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Details about Graham Elliott

E-mail:
Homepage:http://www.econ.ucsd.edu/~gelliott
Workplace:Department of Economics, University of California-San Diego (UCSD), (more information at EDIRC)

Access statistics for papers by Graham Elliott.

Last updated 2022-10-13. Update your information in the RePEc Author Service.

Short-id: pel18


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Working Papers

2024

  1. The Power of Tests for Detecting $p$-Hacking
    Papers, arXiv.org Downloads

2022

  1. Detecting p‐Hacking
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
    Also in Papers, arXiv.org (2021) Downloads View citations (1)

    See also Journal Article Detecting p‐Hacking, Econometrica, Econometric Society (2022) Downloads View citations (2) (2022)

2020

  1. Testing for a trend with persistent errors
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article Testing for a trend with persistent errors, Journal of Econometrics, Elsevier (2020) Downloads (2020)

2016

  1. Forecasting in Economics and Finance
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (82)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (82)

    See also Journal Article Forecasting in Economics and Finance, Annual Review of Economics, Annual Reviews (2016) Downloads View citations (82) (2016)

2015

  1. Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (72)
    See also Journal Article Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis, Econometrica, Econometric Society (2015) Downloads View citations (70) (2015)

2014

  1. Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
  2. Pre and post break parameter inference
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (13)
    See also Journal Article Pre and post break parameter inference, Journal of Econometrics, Elsevier (2014) Downloads View citations (12) (2014)

2013

  1. Complete subset regressions
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (122)
    See also Journal Article Complete subset regressions, Journal of Econometrics, Elsevier (2013) Downloads View citations (114) (2013)

2007

  1. Economic Forecasting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    See also Book Economic Forecasting, Economics Books, Princeton University Press (2016) View citations (80) (2016)
    Journal Article Economic Forecasting, Journal of Economic Literature, American Economic Association (2008) Downloads View citations (184) (2008)

2005

  1. BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (9)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (17)

    See also Journal Article Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?, Journal of the European Economic Association, MIT Press (2008) Downloads View citations (172) (2008)

2004

  1. Confidence Sets for the Date of a Single Break in Linear Time Series Regressions
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article Confidence sets for the date of a single break in linear time series regressions, Journal of Econometrics, Elsevier (2007) Downloads View citations (75) (2007)
  2. Optimal Forecast Combination Under Regime Switching
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2005) View citations (57) (2005)
  3. Optimal Power for Testing Potential Cointegrating Vectors with Known
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
  4. Optimally Testing General Breaking Processes in Linear Time Series Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads

2003

  1. Estimating Loss Function Parameters
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)

2002

  1. Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (10)
    See also Journal Article Optimal forecast combinations under general loss functions and forecast error distributions, Journal of Econometrics, Elsevier (2004) Downloads View citations (99) (2004)
  2. Testing for Unit Roots with Stationary Covariates
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2000) Downloads
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2002) Downloads
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) Downloads View citations (1)
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)

    See also Journal Article Testing for unit roots with stationary covariates, Journal of Econometrics, Elsevier (2003) Downloads View citations (65) (2003)

2001

  1. Tests for Unit Roots and the Initial Observation
    University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen Downloads View citations (2)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2001) Downloads View citations (2)

2000

  1. Confidence Intervals for Autoregressive Coefficients Near One
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article Confidence intervals for autoregressive coefficients near one, Journal of Econometrics, Elsevier (2001) Downloads View citations (39) (2001)

1999

  1. Estimating Restricted Cointegrating Vectors
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    See also Journal Article Estimating Restricted Cointegrating Vectors, Journal of Business & Economic Statistics, American Statistical Association (2000) View citations (7) (2000)

1998

  1. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (1998) View citations (3)

    See also Journal Article Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market, Journal of Monetary Economics, Elsevier (1999) Downloads View citations (100) (1999)

1995

  1. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
  2. International Business Cycles and the Dynamics of the Current Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article International business cycles and the dynamics of the current account, European Economic Review, Elsevier (1996) Downloads View citations (35) (1996)

1992

  1. Efficient Tests for an Autoregressive Unit Root
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (120)
    See also Journal Article Efficient Tests for an Autoregressive Unit Root, Econometrica, Econometric Society (1996) Downloads View citations (3644) (1996)
  2. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown, Econometric Theory, Cambridge University Press (1994) Downloads View citations (103) (1994)

1989

  1. Option Prices and Implied Volatilities: An Empirical Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
  2. THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION
    Working Papers, New South Wales - School of Economics View citations (2)
    Also in 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society (1989) Downloads View citations (2)

1988

  1. Pricing Behaviour in Australian Financial Futures Markets
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
  2. The Intertemporal Government Budget Constraint and Tests for Bubbles
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (10)

Journal Articles

2022

  1. Detecting p‐Hacking
    Econometrica, 2022, 90, (2), 887-906 Downloads View citations (2)
    See also Working Paper Detecting p‐Hacking, University of California at San Diego, Economics Working Paper Series (2022) Downloads View citations (1) (2022)

2020

  1. Testing for a trend with persistent errors
    Journal of Econometrics, 2020, 219, (2), 314-328 Downloads
    See also Working Paper Testing for a trend with persistent errors, University of California at San Diego, Economics Working Paper Series (2020) Downloads (2020)

2019

  1. Combined economic and technological evaluation of battery energy storage for grid applications
    Nature Energy, 2019, 4, (1), 42-50 Downloads View citations (15)

2017

  1. Forecast combination when outcomes are difficult to predict
    Empirical Economics, 2017, 53, (1), 7-20 Downloads View citations (5)

2016

  1. Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
    The Review of Economics and Statistics, 2016, 98, (4), 742-755 Downloads View citations (1)
  2. Forecasting in Economics and Finance
    Annual Review of Economics, 2016, 8, (1), 81-110 Downloads View citations (82)
    See also Working Paper Forecasting in Economics and Finance, University of California at San Diego, Economics Working Paper Series (2016) Downloads View citations (82) (2016)

2015

  1. Complete subset regressions with large-dimensional sets of predictors
    Journal of Economic Dynamics and Control, 2015, 54, (C), 86-110 Downloads View citations (29)
  2. Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
    Econometrica, 2015, 83, 771-811 Downloads View citations (70)
    See also Working Paper Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis, University of California at San Diego, Economics Working Paper Series (2015) Downloads View citations (72) (2015)

2014

  1. Pre and post break parameter inference
    Journal of Econometrics, 2014, 180, (2), 141-157 Downloads View citations (12)
    See also Working Paper Pre and post break parameter inference, University of California at San Diego, Economics Working Paper Series (2014) Downloads View citations (13) (2014)

2013

  1. Complete subset regressions
    Journal of Econometrics, 2013, 177, (2), 357-373 Downloads View citations (114)
    See also Working Paper Complete subset regressions, University of California at San Diego, Economics Working Paper Series (2013) Downloads View citations (122) (2013)
  2. Predicting binary outcomes
    Journal of Econometrics, 2013, 174, (1), 15-26 Downloads View citations (47)

2012

  1. Supervisor training to support principle-driven practice with youth in foster care
    Children and Youth Services Review, 2012, 34, (4), 680-690 Downloads

2011

  1. A control function approach for testing the usefulness of trending variables in forecast models and linear regression
    Journal of Econometrics, 2011, 164, (1), 79-91 Downloads View citations (9)

2009

  1. Sir Clive W. J. Granger (1934-2009)
    International Journal of Forecasting, 2009, 25, (4), 639-641 Downloads
  2. TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
    Econometric Theory, 2009, 25, (6), 1829-1850 Downloads View citations (3)

2008

  1. Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
    Journal of the European Economic Association, 2008, 6, (1), 122-157 Downloads View citations (172)
    See also Working Paper BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?, CAMA Working Papers (2005) Downloads View citations (9) (2005)
  2. Economic Forecasting
    Journal of Economic Literature, 2008, 46, (1), 3-56 Downloads View citations (184)
    See also Book Economic Forecasting, Economics Books, 2016 (2016) View citations (80) (2016)
    Working Paper Economic Forecasting, CEPR Discussion Papers (2007) Downloads View citations (7) (2007)

2007

  1. Confidence sets for the date of a single break in linear time series regressions
    Journal of Econometrics, 2007, 141, (2), 1196-1218 Downloads View citations (75)
    See also Working Paper Confidence Sets for the Date of a Single Break in Linear Time Series Regressions, University of California at San Diego, Economics Working Paper Series (2004) Downloads (2004)

2006

  1. Efficient Tests for General Persistent Time Variation in Regression Coefficients
    The Review of Economic Studies, 2006, 73, (4), 907-940 Downloads View citations (130)
  2. Minimizing the impact of the initial condition on testing for unit roots
    Journal of Econometrics, 2006, 135, (1-2), 285-310 Downloads View citations (40)
  3. On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
    Journal of Money, Credit and Banking, 2006, 38, (6), 1405-1430 Downloads View citations (26)
  4. Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
    Journal of Econometrics, 2006, 135, (1-2), 1-9 Downloads View citations (4)

2005

  1. Estimation and Testing of Forecast Rationality under Flexible Loss
    The Review of Economic Studies, 2005, 72, (4), 1107-1125 Downloads View citations (225)
  2. OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *
    International Economic Review, 2005, 46, (4), 1081-1102 View citations (57)
    See also Working Paper Optimal Forecast Combination Under Regime Switching, CEPR Discussion Papers (2004) Downloads View citations (9) (2004)
  3. Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
    Journal of Business & Economic Statistics, 2005, 23, 34-48 Downloads View citations (24)

2004

  1. Evaluating significance: comments on "size matters"
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2004, 33, (5), 547-550 Downloads View citations (5)
  2. Optimal forecast combinations under general loss functions and forecast error distributions
    Journal of Econometrics, 2004, 122, (1), 47-79 Downloads View citations (99)
    See also Working Paper Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions, University of California at San Diego, Economics Working Paper Series (2002) Downloads View citations (10) (2002)

2003

  1. Testing for unit roots with stationary covariates
    Journal of Econometrics, 2003, 115, (1), 75-89 Downloads View citations (65)
    See also Working Paper Testing for Unit Roots with Stationary Covariates, Department of Economics, Working Paper Series (2002) Downloads (2002)
  2. Tests for Unit Roots and the Initial Condition
    Econometrica, 2003, 71, (4), 1269-1286 View citations (134)

2002

  1. Comments on 'Forecasting with a real-time data set for macroeconomists'
    Journal of Macroeconomics, 2002, 24, (4), 533-539 Downloads View citations (15)

2001

  1. Confidence intervals for autoregressive coefficients near one
    Journal of Econometrics, 2001, 103, (1-2), 155-181 Downloads View citations (39)
    See also Working Paper Confidence Intervals for Autoregressive Coefficients Near One, University of California at San Diego, Economics Working Paper Series (2000) Downloads (2000)

2000

  1. Estimating Restricted Cointegrating Vectors
    Journal of Business & Economic Statistics, 2000, 18, (1), 91-99 View citations (7)
    See also Working Paper Estimating Restricted Cointegrating Vectors, University of California at San Diego, Economics Working Paper Series (1999) Downloads (1999)

1999

  1. Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution
    International Economic Review, 1999, 40, (3), 767-83 View citations (147)
  2. Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
    Journal of Monetary Economics, 1999, 43, (2), 435-456 Downloads View citations (100)
    See also Working Paper Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market, University of California at San Diego, Economics Working Paper Series (1998) Downloads (1998)

1998

  1. On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots
    Econometrica, 1998, 66, (1), 149-158 View citations (145)
  2. TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY
    Econometric Theory, 1998, 14, (4), 511-516 Downloads

1996

  1. Efficient Tests for an Autoregressive Unit Root
    Econometrica, 1996, 64, (4), 813-36 Downloads View citations (3644)
    See also Working Paper Efficient Tests for an Autoregressive Unit Root, NBER Technical Working Papers (1992) Downloads View citations (120) (1992)
  2. International business cycles and the dynamics of the current account
    European Economic Review, 1996, 40, (2), 361-387 Downloads View citations (35)
    See also Working Paper International Business Cycles and the Dynamics of the Current Account, CEPR Discussion Papers (1995) Downloads (1995)

1995

  1. Inference in Models with Nearly Integrated Regressors
    Econometric Theory, 1995, 11, (5), 1131-1147 Downloads View citations (221)

1994

  1. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
    Econometric Theory, 1994, 10, (3-4), 672-700 Downloads View citations (103)
    See also Working Paper Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown, NBER Technical Working Papers (1992) Downloads View citations (7) (1992)
  2. The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates
    The Economic Record, 1994, 70, (208), 19-25 Downloads

1992

  1. Some Evidence on Option Prices as Predictors of Volatility
    Oxford Bulletin of Economics and Statistics, 1992, 54, (4), 567-78 View citations (3)

Books

2016

  1. Economic Forecasting
    Economics Books, Princeton University Press View citations (80)
    See also Journal Article Economic Forecasting, Journal of Economic Literature, American Economic Association (2008) Downloads View citations (184) (2008)
    Working Paper Economic Forecasting, CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (7) (2007)

Edited books

2013

  1. Handbook of Economic Forecasting, vol 2
    Handbook of Economic Forecasting, Elsevier Downloads View citations (927)

2006

  1. Handbook of Economic Forecasting, vol 1
    Handbook of Economic Forecasting, Elsevier Downloads View citations (880)

Chapters

2016

  1. Introduction
    A chapter in Economic Forecasting, 2016 Downloads

2006

  1. Forecasting with Trending Data
    Elsevier Downloads View citations (14)

1992

  1. Accounting for Non-stationarity in Demand Systems
    Palgrave Macmillan View citations (1)

Editor

  1. Handbook of Economic Forecasting
    Elsevier
  2. Handbook of Economic Forecasting
    Elsevier
 
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