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 2 3 15
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 2 3 8 362
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 0 1 4 717
Complete subset regressions 0 0 1 13 0 1 16 59
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 1 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 0 0 0 93 2 3 6 194
Detecting p‐Hacking 0 1 2 9 3 4 9 24
Economic Forecasting 0 3 8 481 0 8 24 858
Efficient Tests for an Autoregressive Unit Root 0 0 5 778 3 11 40 2,362
Estimating Loss Function Parameters 0 0 2 280 0 2 6 1,222
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 1 1 21
Forecasting in Economics and Finance 0 1 1 5 1 3 12 41
Forecasting in Economics and Finance 0 0 1 118 1 1 8 149
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 2 2 3 68
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 1 1 1 760
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 10 10 11 1,155
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 2 2 3 881
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 1 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 2 2 2 335
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 1 1 7 0 3 3 53
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 2 3 4 402
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 3 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 0 0 1
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 1 3 9
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for Unit Roots with Stationary Covariates 0 0 1 168 1 1 3 682
Testing for a trend with persistent errors 0 1 1 9 0 1 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 3 113 0 1 13 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 1 4 7 29
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 0 25
Total Working Papers 0 7 27 3,743 38 76 203 14,716

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 1 1 4 176
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 1 2 3 158 1 3 9 469
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 5 13 4 8 21 53
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 1 1 2 91
Complete subset regressions 0 1 6 216 0 1 20 617
Complete subset regressions with large-dimensional sets of predictors 0 1 2 100 1 3 14 281
Confidence intervals for autoregressive coefficients near one 1 1 1 65 1 2 4 253
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 0 1 3 157
Detecting p‐Hacking 0 2 7 20 1 7 25 73
Economic Forecasting 2 2 8 210 4 7 32 1,054
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 1 118 0 0 3 323
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 1 6 492
Efficient Tests for an Autoregressive Unit Root 6 14 45 2,503 14 37 188 7,132
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 1 1 201
Estimation and Testing of Forecast Rationality under Flexible Loss 0 2 4 163 1 3 9 403
Evaluating significance: comments on "size matters" 0 0 1 75 0 0 1 215
Forecast combination when outcomes are difficult to predict 0 0 0 9 0 0 1 75
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 0 0 1 61
Forecasting in Economics and Finance 3 3 20 67 9 14 42 201
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 2 97 1 3 6 295
Inference in Models with Nearly Integrated Regressors 0 1 1 76 1 2 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 0 1 275
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 1 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 1 1 2 326
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 1 2 318
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 3 5 380
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 1 100
Optimal forecast combinations under general loss functions and forecast error distributions 0 1 2 184 0 1 6 566
Pre and post break parameter inference 0 0 0 2 1 3 4 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 1 1 2 82
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 2 2 156
Supervisor training to support principle-driven practice with youth in foster care 0 0 1 10 10 10 15 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 1 1 3 21
Testing for unit roots with stationary covariates 0 0 0 63 0 0 1 231
Tests for Unit Roots and the Initial Condition 0 0 0 131 2 3 5 416
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 0 153
Total Journal Articles 13 31 114 5,108 59 123 458 17,159

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 3 16 58 790
Total Books 0 0 0 0 3 16 58 790

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 1 1 5 244 1 1 8 1,925
Introduction 0 0 0 27 0 0 0 85
Total Chapters 1 1 5 271 1 1 8 2,011

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Statistics updated 2025-03-03