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) ...
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 ...
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 ...
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 ...
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 ...
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— ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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, ...
GE Townsley - 1988 - opengrey.eu
Ideas of Order and Patterns of Change in Yaminahua Society. Graham
Elliott Townsley University of Cambridge, 1988.
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 ...
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 ...
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 ...
[CITATION] Stock, 1994, Inference in time series regression when the order of integration of a regressor is unknown
G Elliott… - Econometric Theory
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
[CITATION] Accounting for non-stationarity in demand systems
RA Bewley… - Contributions to Consumer Demand and Econometrics: …, 1992
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 ...
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, ...
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. ...
[CITATION] Establishing a Research Agenda for American Indian and Alaska Native Head Start Programs
EL Marks, ET Graham… - 2004 - ORC Macro
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 ...
[CITATION] Borders and the Persistence and Volatility of Relative Prices,“
G Elliott… - manuscript, Board of Governors of the Federal Reserve, 1999
[CITATION] Forecast combination with many forecasts
G Elliott - 2004 - Mimeo, Department of Economics, …
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 ...
[CITATION] The two London Clay Clubs 1836-1847, and 1923-1940
GF Elliott - Journal Society Bibliography Natural History, 1970
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. ...
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 ...
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 ...
[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
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 ...
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" ...
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 ...
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 ...
[CITATION] Arthur George Davis (1892-1957)
GF Elliott - Journal of the Society for the Bibliography of Natural …, 1957
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 ...
[CITATION] Forecasting in the presence of a break
G Elliott - 2005 - Mimeo, UCSD
[CITATION] Stock, and Thomas J
G Elliott… - 1996 - Rothenberg
[CITATION] 'Official Cash Rates
G Elliott - Other Interest Rates and the Operation of Monetary …, 1987
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 ...
[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
GJ Elliott - 1985 - en.scientificcommons.org
[CITATION] Bibliographical note on the Cretaceous foraminifer Orbitolina bulgarica (Boue)
GF Elliott - Journal of the Society for the …, 1943 - Society for the Bibliography of …
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 ...
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 ...
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 ...
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 ...
[CITATION] The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates
RA Bewley, G Elliott… - 1988 - School of Economics, University of …
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 ...
[CITATION] Teacher perceptions and total quality management teaching strategies
DG Elliott - 1997 - George Washington University
G Elliott - Recherche, 2005 - lavoisier.fr
Livre: Benjamin britten the spiritual dimension ELLIOTT Graham.
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 ...
[CITATION] Angola: A Study in Foreign Intervention
GE Viney - 1978 - Oxford University
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 ...
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 ...
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 ...
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 ...
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. ...
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 ...
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 ...
A Lindbeck, DJ Snower, DPFIR as Indicators… - 1995 - cepr.org
Discussion Papers 1995. DP1323, Restructuring Production
and Work. Publication Date: December 1995. ...
[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
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 ...
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 ...
[CITATION] LIST OF REVIEWERS FOR VOL. 11
D Aadland, M Aarstol, LF Ackert, A Akhigbe… - International Review of …, 2002
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 ...
[CITATION] A Cathedral Stretches Itself. Events at Chelmsford
G Elliott - The Musical Times, 1991 - JSTOR
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 ...
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, ...
[CITATION] OUR RESPONSIBILITY
CJ Cadbury, G Elliott… - RSPB …, 1988 - Royal Society for the Protection of …
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 …
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 ...
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 ...
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 ...
[CITATION] Aviation English-Compliance with ICAO English Standards
G Elliott - Controller, 2010
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 ...
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. ...
[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
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 ...
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. ...
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. ...
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- ...
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. ...
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. ...
Create email alert
About Google Scholar - All About Google - My Citations
©2012 Google