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 3 4 19
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 0 7 12 374
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 1 6 8 725
Complete subset regressions 0 0 0 13 2 2 5 64
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 5 5 47
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 7 11 11 80
Detecting p-hacking 0 0 1 94 1 6 9 203
Detecting p‐Hacking 0 0 1 10 4 6 8 32
Economic Forecasting 1 1 4 485 1 10 22 880
Efficient Tests for an Autoregressive Unit Root 1 4 6 784 6 16 42 2,404
Estimating Loss Function Parameters 0 1 1 281 1 4 12 1,234
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 1 1 22
Forecasting in Economics and Finance 1 1 1 6 2 6 10 51
Forecasting in Economics and Finance 0 0 0 118 0 6 10 159
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 2 9 9 77
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 6 12 772
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 1 6 8 1,163
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 1 6 7 888
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 2 6 8 1,808
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 1 2 2 18
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 1 27 2 5 6 220
Optimal Forecast Combination Under Regime Switching 0 0 0 163 1 4 9 344
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 1 4 5 46
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 7 0 1 1 54
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 1 3 4 406
Pre and post break parameter inference 0 0 0 0 3 7 8 37
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 1 1 355
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 3 4 422
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 3 4 5
Testing for Unit Roots with Stationary Covariances 0 0 0 5 1 4 4 59
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 2 5 14
Testing for Unit Roots with Stationary Covariates 0 0 0 7 1 4 5 51
Testing for Unit Roots with Stationary Covariates 0 0 0 168 1 5 10 692
Testing for a trend with persistent errors 0 0 0 9 0 1 2 26
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 2 2 23
Tests for Unit Roots and the Initial Observation 0 0 0 166 1 4 6 411
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 1 2 115 1 10 18 776
The Power of Tests for Detecting $p$-Hacking 0 1 1 30 1 7 12 41
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 1 1 26
Total Working Papers 3 9 18 3,761 47 195 312 15,028

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 0 7 10 186
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 2 160 0 6 15 484
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 3 16 2 9 18 71
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 1 7 7 98
Complete subset regressions 0 1 2 218 1 9 15 632
Complete subset regressions with large-dimensional sets of predictors 0 0 2 102 1 8 20 301
Confidence intervals for autoregressive coefficients near one 0 0 0 65 0 6 8 261
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 2 7 10 167
Detecting p‐Hacking 1 1 2 22 4 14 24 97
Economic Forecasting 1 2 5 215 1 7 25 1,079
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 0 1 8 331
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 1 7 10 502
Efficient Tests for an Autoregressive Unit Root 3 8 22 2,525 16 57 181 7,313
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 3 4 205
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 0 163 2 5 17 420
Evaluating significance: comments on "size matters" 0 0 1 76 0 2 3 218
Forecast combination when outcomes are difficult to predict 0 0 1 10 0 4 12 87
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 1 1 1 8 5 12 14 75
Forecasting in Economics and Finance 2 2 11 78 3 12 36 237
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 1 6 9 304
Inference in Models with Nearly Integrated Regressors 0 2 2 78 1 6 8 339
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 3 6 8 223
International business cycles and the dynamics of the current account 0 0 0 99 2 8 15 290
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 5 8 9 171
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 3 3 60
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 1 5 7 333
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 4 7 325
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 5 15 395
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 1 8 11 111
Optimal forecast combinations under general loss functions and forecast error distributions 1 1 2 186 5 8 13 579
Pre and post break parameter inference 0 0 0 2 2 11 13 75
Predicting binary outcomes 0 0 0 98 1 5 11 266
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 1 2 178
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 1 4 5 87
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 1 4 7 163
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 1 2 3 83
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 1 6 8 112
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 1 21 0 2 3 74
Testing for a trend with persistent errors 0 0 2 3 0 6 9 30
Testing for unit roots with stationary covariates 0 0 0 63 1 9 11 242
Tests for Unit Roots and the Initial Condition 0 0 0 131 2 9 10 426
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 7 8 161
Total Journal Articles 9 19 59 5,167 72 316 632 17,791

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 8 33 53 843
Total Books 0 0 0 0 8 33 53 843

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 3 4
Forecasting with Trending Data 0 0 4 248 2 9 18 1,943
Introduction 0 0 0 27 1 1 2 87
Total Chapters 0 0 4 275 3 10 23 2,034

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Statistics updated 2026-03-04