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 0 1 12
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 1 2 5 356
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 1 2 4 715
Complete subset regressions 1 1 1 13 3 4 11 47
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 3 40
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 0 1 68
Detecting p-hacking 0 0 0 93 1 1 3 189
Detecting p‐Hacking 1 1 2 8 1 1 2 16
Economic Forecasting 0 1 6 474 3 5 17 839
Efficient Tests for an Autoregressive Unit Root 0 2 6 775 3 13 37 2,335
Estimating Loss Function Parameters 2 2 4 280 3 3 8 1,219
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 0 20
Forecasting in Economics and Finance 0 0 0 4 0 1 4 30
Forecasting in Economics and Finance 0 0 1 117 0 1 5 142
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 1 15 0 0 1 65
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 0 1 759
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 1 219 0 0 1 1,144
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 0 1 878
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 0 0 1,798
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 0 0 2 333
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 2 41
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 6 0 0 1 50
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 0 1 2 399
Pre and post break parameter inference 0 0 0 0 0 0 3 29
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 0 0 351
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 0 1 418
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 0 54
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 0 1
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 1 3 7
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 0 45
Testing for Unit Roots with Stationary Covariates 0 0 0 167 1 1 3 680
Testing for a trend with persistent errors 0 0 0 8 0 0 0 22
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 0 0 0 404
The Intertemporal Government Budget Constraint and Tests for Bubbles 1 2 4 112 3 6 11 751
The Power of Tests for Detecting $p$-Hacking 0 0 0 28 0 0 3 22
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 0 25
Total Working Papers 5 9 26 3,725 21 42 136 14,555


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 43 0 0 1 172
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 1 3 156 1 3 8 463
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 4 9 2 8 20 40
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 0 89
Complete subset regressions 0 1 8 211 2 7 31 604
Complete subset regressions with large-dimensional sets of predictors 0 0 4 98 0 1 8 268
Confidence intervals for autoregressive coefficients near one 0 0 0 64 0 1 1 250
Confidence sets for the date of a single break in linear time series regressions 0 0 2 38 0 0 3 154
Detecting p‐Hacking 1 2 6 15 2 8 26 56
Economic Forecasting 1 2 6 204 2 8 26 1,030
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 1 3 118 0 1 5 321
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 1 2 2 488
Efficient Tests for an Autoregressive Unit Root 0 9 57 2,467 23 58 272 7,002
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 0 0 200
Estimation and Testing of Forecast Rationality under Flexible Loss 0 1 4 160 0 2 9 396
Evaluating significance: comments on "size matters" 0 1 1 75 0 1 3 215
Forecast combination when outcomes are difficult to predict 0 0 0 9 0 1 5 75
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 0 0 0 60
Forecasting in Economics and Finance 1 3 4 50 2 5 9 164
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 1 1 96 0 2 2 291
Inference in Models with Nearly Integrated Regressors 0 0 0 75 1 1 3 329
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 1 1 4 215
International business cycles and the dynamics of the current account 0 0 0 98 0 0 2 274
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 2 2 3 159
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 0 1 55
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 0 1 324
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 1 106 0 0 3 316
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 2 7 377
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 99
Optimal forecast combinations under general loss functions and forecast error distributions 0 0 0 182 1 1 7 561
Pre and post break parameter inference 0 0 0 2 0 1 4 59
Predicting binary outcomes 1 1 8 97 3 3 14 252
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 1 43 0 0 1 176
Sir Clive W. J. Granger (1934-2009) 0 0 1 27 0 0 2 80
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 0 2 154
Supervisor training to support principle-driven practice with youth in foster care 0 0 3 9 0 3 8 68
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 0 1 104
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 19
Testing for unit roots with stationary covariates 0 0 2 63 1 1 3 231
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 1 2 412
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 0 153
Total Journal Articles 4 24 119 5,018 45 125 502 16,826


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 5 16 67 748
Total Books 0 0 0 0 5 16 67 748


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 1 1
Forecasting with Trending Data 0 0 2 239 1 2 7 1,919
Introduction 0 0 0 27 0 0 1 85
Total Chapters 0 0 2 266 1 2 9 2,005


Statistics updated 2024-06-06