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 0 0 0 1 1
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 3 164 0 2 11 335
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 263 0 1 11 692
Complete subset regressions 0 0 3 3 0 0 9 9
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 2 0 1 2 23
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 1 3 13 53
Detecting p-hacking 1 3 4 52 6 16 35 50
Economic Forecasting 1 2 10 459 2 3 29 788
Efficient Tests for an Autoregressive Unit Root 1 2 10 749 6 11 55 2,215
Estimating Loss Function Parameters 0 0 1 270 0 2 18 1,196
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 0 2 17
Forecasting in Economics and Finance 0 1 1 1 0 1 4 4
Forecasting in Economics and Finance 1 1 1 109 4 5 10 109
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 13 0 2 6 58
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 2 6 747
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 218 0 2 7 1,137
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 157 0 0 9 861
International Business Cycles and the Dynamics of the Current Account 0 0 1 412 0 1 9 1,797
NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS 0 0 0 0 0 2 4 4
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 1 25 1 7 41 155
Optimal Forecast Combination Under Regime Switching 0 0 0 161 0 1 3 321
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 3 9 34
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 5 1 1 4 40
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 8 0 0 5 395
Pre and post break parameter inference 0 0 0 0 1 1 5 5
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 1 6 349
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 1 3 415
Testing for Unit Roots with Stationary Covariances 0 0 1 5 0 2 10 49
Testing for Unit Roots with Stationary Covariates 0 0 0 167 0 2 8 669
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 2 7 43
Tests for Unit Roots and the Initial Observation 0 0 0 1 0 0 3 19
Tests for Unit Roots and the Initial Observation 0 1 1 164 0 1 4 398
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 0 2 102 3 7 29 708
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 3 0 1 8 24
Total Working Papers 4 10 39 3,539 25 84 386 13,720

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 1 2 3 40 2 3 9 153
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 6 149 1 1 24 435
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 11 0 0 1 88
Complete subset regressions 0 4 12 156 3 12 50 438
Complete subset regressions with large-dimensional sets of predictors 0 1 7 78 4 8 25 204
Confidence intervals for autoregressive coefficients near one 0 0 0 64 0 0 4 240
Confidence sets for the date of a single break in linear time series regressions 0 0 2 34 0 2 9 145
Economic Forecasting 3 8 30 164 7 15 72 895
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 1 1 111 1 3 8 303
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 0 2 18 472
Efficient Tests for an Autoregressive Unit Root 23 47 157 2,168 64 130 555 5,842
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 1 3 193
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 1 155 1 2 9 378
Evaluating significance: comments on "size matters" 0 0 2 72 1 2 8 206
Forecast combination when outcomes are difficult to predict 0 0 3 8 4 5 12 37
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 0 7 1 4 6 56
Forecasting in Economics and Finance 0 3 5 26 1 11 37 97
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 0 89 0 0 6 270
Inference in Models with Nearly Integrated Regressors 0 0 2 74 0 2 11 312
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 2 198
International business cycles and the dynamics of the current account 0 0 0 96 1 1 5 260
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 51 0 1 5 154
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 2 10 2 3 12 46
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 1 106 0 0 9 316
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 102 0 1 4 300
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 3 6 14 338
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 2 93
Optimal forecast combinations under general loss functions and forecast error distributions 0 0 7 169 0 3 24 498
Pre and post break parameter inference 0 0 0 2 1 1 3 44
Predicting binary outcomes 0 1 9 70 1 4 30 192
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 1 41 0 0 6 170
Sir Clive W. J. Granger (1934-2009) 0 0 0 26 0 0 1 73
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 1 1 8 140
Supervisor training to support principle-driven practice with youth in foster care 0 0 2 6 1 2 5 55
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 29 0 0 6 100
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 0 20 0 0 1 66
Testing for unit roots with stationary covariates 0 0 1 53 0 1 7 207
Tests for Unit Roots and the Initial Condition 0 0 1 131 2 4 8 402
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 1 0 0 1 147
Total Journal Articles 27 67 255 4,449 103 231 1,020 14,563

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 23 47 153 395
Total Books 0 0 0 0 23 47 153 395

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Trending Data 2 6 16 224 5 12 50 1,855
Introduction 0 0 0 27 0 1 4 84
Total Chapters 2 6 16 251 5 13 54 1,939

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-11-03