Access Statistics for Graham Elliott

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction 0 0 0 1 0 0 3 15
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 0 1 7 363
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 0 0 2 717
Complete subset regressions 0 0 0 13 2 2 14 61
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 2 42
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 0 1 69
Detecting p-hacking 0 1 1 94 0 2 7 196
Detecting p‐Hacking 0 1 2 10 0 1 9 25
Economic Forecasting 1 1 8 482 1 3 22 861
Efficient Tests for an Autoregressive Unit Root 0 1 4 779 0 7 34 2,369
Estimating Loss Function Parameters 0 0 0 280 0 1 4 1,223
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 21
Forecasting in Economics and Finance 0 0 1 5 2 3 14 44
Forecasting in Economics and Finance 0 0 1 118 0 1 8 150
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 0 3 68
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 0 1 760
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 0 11 1,155
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 0 3 881
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 0 2 1,800
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 0 0 0 16
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 0 26 0 0 0 214
Optimal Forecast Combination Under Regime Switching 0 0 0 163 0 1 3 336
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 1 7 0 0 3 53
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 0 0 3 402
Pre and post break parameter inference 0 0 0 0 0 0 0 29
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 0 3 354
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 0 0 418
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 1 1 2
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 1 55
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 2 4 11
Testing for Unit Roots with Stationary Covariates 0 0 1 168 0 1 3 683
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for a trend with persistent errors 0 0 1 9 1 1 3 25
Tests for Unit Roots and the Initial Observation 0 0 0 166 0 0 1 405
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 0 0 21
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 1 113 0 0 7 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 1 2 9 31
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 0 25
Total Working Papers 1 4 22 3,747 7 29 190 14,745

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A control function approach for testing the usefulness of trending variables in forecast models and linear regression 0 0 2 45 0 0 4 176
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 2 4 160 1 5 11 474
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 4 13 0 0 13 53
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 2 91
Complete subset regressions 1 1 6 217 1 1 14 618
Complete subset regressions with large-dimensional sets of predictors 0 1 3 101 3 4 17 285
Confidence intervals for autoregressive coefficients near one 0 0 1 65 0 0 3 253
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 0 1 4 158
Detecting p‐Hacking 0 1 6 21 0 3 20 76
Economic Forecasting 0 1 7 211 5 7 31 1,061
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 1 2 4 325
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 0 4 492
Efficient Tests for an Autoregressive Unit Root 4 8 44 2,511 16 55 185 7,187
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 0 1 201
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 3 163 0 2 9 405
Evaluating significance: comments on "size matters" 1 1 1 76 1 1 1 216
Forecast combination when outcomes are difficult to predict 0 0 0 9 0 1 1 76
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 1 1 2 62
Forecasting in Economics and Finance 3 3 20 70 3 6 43 207
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 1 97 0 0 4 295
Inference in Models with Nearly Integrated Regressors 0 0 1 76 0 0 2 331
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 0 215
International business cycles and the dynamics of the current account 0 0 1 99 0 1 2 276
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 0 3 162
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 0 2 57
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 0 2 326
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 0 2 318
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 0 2 5 382
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 100
Optimal forecast combinations under general loss functions and forecast error distributions 0 0 2 184 1 1 6 567
Pre and post break parameter inference 0 0 0 2 1 1 4 63
Predicting binary outcomes 0 0 1 98 2 2 5 257
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 0 0 176
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 1 1 3 83
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 0 2 156
Supervisor training to support principle-driven practice with youth in foster care 0 0 1 10 0 0 12 80
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 0 104
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 0 20 0 0 0 71
Testing for a trend with persistent errors 0 0 0 1 0 0 2 21
Testing for unit roots with stationary covariates 0 0 0 63 0 1 1 232
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 1 5 417
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 0 153
Total Journal Articles 9 18 108 5,126 37 99 432 17,258

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Forecasting 0 0 0 0 3 5 47 795
Total Books 0 0 0 0 3 5 47 795

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for Non-stationarity in Demand Systems 0 0 0 0 0 0 0 1
Forecasting with Trending Data 1 1 6 245 1 2 8 1,927
Introduction 0 0 0 27 0 0 0 85
Total Chapters 1 1 6 272 1 2 8 2,013

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Statistics updated 2025-06-06