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


Statistics updated 2020-11-03