| Year |
Citation |
Score |
| 2020 |
Elliott G. Testing for a trend with persistent errors Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.03.006 |
0.408 |
|
| 2017 |
Elliott G. Forecast combination when outcomes are difficult to predict Empirical Economics. 53: 7-20. DOI: 10.1007/S00181-017-1253-2 |
0.331 |
|
| 2016 |
Elliott G, Ghanem D, Krüger F. Forecasting Conditional Probabilities of Binary Outcomes under Misspecification The Review of Economics and Statistics. 98: 742-755. DOI: 10.1162/Rest_A_00564 |
0.316 |
|
| 2016 |
Elliott G, Timmermann AG. Forecasting in Economics and Finance Annual Review of Economics. 8: 81-110. DOI: 10.1146/Annurev-Economics-080315-015346 |
0.305 |
|
| 2015 |
Elliott G, Müller UK, Watson MW. Nearly optimal tests when a nuisance parameter is present under the null hypothesis Econometrica. 83: 771-811. DOI: 10.3982/Ecta10535 |
0.408 |
|
| 2015 |
Elliott G, Gargano A, Timmermann A. Complete subset regressions with large-dimensional sets of predictors Journal of Economic Dynamics and Control. 54: 86-110. DOI: 10.1016/J.Jedc.2015.03.004 |
0.314 |
|
| 2014 |
Elliott G, Müller UK. Pre and post break parameter inference Journal of Econometrics. 180: 141-157. DOI: 10.1016/J.Jeconom.2014.03.007 |
0.385 |
|
| 2013 |
Elliott G, Gargano A, Timmermann A. Complete subset regressions Journal of Econometrics. 177: 357-373. DOI: 10.1016/J.Jeconom.2013.04.017 |
0.383 |
|
| 2013 |
Elliott G, Lieli RP. Predicting binary outcomes Journal of Econometrics. 174: 15-26. DOI: 10.1016/J.Jeconom.2013.01.003 |
0.338 |
|
| 2011 |
Elliott G. A control function approach for testing the usefulness of trending variables in forecast models and linear regression Journal of Econometrics. 164: 79-91. DOI: 10.1016/J.Jeconom.2011.02.014 |
0.408 |
|
| 2009 |
Elliott G, Pesavento E. Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root Econometric Theory. 25: 1829-1850. DOI: 10.1017/S026646660999034X |
0.414 |
|
| 2008 |
Elliott G, Komunjer I, Timmermann A. Biases in macroeconomic forecasts: Irrationality or asymmetric loss? Journal of the European Economic Association. 6: 122-157. DOI: 10.1162/Jeea.2008.6.1.122 |
0.391 |
|
| 2007 |
Elliott G, Müller UK. Confidence Sets for the Date of a Single Break in Linear Time Series Regressions Journal of Econometrics. 141: 1196-1218. DOI: 10.1016/J.Jeconom.2007.02.001 |
0.39 |
|
| 2006 |
Elliott G, Pesavento E. On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 Journal of Money, Credit and Banking. 38: 1405-1430. DOI: 10.1353/Mcb.2006.0080 |
0.368 |
|
| 2006 |
Elliott G, Müller UK. Efficient Tests for General Persistent Time Variation in Regression Coefficients The Review of Economic Studies. 73: 907-940. DOI: 10.1111/J.1467-937X.2006.00402.X |
0.389 |
|
| 2006 |
Elliott G, Müller UK. Minimizing the impact of the initial condition on testing for unit roots Journal of Econometrics. 135: 285-310. DOI: 10.1016/J.Jeconom.2005.07.024 |
0.393 |
|
| 2005 |
Elliott G, Jansson M, Pesavento E. Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity Journal of Business and Economic Statistics. 23: 34-48. DOI: 10.1198/073500104000000307 |
0.427 |
|
| 2005 |
Elliott G, Timmermann A. Optimal forecast combination under regime switching International Economic Review. 46: 1081-1102. DOI: 10.1111/J.1468-2354.2005.00361.X |
0.327 |
|
| 2005 |
Elliott G, Komunjer I, Timmerman A. Estimation and testing of forecast rationality under flexible loss Review of Economic Studies. 72: 1107-1125. DOI: 10.1111/0034-6527.00363 |
0.378 |
|
| 2004 |
Elliott G, Timmermann AG. Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions Journal of Econometrics. 122: 47-79. DOI: 10.2139/Ssrn.318723 |
0.326 |
|
| 2003 |
Müller UK, Elliott G. Tests for Unit Roots and the Initial Condition Econometrica. 71: 1269-1286. DOI: 10.1111/1468-0262.00447 |
0.401 |
|
| 2003 |
Elliott G, Jansson M. Testing for unit roots with stationary covariates Journal of Econometrics. 115: 75-89. DOI: 10.1016/S0304-4076(03)00093-9 |
0.415 |
|
| 2001 |
Elliott G, Stock JH. Confidence intervals for autoregressive coefficients near one Journal of Econometrics. 103: 155-181. DOI: 10.1016/S0304-4076(01)00042-2 |
0.386 |
|
| 2000 |
Elliott G. Estimating Restricted Cointegrating Vectors Journal of Business & Economic Statistics. 18: 91-99. DOI: 10.1080/07350015.2000.10524850 |
0.3 |
|
| 1999 |
Elliott G. Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution International Economic Review. 40: 767-783. DOI: 10.1111/1468-2354.00039 |
0.398 |
|
| 1999 |
Elliott G, Ito T. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market Journal of Monetary Economics. 43: 435-456. DOI: 10.1016/S0304-3932(98)00061-0 |
0.37 |
|
| 1996 |
Elliott G, Rothenberg TJ, Stock JH. Efficient Tests for an Autoregressive Unit Root Econometrica. 64: 813-836. DOI: 10.2307/2171846 |
0.395 |
|
| 1995 |
Cavanagh CL, Elliott G, Stock JH. Inference In Models With Nearly Integrated Regressors Econometric Theory. 11: 1131-1147. DOI: 10.1017/S0266466600009981 |
0.381 |
|
| 1994 |
Elliott G, Stock JH. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown Econometric Theory. 10: 672-700. DOI: 10.1017/S0266466600008720 |
0.371 |
|
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