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 3 15
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 0 0 5 363
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 1 1 3 718
Complete subset regressions 0 0 0 13 1 3 13 62
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 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 1 94 1 1 8 197
Detecting p‐Hacking 0 0 2 10 1 1 10 26
Economic Forecasting 2 3 10 484 3 4 24 864
Efficient Tests for an Autoregressive Unit Root 0 0 3 779 2 7 35 2,376
Estimating Loss Function Parameters 0 0 0 280 0 1 4 1,224
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 1 21
Forecasting in Economics and Finance 0 0 1 118 0 0 7 150
Forecasting in Economics and Finance 0 0 1 5 1 3 14 45
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 0 2 68
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 1 1 2 761
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 0 11 1,155
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 1 3 882
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 0 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 0 0 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 0 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 0 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 0 55
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 1 2
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 0 4 11
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for Unit Roots with Stationary Covariates 0 0 0 168 0 0 2 683
Testing for a trend with persistent errors 0 0 1 9 0 1 3 25
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 1 405
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 1 113 0 0 5 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 0 1 8 31
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 4 0 0 0 25
Total Working Papers 2 3 22 3,749 11 25 187 14,763

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 0 4 176
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 4 160 1 3 10 476
Combined economic and technological evaluation of battery energy storage for grid applications 0 0 4 13 0 2 14 55
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 2 91
Complete subset regressions 0 1 6 217 3 4 16 621
Complete subset regressions with large-dimensional sets of predictors 0 0 2 101 0 3 15 285
Confidence intervals for autoregressive coefficients near one 0 0 1 65 0 0 3 253
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 0 0 4 158
Detecting p‐Hacking 0 0 5 21 0 0 16 76
Economic Forecasting 1 1 8 212 2 7 30 1,063
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 118 2 3 6 327
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 0 3 492
Efficient Tests for an Autoregressive Unit Root 1 7 37 2,514 9 40 166 7,211
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 1 2 202
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 3 163 2 2 8 407
Evaluating significance: comments on "size matters" 0 1 1 76 0 1 1 216
Forecast combination when outcomes are difficult to predict 0 0 0 9 2 2 3 78
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 1 2 3 63
Forecasting in Economics and Finance 3 6 20 73 4 8 43 212
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 1 97 1 1 5 296
Inference in Models with Nearly Integrated Regressors 0 0 1 76 0 0 2 331
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 0 215
International business cycles and the dynamics of the current account 0 0 0 99 1 1 2 277
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 52 0 0 3 162
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 3 327
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 1 2 3 320
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 5 10 387
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 1 4 567
Pre and post break parameter inference 0 0 0 2 0 1 4 63
Predicting binary outcomes 0 0 1 98 2 4 7 259
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 3 83
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 1 1 3 157
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 10 0 0 10 80
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 31 1 1 1 105
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 0 2 21
Testing for unit roots with stationary covariates 0 0 0 63 0 0 1 232
Tests for Unit Roots and the Initial Condition 0 0 0 131 0 0 5 417
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 1 1 1 154
Total Journal Articles 5 16 98 5,133 36 98 421 17,319

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 9 49 801
Total Books 0 0 0 0 3 9 49 801

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 2 3 5 247 2 3 7 1,929
Introduction 0 0 0 27 0 0 0 85
Total Chapters 2 3 5 274 2 3 7 2,015

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Statistics updated 2025-08-05