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 4 20
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 1 267 0 1 13 732
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 166 1 1 16 379
Complete subset regressions 0 0 0 13 3 3 12 74
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 10 52
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 1 2 1 2 18 87
Detecting p-hacking 0 0 0 94 0 5 18 215
Detecting p‐Hacking 0 0 0 10 0 1 12 38
Economic Forecasting 0 2 4 488 0 3 25 892
Efficient Tests for an Autoregressive Unit Root 0 1 6 785 4 7 49 2,429
Estimating Loss Function Parameters 0 0 1 281 0 0 13 1,237
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 2 23
Forecasting in Economics and Finance 0 0 1 6 0 1 10 55
Forecasting in Economics and Finance 0 0 0 118 0 1 12 163
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 1 3 13 81
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 0 14 776
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 1 1 11 1,166
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 1 2 12 894
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 2 12 1,812
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 0 0 1 4 20
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 0 27 1 2 13 228
Optimal Forecast Combination Under Regime Switching 0 0 1 164 2 3 18 354
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 8 10 63
Option Prices and Implied Volatilities: An Empirical Analysis 0 1 2 11 1 3 9 411
Pre and post break parameter inference 0 0 0 0 0 7 20 49
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 0 5 423
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 4 6
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 6 61
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 0 7 18
Testing for Unit Roots with Stationary Covariates 0 0 0 168 0 0 11 696
Testing for Unit Roots with Stationary Covariates 0 0 0 7 1 2 8 55
Testing for a trend with persistent errors 0 0 0 9 0 1 3 28
Tests for Unit Roots and the Initial Observation 0 0 0 166 1 1 13 418
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 0 3 24
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 2 115 1 1 19 777
The Power of Tests for Detecting $p$-Hacking 1 1 2 31 1 2 15 47
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 2 27
Total Working Papers 1 5 21 3,771 20 64 452 15,231

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 1 46 0 0 12 189
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 160 1 1 15 493
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 2 16 1 2 21 80
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 2 14 105
Complete subset regressions 1 1 2 219 7 8 31 653
Complete subset regressions with large-dimensional sets of predictors 0 0 0 102 1 2 20 307
Confidence intervals for autoregressive coefficients near one 0 0 0 65 0 1 13 266
Confidence sets for the date of a single break in linear time series regressions 0 0 2 40 0 2 16 174
Detecting p‐Hacking 0 0 1 22 1 3 37 116
Economic Forecasting 0 1 5 217 0 3 23 1,090
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 1 3 10 337
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 1 12 506
Efficient Tests for an Autoregressive Unit Root 1 3 21 2,537 3 24 166 7,398
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 0 5 207
Estimation and Testing of Forecast Rationality under Flexible Loss 0 2 3 166 1 7 23 431
Evaluating significance: comments on "size matters" 0 0 0 76 0 2 11 227
Forecast combination when outcomes are difficult to predict 0 0 0 10 0 0 12 93
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 2 9 0 1 20 83
Forecasting in Economics and Finance 0 2 9 84 1 6 42 259
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 97 0 0 14 310
Inference in Models with Nearly Integrated Regressors 1 1 4 80 1 3 22 353
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 13 229
International business cycles and the dynamics of the current account 0 0 0 99 0 0 14 291
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 0 13 175
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 1 10 67
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 0 106 0 2 11 338
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 1 1 107 0 1 8 329
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 2 13 400
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 5 10 31 601
Pre and post break parameter inference 0 0 0 2 0 1 17 80
Predicting binary outcomes 1 2 3 101 3 5 18 277
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 5 181
Sir Clive W. J. Granger (1934-2009) 0 0 0 27 0 0 15 98
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 1 7 165
Supervisor training to support principle-driven practice with youth in foster care 0 0 1 11 0 0 4 84
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 0 1 9 115
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 1 21 0 0 4 75
Testing for a trend with persistent errors 0 0 1 3 0 3 14 36
Testing for unit roots with stationary covariates 0 0 0 63 0 1 14 247
Tests for Unit Roots and the Initial Condition 0 0 0 131 1 2 14 431
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 1 1 8 162
Total Journal Articles 4 13 62 5,203 29 102 792 18,169

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 9 61 866
Total Books 0 0 0 0 1 9 61 866

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 6 7
Forecasting with Trending Data 0 0 1 248 0 1 20 1,950
Introduction 0 0 0 27 0 0 2 87
Total Chapters 0 0 1 275 0 1 28 2,044

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Statistics updated 2026-10-11