| Efficient tests for an autoregressive unit root G Elliott, TJ Rothenberg, JH Stock National Bureau of Economic Research, 1992 | 8935 | 1992 |
| Handbook of economic forecasting G Elliott, A Timmermann Elsevier, 2013 | 481 | 2013 |
| Economic forecasting G Elliott, A Timmermann Journal of Economic Literature 46 (1), 3-56, 2008 | 443 | 2008 |
| Inference in models with nearly integrated regressors CL Cavanagh, G Elliott, JH Stock Econometric theory 11 (5), 1131-1147, 1995 | 431 | 1995 |
| Estimation and testing of forecast rationality under flexible loss G Elliott, A Timmermann, I Komunjer The Review of Economic Studies 72 (4), 1107-1125, 2005 | 385 | 2005 |
| Biases in macroeconomic forecasts: irrationality or asymmetric loss? G Elliott, I Komunjer, A Timmermann Journal of the European Economic Association 6 (1), 122-157, 2008 | 329 | 2008 |
| Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution G Elliott International Economic Review 40 (3), 767-784, 1999 | 283 | 1999 |
| On the robustness of cointegration methods when regressors almost have unit roots G Elliott Econometrica 66 (1), 149-158, 1998 | 282 | 1998 |
| Combined economic and technological evaluation of battery energy storage for grid applications DM Davies, MG Verde, O Mnyshenko, YR Chen, R Rajeev, YS Meng, ... Nature Energy 4 (1), 42-50, 2019 | 273 | 2019 |
| Complete subset regressions G Elliott, A Gargano, A Timmermann Journal of Econometrics 177 (2), 357-373, 2013 | 263 | 2013 |
| Inference in time series regression when the order of integration of a regressor is unknown G Elliott, JH Stock Econometric theory 10 (3-4), 672-700, 1994 | 250 | 1994 |
| Tests for unit roots and the initial condition UK Müller, G Elliott Econometrica 71 (4), 1269-1286, 2003 | 239 | 2003 |
| Efficient tests for general persistent time variation in regression coefficients G Elliott, UK Müller The Review of Economic Studies 73 (4), 907-940, 2006 | 237 | 2006 |
| Optimal forecast combinations under general loss functions and forecast error distributions G Elliott, A Timmermann Journal of Econometrics 122 (1), 47-79, 2004 | 225 | 2004 |
| Nearly optimal tests when a nuisance parameter is present under the null hypothesis G Elliott, UK Müller, MW Watson Econometrica 83 (2), 771-811, 2015 | 154 | 2015 |
| Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market G Elliott, T Ito Journal of Monetary Economics 43 (2), 435-456, 1999 | 150 | 1999 |
| Testing for unit roots with stationary covariates G Elliott, M Jansson Journal of econometrics 115 (1), 75-89, 2003 | 143 | 2003 |
| Confidence sets for the date of a single break in linear time series regressions G Elliott, UK Müller Journal of Econometrics 141 (2), 1196-1218, 2007 | 114 | 2007 |
| Optimal forecast combination under regime switching G Elliott, A Timmermann International Economic Review 46 (4), 1081-1102, 2005 | 106 | 2005 |
| Confidence intervals for autoregressive coefficients near one G Elliott, JH Stock Journal of Econometrics 103 (1-2), 155-181, 2001 | 100 | 2001 |
Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
