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 2 3 4 19
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 5 11 14 374
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 1 5 7 724
Complete subset regressions 0 0 0 13 0 0 3 62
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 3 5 6 47
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 3 4 4 73
Detecting p-hacking 0 0 1 94 2 5 10 202
Detecting p‐Hacking 0 0 1 10 0 2 7 28
Economic Forecasting 0 0 3 484 2 11 21 879
Efficient Tests for an Autoregressive Unit Root 1 3 5 783 4 12 39 2,398
Estimating Loss Function Parameters 0 1 1 281 1 8 11 1,233
Estimating Restricted Cointegrating Vectors 0 0 0 2 1 1 1 22
Forecasting in Economics and Finance 0 0 0 118 4 7 11 159
Forecasting in Economics and Finance 0 0 0 5 1 4 9 49
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 6 7 9 75
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 3 10 13 772
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 4 7 17 1,162
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 4 5 8 887
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 1 5 7 1,806
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 1 1 1 17
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 1 27 1 3 4 218
Optimal Forecast Combination Under Regime Switching 0 0 0 163 1 5 10 343
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 3 4 4 45
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 7 1 1 1 54
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 2 3 5 405
Pre and post break parameter inference 0 0 0 0 3 5 5 34
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 1 4 355
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 2 3 4 422
Testing for Unit Roots with Stationary Covariances 0 0 0 5 2 3 3 58
Testing for Unit Roots with Stationary Covariances 0 0 0 0 3 3 4 5
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 2 4 13
Testing for Unit Roots with Stationary Covariates 0 0 0 7 2 3 4 50
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 5 10 691
Testing for a trend with persistent errors 0 0 0 9 1 1 2 26
Tests for Unit Roots and the Initial Observation 0 0 0 1 2 2 2 23
Tests for Unit Roots and the Initial Observation 0 0 0 166 2 4 5 410
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 1 2 115 8 13 17 775
The Power of Tests for Detecting $p$-Hacking 0 1 1 30 4 8 12 40
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 1 1 26
Total Working Papers 1 6 15 3,758 87 183 303 14,981

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 5 8 11 186
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 3 160 4 6 16 484
Combined economic and technological evaluation of battery energy storage for grid applications 1 1 3 16 3 8 20 69
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 4 6 7 97
Complete subset regressions 0 1 2 218 4 9 14 631
Complete subset regressions with large-dimensional sets of predictors 0 0 2 102 4 11 20 300
Confidence intervals for autoregressive coefficients near one 0 0 1 65 5 6 9 261
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 4 6 8 165
Detecting p‐Hacking 0 0 1 21 4 11 21 93
Economic Forecasting 1 1 6 214 5 8 28 1,078
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 1 3 8 331
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 4 6 9 501
Efficient Tests for an Autoregressive Unit Root 1 6 25 2,522 14 55 179 7,297
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 2 4 204
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 0 163 3 8 16 418
Evaluating significance: comments on "size matters" 0 0 1 76 1 2 3 218
Forecast combination when outcomes are difficult to predict 0 0 1 10 0 5 12 87
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 3 7 9 70
Forecasting in Economics and Finance 0 0 12 76 7 14 42 234
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 4 7 9 303
Inference in Models with Nearly Integrated Regressors 0 2 2 78 2 6 8 338
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 3 4 5 220
International business cycles and the dynamics of the current account 0 0 0 99 5 10 13 288
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 2 4 4 166
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 2 2 59
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 4 7 332
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 3 3 7 324
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 2 4 15 394
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 3 10 10 110
Optimal forecast combinations under general loss functions and forecast error distributions 0 1 1 185 2 4 8 574
Pre and post break parameter inference 0 0 0 2 9 10 12 73
Predicting binary outcomes 0 0 0 98 3 5 10 265
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 1 2 2 178
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 2 3 5 86
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 3 3 6 162
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 1 2 12 82
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 3 5 7 111
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 1 21 1 2 3 74
Testing for a trend with persistent errors 0 0 2 3 4 6 10 30
Testing for unit roots with stationary covariates 0 0 0 63 7 8 10 241
Tests for Unit Roots and the Initial Condition 0 0 0 131 7 7 10 424
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 4 7 8 161
Total Journal Articles 3 12 63 5,158 147 299 619 17,719

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 11 30 48 835
Total Books 0 0 0 0 11 30 48 835

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 2 3 4
Forecasting with Trending Data 0 1 5 248 2 11 17 1,941
Introduction 0 0 0 27 0 1 1 86
Total Chapters 0 1 5 275 2 14 21 2,031

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Statistics updated 2026-02-12