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 1 5 20
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 166 1 3 15 378
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 1 1 267 1 5 14 731
Complete subset regressions 0 0 0 13 0 7 10 71
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 4 10 52
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 1 1 2 0 4 16 85
Detecting p-hacking 0 0 0 94 3 6 14 210
Detecting p‐Hacking 0 0 0 10 0 2 12 37
Economic Forecasting 0 1 4 486 0 7 28 889
Efficient Tests for an Autoregressive Unit Root 0 0 5 784 4 16 48 2,422
Estimating Loss Function Parameters 0 0 1 281 0 2 13 1,237
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 1 2 23
Forecasting in Economics and Finance 0 0 1 6 0 2 10 54
Forecasting in Economics and Finance 0 0 0 118 1 2 12 162
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 1 10 78
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 4 16 776
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 0 10 1,165
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 4 10 892
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 1 2 10 1,810
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 0 0 3 19
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 1 27 3 5 12 226
Optimal Forecast Combination Under Regime Switching 0 1 1 164 0 5 15 351
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 5 46
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 7 0 1 2 55
Option Prices and Implied Volatilities: An Empirical Analysis 0 1 1 10 0 2 6 408
Pre and post break parameter inference 0 0 0 0 0 3 13 42
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 0 1 5 423
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 1 4 6
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 2 6 61
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 2 7 53
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 4 13 696
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 4 7 18
Testing for a trend with persistent errors 0 0 0 9 0 1 2 27
Tests for Unit Roots and the Initial Observation 0 0 0 166 1 5 12 417
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 1 3 24
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 2 115 0 0 18 776
The Power of Tests for Detecting $p$-Hacking 0 0 1 30 1 4 14 45
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 1 2 27
Total Working Papers 0 5 19 3,766 18 115 415 15,167

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 1 1 1 46 1 3 13 189
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 160 2 5 17 492
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 3 16 1 6 23 78
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 1 3 12 103
Complete subset regressions 0 0 1 218 1 8 27 645
Complete subset regressions with large-dimensional sets of predictors 0 0 1 102 0 1 20 305
Confidence intervals for autoregressive coefficients near one 0 0 0 65 1 4 12 265
Confidence sets for the date of a single break in linear time series regressions 0 1 2 40 0 4 14 172
Detecting p‐Hacking 0 0 1 22 0 16 37 113
Economic Forecasting 0 0 5 216 2 6 26 1,087
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 0 1 9 334
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 3 13 505
Efficient Tests for an Autoregressive Unit Root 0 6 21 2,534 9 49 172 7,374
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 1 6 207
Estimation and Testing of Forecast Rationality under Flexible Loss 0 1 1 164 0 3 19 424
Evaluating significance: comments on "size matters" 0 0 0 76 0 7 9 225
Forecast combination when outcomes are difficult to predict 0 0 1 10 0 4 17 93
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 2 9 0 5 20 82
Forecasting in Economics and Finance 1 2 12 82 3 12 45 253
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 0 5 15 310
Inference in Models with Nearly Integrated Regressors 0 1 3 79 1 7 19 350
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 1 5 14 229
International business cycles and the dynamics of the current account 0 0 0 99 0 0 15 291
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 3 13 175
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 4 9 66
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 1 2 9 336
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 2 9 328
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 3 12 398
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 11 111
Optimal forecast combinations under general loss functions and forecast error distributions 0 0 3 187 0 10 24 591
Pre and post break parameter inference 0 0 0 2 1 4 16 79
Predicting binary outcomes 1 1 1 99 1 6 15 272
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 3 5 181
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 1 8 15 98
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 1 8 164
Supervisor training to support principle-driven practice with youth in foster care 0 1 1 11 0 1 4 84
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 2 10 114
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 1 21 0 1 4 75
Testing for a trend with persistent errors 0 0 2 3 0 2 12 33
Testing for unit roots with stationary covariates 0 0 0 63 0 4 14 246
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 3 12 429
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 8 161
Total Journal Articles 3 14 62 5,190 29 217 784 18,067

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 14 59 857
Total Books 0 0 0 0 3 14 59 857

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 3 6 7
Forecasting with Trending Data 0 0 3 248 0 6 22 1,949
Introduction 0 0 0 27 0 0 2 87
Total Chapters 0 0 3 275 0 9 30 2,043

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10