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 2 2 3 15
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 0 166 1 1 6 360
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 266 1 2 4 717
Complete subset regressions 0 0 1 13 0 1 16 59
Confidence Intervals for Autoregressive Coefficients Near One 0 0 0 3 0 0 1 41
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 0 1 4 192
Detecting p‐Hacking 1 1 2 9 1 3 6 21
Economic Forecasting 1 3 8 481 4 8 25 858
Efficient Tests for an Autoregressive Unit Root 0 2 5 778 3 11 39 2,359
Estimating Loss Function Parameters 0 0 3 280 2 2 9 1,222
Estimating Restricted Cointegrating Vectors 0 0 0 2 0 1 1 21
Forecasting in Economics and Finance 0 0 1 118 0 2 7 148
Forecasting in Economics and Finance 1 1 1 5 1 3 11 40
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 0 15 0 0 1 66
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 0 0 759
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 219 0 0 1 1,145
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 0 0 1 879
International Business Cycles and the Dynamics of the Current Account 0 0 0 412 0 1 1 1,799
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 0 333
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 1 1 1 7 2 3 3 53
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 0 9 0 1 2 400
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 0 351
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 0 0 0 0 1
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 1 55
Testing for Unit Roots with Stationary Covariates 0 0 1 168 0 0 2 681
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 0 1 1 3 9
Testing for a trend with persistent errors 1 1 1 9 1 2 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 1 1 13 758
The Power of Tests for Detecting $p$-Hacking 0 0 1 29 2 3 6 28
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 28 3,743 22 49 171 14,678


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 3 175
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 1 2 157 1 2 8 468
Combined economic and technological evaluation of battery energy storage for grid applications 0 1 6 13 0 5 20 49
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 12 0 0 1 90
Complete subset regressions 1 1 8 216 1 2 22 617
Complete subset regressions with large-dimensional sets of predictors 1 1 3 100 2 2 14 280
Confidence intervals for autoregressive coefficients near one 0 0 0 64 0 1 3 252
Confidence sets for the date of a single break in linear time series regressions 0 0 0 38 0 2 3 157
Detecting p‐Hacking 2 3 7 20 4 9 29 72
Economic Forecasting 0 0 6 208 0 4 29 1,050
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 1 118 0 1 3 323
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 1 2 6 492
Efficient Tests for an Autoregressive Unit Root 3 14 45 2,497 12 39 191 7,118
Estimating Restricted Cointegrating Vectors 0 0 0 0 0 0 0 200
Estimation and Testing of Forecast Rationality under Flexible Loss 2 3 4 163 2 3 8 402
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 0 0 17 64 1 6 33 192
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 1 2 97 0 3 5 294
Inference in Models with Nearly Integrated Regressors 1 1 1 76 1 1 2 330
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 1 2 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 0 0 1 325
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 0 106 0 0 1 317
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 0 2 4 379
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 1 1 1 100
Optimal forecast combinations under general loss functions and forecast error distributions 0 1 2 184 0 2 8 566
Pre and post break parameter inference 0 0 0 2 0 2 3 61
Predicting binary outcomes 0 1 3 98 0 2 7 255
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 0 1 2 81
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 2 2 2 156
Supervisor training to support principle-driven practice with youth in foster care 0 0 1 10 0 0 7 70
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 0 1 3 20
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 0 2 4 414
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates 0 0 0 2 0 0 0 153
Total Journal Articles 10 28 112 5,095 29 99 436 17,100


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 4 15 60 787
Total Books 0 0 0 0 4 15 60 787


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 0 0 5 243 0 0 8 1,924
Introduction 0 0 0 27 0 0 0 85
Total Chapters 0 0 5 270 0 0 8 2,010


Statistics updated 2025-02-05