Access Statistics for Graham Elliott

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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 15
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 1 3 8 363
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 0 0 3 717
Complete subset regressions 0 0 1 13 0 0 15 59
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 1 2 42
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 0 1 69
Detecting p-hacking 1 1 1 94 2 4 8 196
Detecting p‐Hacking 1 1 3 10 1 4 10 25
Economic Forecasting 0 0 7 481 1 2 24 860
Efficient Tests for an Autoregressive Unit Root 1 1 4 779 4 10 37 2,369
Estimating Loss Function Parameters 0 0 2 280 0 1 7 1,223
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 21
Forecasting in Economics and Finance 0 0 1 118 0 2 8 150
Forecasting in Economics and Finance 0 0 1 5 1 2 12 42
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 2 3 68
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 1 1 760
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 10 11 1,155
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 2 3 881
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 1 2 1,800
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 0 26 0 0 0 214
Optimal Forecast Combination Under Regime Switching 0 0 0 163 1 3 3 336
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
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 0 2 3 402
Pre and post break parameter inference 0 0 0 0 0 0 0 29
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 3 3 354
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 0 0 418
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 1 55
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 1 1 2
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 2 5 11
Testing for Unit Roots with Stationary Covariates 0 0 1 168 1 2 4 683
Testing for a trend with persistent errors 0 0 1 9 0 0 2 24
Tests for Unit Roots and the Initial Observation 0 0 0 166 0 0 1 405
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 0 2 113 0 0 10 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 0 2 8 30
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 0 25
Total Working Papers 3 3 26 3,746 12 60 204 14,738

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 2 45 0 1 4 176
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 1 3 4 160 3 5 11 473
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 4 13 0 4 15 53
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 1 2 91
Complete subset regressions 0 0 5 216 0 0 15 617
Complete subset regressions with large-dimensional sets of predictors 0 1 3 101 0 2 14 282
Confidence intervals for autoregressive coefficients near one 0 1 1 65 0 1 3 253
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 1 1 4 158
Detecting p‐Hacking 0 1 7 21 2 4 22 76
Economic Forecasting 1 3 8 211 1 6 28 1,056
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 1 1 3 324
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 0 5 492
Efficient Tests for an Autoregressive Unit Root 3 10 40 2,507 28 53 192 7,171
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 1 1 201
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 3 163 1 3 9 405
Evaluating significance: comments on "size matters" 0 0 0 75 0 0 0 215
Forecast combination when outcomes are difficult to predict 0 0 0 9 0 1 1 76
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 0 0 1 61
Forecasting in Economics and Finance 0 3 18 67 2 12 42 204
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 1 97 0 1 4 295
Inference in Models with Nearly Integrated Regressors 0 0 1 76 0 1 3 331
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 1 215
International business cycles and the dynamics of the current account 0 0 1 99 0 1 2 276
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 0 5 162
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 0 2 57
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 1 2 326
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 1 2 318
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 2 3 6 382
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 100
Optimal forecast combinations under general loss functions and forecast error distributions 0 0 2 184 0 0 6 566
Pre and post break parameter inference 0 0 0 2 0 1 3 62
Predicting binary outcomes 0 0 2 98 0 0 6 255
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 0 0 176
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 0 1 2 82
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 0 2 156
Supervisor training to support principle-driven practice with youth in foster care 0 0 1 10 0 10 12 80
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 0 104
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 0 20 0 0 0 71
Testing for a trend with persistent errors 0 0 0 1 0 1 2 21
Testing for unit roots with stationary covariates 0 0 0 63 1 1 2 232
Tests for Unit Roots and the Initial Condition 0 0 0 131 1 3 5 417
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 0 153
Total Journal Articles 5 22 103 5,117 43 121 440 17,221

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 1 5 49 792
Total Books 0 0 0 0 1 5 49 792

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 0 1
Forecasting with Trending Data 0 1 5 244 0 2 8 1,926
Introduction 0 0 0 27 0 0 0 85
Total Chapters 0 1 5 271 0 2 8 2,012

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