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 6 363
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 0 0 2 717
Complete subset regressions 0 0 0 13 0 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 0 1 8 482 0 2 21 861
Efficient Tests for an Autoregressive Unit Root 0 1 4 779 5 9 35 2,374
Estimating Loss Function Parameters 0 0 0 280 1 1 4 1,224
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 21
Forecasting in Economics and Finance 0 0 1 5 0 3 14 44
Forecasting in Economics and Finance 0 0 1 118 0 0 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 1 1 4 882
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 5 0 0 0 55
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 1 2
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 Unit Roots with Stationary Covariates 0 0 0 0 0 0 4 11
Testing for a trend with persistent errors 0 0 1 9 0 1 3 25
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 0 0 21
Tests for Unit Roots and the Initial Observation 0 0 0 166 0 0 1 405
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 1 113 0 0 6 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 0 1 8 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 0 4 22 3,747 7 26 187 14,752

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 1 4 160 1 5 11 475
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 4 13 2 2 15 55
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 2 91
Complete subset regressions 0 1 6 217 0 1 14 618
Complete subset regressions with large-dimensional sets of predictors 0 0 3 101 0 3 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 0 6 21 0 2 19 76
Economic Forecasting 0 1 7 211 0 6 30 1,061
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 0 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 3 492
Efficient Tests for an Autoregressive Unit Root 2 9 40 2,513 15 59 176 7,202
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 1 6 405
Evaluating significance: comments on "size matters" 0 1 1 76 0 1 1 216
Forecast combination when outcomes are difficult to predict 0 0 0 9 0 0 1 76
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 0 1 2 62
Forecasting in Economics and Finance 0 3 19 70 1 6 43 208
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 0 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 1 1 3 327
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 1 2 319
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 4 6 9 386
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 0 1 6 567
Pre and post break parameter inference 0 0 0 2 0 1 4 63
Predicting binary outcomes 0 0 1 98 0 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 0 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 0 10 0 0 10 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 2 16 102 5,128 25 105 422 17,283

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 7 47 798
Total Books 0 0 0 0 3 7 47 798

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 0 1 5 245 0 1 7 1,927
Introduction 0 0 0 27 0 0 0 85
Total Chapters 0 1 5 272 0 1 7 2,013

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Statistics updated 2025-07-04