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 4 17
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 2 6 10 369
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 4 4 7 723
Complete subset regressions 0 0 0 13 0 0 3 62
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 2 2 3 44
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 1 1 1 70
Detecting p-hacking 0 0 1 94 3 3 8 200
Detecting p‐Hacking 0 0 2 10 2 2 8 28
Economic Forecasting 0 0 4 484 7 10 23 877
Efficient Tests for an Autoregressive Unit Root 2 3 4 782 6 14 38 2,394
Estimating Loss Function Parameters 1 1 1 281 2 8 12 1,232
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 0 21
Forecasting in Economics and Finance 0 0 0 118 2 4 7 155
Forecasting in Economics and Finance 0 0 1 5 3 3 9 48
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 1 1 3 69
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 3 7 10 769
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 1 3 13 1,158
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 1 1 4 883
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 3 5 6 1,805
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 1 27 2 2 3 217
Optimal Forecast Combination Under Regime Switching 0 0 0 163 2 6 9 342
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 1 42
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 1 7 0 0 2 53
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 0 1 3 403
Pre and post break parameter inference 0 0 0 0 1 2 2 31
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 1 1 4 355
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 1 2 2 420
Testing for Unit Roots with Stationary Covariances 0 0 0 5 1 1 1 56
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 1 1 2 48
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 4 8 689
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 2 5 13
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 1 0 0 0 21
Tests for Unit Roots and the Initial Observation 0 0 0 166 1 3 3 408
The Intertemporal Government Budget Constraint and Tests for Bubbles 1 2 2 115 1 9 10 767
The Power of Tests for Detecting $p$-Hacking 1 1 1 30 2 4 10 36
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 1 1 1 26
Total Working Papers 5 7 19 3,757 61 115 238 14,894

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 2 4 6 181
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 3 160 2 2 13 480
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 2 15 4 7 17 66
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 2 2 3 93
Complete subset regressions 1 1 3 218 4 5 11 627
Complete subset regressions with large-dimensional sets of predictors 0 0 3 102 3 9 18 296
Confidence intervals for autoregressive coefficients near one 0 0 1 65 1 3 4 256
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 1 3 4 161
Detecting p‐Hacking 0 0 3 21 6 10 21 89
Economic Forecasting 0 1 5 213 1 6 23 1,073
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 0 3 7 330
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 2 3 6 497
Efficient Tests for an Autoregressive Unit Root 4 5 27 2,521 27 51 177 7,283
Estimating Restricted Cointegrating Vectors 0 0 0 0 2 2 4 204
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 2 163 0 7 15 415
Evaluating significance: comments on "size matters" 0 0 1 76 1 1 2 217
Forecast combination when outcomes are difficult to predict 0 0 1 10 4 6 12 87
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 4 4 6 67
Forecasting in Economics and Finance 0 1 12 76 2 10 36 227
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 1 3 5 299
Inference in Models with Nearly Integrated Regressors 2 2 3 78 3 5 7 336
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 1 2 217
International business cycles and the dynamics of the current account 0 0 0 99 1 6 8 283
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 1 2 3 164
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 1 1 58
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 4 5 7 332
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 2 5 13 392
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 4 7 8 107
Optimal forecast combinations under general loss functions and forecast error distributions 0 1 1 185 1 2 6 572
Pre and post break parameter inference 0 0 0 2 0 1 3 64
Predicting binary outcomes 0 0 0 98 1 3 7 262
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 1 177
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 1 1 3 84
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 1 5 159
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 0 1 11 81
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 2 2 4 108
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 1 1 21 1 2 2 73
Testing for a trend with persistent errors 0 1 2 3 2 4 6 26
Testing for unit roots with stationary covariates 0 0 0 63 1 1 3 234
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 0 3 417
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 3 3 4 157
Total Journal Articles 7 14 70 5,155 97 195 501 17,572

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 14 19 41 824
Total Books 0 0 0 0 14 19 41 824

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 3 4
Forecasting with Trending Data 0 1 5 248 5 9 15 1,939
Introduction 0 0 0 27 0 1 1 86
Total Chapters 0 1 5 275 5 13 19 2,029

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Statistics updated 2026-01-09