDF] from escholarship.org
G Elliott, M Jansson… - 2004 - escholarship.org
Abstract. Theory often specifies a particular cointegrating vector amongst integrated
variables and it is often required that one test for a unit root in the known cointegrating
vector. Although it is common to simply employ a univariate test for a unit root for this test, ...
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[CITATION] OUR RESPONSIBILITY

CJ Cadbury, G Elliott… - RSPB …, 1988 - Royal Society for the Protection of …
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Supervisor training to support principle-driven practice with youth in foster care

G Atukpawu, E Mertinko, E Graham… - Children and Youth …, 2011 - Elsevier
In 2005, the Children's Bureau (CB) published a funding opportunity announcement (FOA)
titled Training of Child Welfare Agency Supervisors in the Effective Delivery and
Management of Federal Independent Living Services for Youth in Foster Care. This FOA ...

[CITATION] NOTE ON THE PUBLICATION OF BAUDON'S BRACHIOPOD SPECIES, 1855

GF Elliott - Journal of the Society for the …, 1953 - Society for the Bibliography of …
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Option Prices and Implied Volatilities: An Empirical Analysis

M Edey… - RBA Research Discussion Papers, 1989 - ideas.repec.org
This paper investigates the efficiency of Australian options markets using a version of the
Black-Scholes model. Under the joint null hypothesis that the pricing model is valid, and that
forecasts are efficient, the implied volatilities calculated from observed option prices ...
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[PDF] and ecology of this little known wader. This new monograph brings together in

[PDF] from unm.edu
G Elliott - elibrary.unm.edu
To produce a monograph on a species for which the current breeding and wintering range
remain largely unknown is surely not easy, nevertheless Adam Gretton, with the help of
national co-ordinators appointed in each of the known range states, has produced a ...
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RDP8902 Option Prices and Implied Volatilities: An Empirical Analysis

M Edey, G Elliott - 1989 - rba.gov.au
Abstract: This paper investigates the efficiency of Australian options markets using a version
of the Black-Scholes model. Under the joint null hypothesis that the pricing model is valid,
and that forecasts are efficient, the implied volatilities calculated from observed option ...
Cached

[CITATION] Aviation English-Compliance with ICAO English Standards

G Elliott - Controller, 2010

[PDF] Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis

[PDF] from princeton.edu
G Elliott, UK Müller… - 2011 - princeton.edu
Abstract This paper considers nonstandard hypothesis testing problems that involve a
nuisance parameter. We establish a bound on the weighted average power of all valid tests,
and develop a numerical algorithm that determines a feasible test with power close to the ...
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[CITATION] Compliance with ICAO English standards: how to train and test?

G Elliott - CONTROLLER, 2009 - trid.trb.org
Home Contact Us Directory E-Newsletter Follow Us RSS, About TRB. Annual Meeting. Calendar.
Committees & Panels. Programs. Projects. Publications. Resources & Databases. TRID HOME.
RECENTLY PUBLISHED. RECENTLY ADDED. ADVANCED SEARCH. ...
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[CITATION] Funds and Funds Flow Identified for the Purpose of Preparing a Funds Statement for an Accounting Entity in Terms of an Appropriate Objective

GJ Elliott - 1982 - University of Stellenbosch
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DP4649 Optimal Forecast Combination Under Regime Switching

G Elliott… - 2004 - cepr.org
This Paper proposes a new forecast combination method that lets the combination weights
be driven by regime switching in a latent state variable. An empirical application that
combines forecasts from survey data and time series models finds that the proposed ...
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[CITATION] Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationary

Full text - MIT Libraries
M Jansson, E Pesavento… - Journal of business & …, 2005 - dialnet.unirioja.es
... Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for
Nonstationary. Autores: Michael Jansson, Elena Pesavento, Graham Elliott; Localización: Journal
of business & economic statistics, ISSN 0735-0015, Vol. 23, Nº 1, 2005 , págs. 34-48. ...
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[CITATION] OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING

A Timmermann… - International economic review, 2005 - dialnet.unirioja.es
... OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING. Autores: Allan Timmermann,
Graham Elliott; Localización: International economic review , ISSN 0020-6598, Nº. 4, 2005 , págs.
1081-1102. Fundación Dialnet. Acceso de usuarios registrados. ...
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[CITATION] HUMAN RIGHTS TEST CASE

G Elliott - Accountancy, 2001 - elibrary.ru
Аннотация The long-awaited test case of Han & Yau et al focused on deciding whether,
under the European Convention on Human Rights, a civil penalty for dishonest conduct has
to be treated as a criminal penalty-and therefore challengeable in the criminal courts- ...
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[CITATION] TAX BRIEFING: VAT

G Elliott - Accountancy, 2000 - elibrary.ru
... ИНФОРМАЦИЯ О ПУБЛИКАЦИИ. Название публикации, TAX BRIEFING: VAT. Авторы, Graham
Elliott Geographic Place: United Kingdom; UK. Журнал, Accountancy. Издательство, Proquest
ABI/INFORM. Год выпуска, 2000, ISSN, 0001-4664. Том, 126, Цит. в РИНЦ, 0. ...
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[CITATION] FINANCIAL SERVICES

Full text - MIT Libraries
G Elliott - Accountancy, 2002 - elibrary.ru
Аннотация A few decisions on the topic of finance-related services that send out somewhat
mixed signals, but continue, on balance, to point to Customs' policies being wrong in law are
discussed, including: 1. partial outsourcing, 2. affinity card commissions, and 3. ...

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