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 1 1 5 20
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 2 3 14 377
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 1 1 1 267 2 4 11 728
Complete subset regressions 0 0 0 13 4 6 9 68
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 4 5 10 52
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 1 1 1 2 4 12 16 85
Detecting p-hacking 0 0 0 94 2 4 10 206
Detecting p‐Hacking 0 0 0 10 0 7 10 35
Economic Forecasting 1 2 5 486 7 10 29 889
Efficient Tests for an Autoregressive Unit Root 0 1 5 784 10 18 47 2,416
Estimating Loss Function Parameters 0 0 1 281 1 3 13 1,236
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 22
Forecasting in Economics and Finance 0 1 1 6 2 5 12 54
Forecasting in Economics and Finance 0 0 0 118 1 2 11 161
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 1 3 10 78
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 4 4 16 776
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 3 10 1,165
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 3 4 10 891
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 1 3 9 1,809
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 0 2 3 19
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 1 27 2 5 9 223
Optimal Forecast Combination Under Regime Switching 1 1 1 164 2 5 12 348
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 5 46
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 7 1 1 2 55
Option Prices and Implied Volatilities: An Empirical Analysis 1 1 1 10 2 3 6 408
Pre and post break parameter inference 0 0 0 0 1 6 11 40
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 0 1 355
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 1 1 5 423
Testing for Unit Roots with Stationary Covariances 0 0 0 5 1 2 5 60
Testing for Unit Roots with Stationary Covariances 0 0 0 0 1 1 4 6
Testing for Unit Roots with Stationary Covariates 0 0 0 7 2 3 7 53
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 3 11 694
Testing for Unit Roots with Stationary Covariates 0 0 0 0 3 4 6 17
Testing for a trend with persistent errors 0 0 0 9 1 1 3 27
Tests for Unit Roots and the Initial Observation 0 0 0 166 3 5 10 415
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 0 2 23
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 2 115 0 1 18 776
The Power of Tests for Detecting $p$-Hacking 0 0 1 30 2 3 13 43
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 1 1 2 27
Total Working Papers 5 8 20 3,766 74 145 388 15,126

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 0 45 1 1 11 187
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 160 2 5 16 489
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 3 16 1 4 20 73
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 2 5 11 102
Complete subset regressions 0 0 2 218 4 10 24 641
Complete subset regressions with large-dimensional sets of predictors 0 0 1 102 0 4 22 304
Confidence intervals for autoregressive coefficients near one 0 0 0 65 2 2 10 263
Confidence sets for the date of a single break in linear time series regressions 1 2 2 40 3 6 13 171
Detecting p‐Hacking 0 1 1 22 0 4 21 97
Economic Forecasting 0 2 5 216 4 7 29 1,085
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 1 3 10 334
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 2 3 12 504
Efficient Tests for an Autoregressive Unit Root 3 9 24 2,531 28 56 182 7,353
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 2 5 206
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 0 163 2 5 18 423
Evaluating significance: comments on "size matters" 0 0 1 76 6 6 9 224
Forecast combination when outcomes are difficult to predict 0 0 1 10 4 6 17 93
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 2 2 9 3 10 19 80
Forecasting in Economics and Finance 1 5 14 81 6 13 43 247
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 3 5 13 308
Inference in Models with Nearly Integrated Regressors 0 0 2 78 4 9 16 347
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 4 8 13 228
International business cycles and the dynamics of the current account 0 0 0 99 0 3 15 291
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 2 8 12 174
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 4 6 63
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 1 3 9 335
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 2 4 10 328
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 2 3 15 397
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 11 111
Optimal forecast combinations under general loss functions and forecast error distributions 0 2 3 187 9 16 24 590
Pre and post break parameter inference 0 0 0 2 3 5 16 78
Predicting binary outcomes 0 0 0 98 4 5 15 270
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 3 3 5 181
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 7 11 15 97
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 1 2 8 164
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 0 1 3 83
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 2 3 10 114
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 1 21 1 1 4 75
Testing for a trend with persistent errors 0 0 2 3 2 3 12 33
Testing for unit roots with stationary covariates 0 0 0 63 4 5 14 246
Tests for Unit Roots and the Initial Condition 0 0 0 131 2 4 11 428
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 8 161
Total Journal Articles 5 23 64 5,181 128 259 757 17,978

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 9 17 60 852
Total Books 0 0 0 0 9 17 60 852

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 3 3 6 7
Forecasting with Trending Data 0 0 4 248 4 6 21 1,947
Introduction 0 0 0 27 0 1 2 87
Total Chapters 0 0 4 275 7 10 29 2,041

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Statistics updated 2026-05-06