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 16
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 4 4 8 367
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 0 0 3 719
Complete subset regressions 0 0 0 13 0 0 4 62
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 1 42
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 0 0 69
Detecting p-hacking 0 0 1 94 0 0 6 197
Detecting p‐Hacking 0 0 2 10 0 0 6 26
Economic Forecasting 0 0 6 484 2 5 20 870
Efficient Tests for an Autoregressive Unit Root 0 1 2 780 2 9 37 2,388
Estimating Loss Function Parameters 0 0 0 280 5 6 10 1,230
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 21
Forecasting in Economics and Finance 0 0 1 5 0 0 7 45
Forecasting in Economics and Finance 0 0 0 118 1 3 5 153
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 0 2 68
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 4 4 7 766
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 2 2 12 1,157
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 0 3 882
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 1 2 3 1,802
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 1 1 27 0 1 1 215
Optimal Forecast Combination Under Regime Switching 0 0 0 163 2 4 7 340
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 1 1 1 42
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 1 1 4 403
Pre and post break parameter inference 0 0 0 0 1 1 1 30
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 1 1 419
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 0 7 0 0 1 47
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 1 4 12
Testing for Unit Roots with Stationary Covariates 0 0 0 168 1 2 6 687
Testing for a trend with persistent errors 0 0 1 9 0 0 2 25
Tests for Unit Roots and the Initial Observation 0 0 0 166 1 2 2 407
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 1 1 114 4 8 9 766
The Power of Tests for Detecting $p$-Hacking 0 0 0 29 2 2 9 34
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 3 16 3,752 35 59 193 14,833

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 2 4 179
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 4 160 0 0 12 478
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 3 15 1 5 17 62
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 1 91
Complete subset regressions 0 0 2 217 1 2 7 623
Complete subset regressions with large-dimensional sets of predictors 0 0 3 102 4 7 15 293
Confidence intervals for autoregressive coefficients near one 0 0 1 65 0 2 4 255
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 1 2 4 160
Detecting p‐Hacking 0 0 3 21 1 6 17 83
Economic Forecasting 0 1 5 213 2 8 25 1,072
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 2 3 7 330
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 2 4 495
Efficient Tests for an Autoregressive Unit Root 1 1 28 2,517 14 34 161 7,256
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 0 2 202
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 2 163 5 7 15 415
Evaluating significance: comments on "size matters" 0 0 1 76 0 0 1 216
Forecast combination when outcomes are difficult to predict 0 1 1 10 1 4 8 83
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 0 0 2 63
Forecasting in Economics and Finance 0 3 12 76 5 12 38 225
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 2 2 6 298
Inference in Models with Nearly Integrated Regressors 0 0 1 76 1 2 4 333
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 1 2 2 217
International business cycles and the dynamics of the current account 0 0 0 99 4 5 7 282
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 1 1 2 163
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 0 0 57
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 1 3 328
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 0 4 321
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 0 3 13 390
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 3 3 4 103
Optimal forecast combinations under general loss functions and forecast error distributions 1 1 2 185 1 3 6 571
Pre and post break parameter inference 0 0 0 2 1 1 5 64
Predicting binary outcomes 0 0 0 98 1 2 6 261
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 1 1 1 177
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 0 0 2 83
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 2 5 159
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 1 1 11 81
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 1 2 106
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 1 1 21 0 1 1 72
Testing for a trend with persistent errors 0 2 2 3 0 3 4 24
Testing for unit roots with stationary covariates 0 0 0 63 0 0 2 233
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 0 4 417
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 1 154
Total Journal Articles 2 11 71 5,148 55 130 439 17,475

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 5 9 36 810
Total Books 0 0 0 0 5 9 36 810

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 2 3 3 4
Forecasting with Trending Data 1 1 5 248 4 5 10 1,934
Introduction 0 0 0 27 1 1 1 86
Total Chapters 1 1 5 275 7 9 14 2,024

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Statistics updated 2025-12-06