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

2022

2. Detecting p‐Hacking
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)
   Also in Papers, arXiv.org (2021) View citations (1)
   See also Journal Article Detecting p‐Hacking, Econometrica, Econometric Society (2022) View citations (2) (2022)

2020

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

2016

4. Forecasting in Economics and Finance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (90)
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2016) View citations (90)
   See also Journal Article Forecasting in Economics and Finance, Annual Review of Economics, Annual Reviews (2016) View citations (90) (2016)

2015

5. 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 View citations (82)
   See also Journal Article Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis, Econometrica, Econometric Society (2015) View citations (80) (2015)

2014

6. 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
7. Pre and post break parameter inference
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (14)
   See also Journal Article Pre and post break parameter inference, Journal of Econometrics, Elsevier (2014) View citations (12) (2014)

2013

8. Complete subset regressions
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (132)
   See also Journal Article Complete subset regressions, Journal of Econometrics, Elsevier (2013) View citations (134) (2013)

2007

9. Economic Forecasting
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
   See also Book Economic Forecasting, Economics Books, Princeton University Press (2016) View citations (87) (2016)
   Journal Article Economic Forecasting, Journal of Economic Literature, American Economic Association (2008) View citations (194) (2008)

2005

10. 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 View citations (9)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (17)
    See also Journal Article Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?, Journal of the European Economic Association, MIT Press (2008) View citations (176) (2008)

2004

11. 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
    See also Journal Article Confidence sets for the date of a single break in linear time series regressions, Journal of Econometrics, Elsevier (2007) View citations (75) (2007)
12. Optimal Forecast Combination Under Regime Switching
    CEPR Discussion Papers, C.E.P.R. Discussion Papers 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 (60) (2005)
13. 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 View citations (1)
14. 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

2003

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

2002

16. 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 View citations (10)
    See also Journal Article Optimal forecast combinations under general loss functions and forecast error distributions, Journal of Econometrics, Elsevier (2004) View citations (105) (2004)
17. Testing for Unit Roots with Stationary Covariates
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations (1)
    See also Journal Article Testing for unit roots with stationary covariates, Journal of Econometrics, Elsevier (2003) View citations (64) (2003)

2001

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

2000

19. Confidence Intervals for Autoregressive Coefficients Near One
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article Confidence intervals for autoregressive coefficients near one, Journal of Econometrics, Elsevier (2001) View citations (40) (2001)

1999

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

1998

21. 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
    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) View citations (100) (1999)

1995

22. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
23. International Business Cycles and the Dynamics of the Current Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article International business cycles and the dynamics of the current account, European Economic Review, Elsevier (1996) View citations (36) (1996)

1992

24. Efficient Tests for an Autoregressive Unit Root
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (141)
    See also Journal Article Efficient Tests for an Autoregressive Unit Root, Econometrica, Econometric Society (1996) View citations (3838) (1996)
25. 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 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) View citations (105) (1994)

1989

26. Option Prices and Implied Volatilities: An Empirical Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia
27. 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) View citations (2)

1988

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

Journal Articles

2022

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

2020

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

2019

3. Combined economic and technological evaluation of battery energy storage for grid applications
   Nature Energy, 2019, 4, (1), 42-50 View citations (17)

2017

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

2016

5. Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
   The Review of Economics and Statistics, 2016, 98, (4), 742-755 View citations (2)
6. Forecasting in Economics and Finance
   Annual Review of Economics, 2016, 8, (1), 81-110 View citations (90)
   See also Working Paper Forecasting in Economics and Finance, CEPR Discussion Papers (2016) View citations (90) (2016)

2015

7. Complete subset regressions with large-dimensional sets of predictors
   Journal of Economic Dynamics and Control, 2015, 54, (C), 86-110 View citations (31)
8. Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
   Econometrica, 2015, 83, 771-811 View citations (80)
   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) View citations (82) (2015)

2014

9. Pre and post break parameter inference
   Journal of Econometrics, 2014, 180, (2), 141-157 View citations (12)
   See also Working Paper Pre and post break parameter inference, University of California at San Diego, Economics Working Paper Series (2014) View citations (14) (2014)

2013

10. Complete subset regressions
    Journal of Econometrics, 2013, 177, (2), 357-373 View citations (134)
    See also Working Paper Complete subset regressions, University of California at San Diego, Economics Working Paper Series (2013) View citations (132) (2013)
11. Predicting binary outcomes
    Journal of Econometrics, 2013, 174, (1), 15-26 View citations (48)

2012

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

2011

13. 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 View citations (10)

2009

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

2008

16. Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
    Journal of the European Economic Association, 2008, 6, (1), 122-157 View citations (176)
    See also Working Paper BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?, CAMA Working Papers (2005) View citations (9) (2005)
17. Economic Forecasting
    Journal of Economic Literature, 2008, 46, (1), 3-56 View citations (194)
    See also Book Economic Forecasting, Economics Books, 2016 (2016) View citations (87) (2016)
    Working Paper Economic Forecasting, CEPR Discussion Papers (2007) View citations (7) (2007)

2007

18. Confidence sets for the date of a single break in linear time series regressions
    Journal of Econometrics, 2007, 141, (2), 1196-1218 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) (2004)

2006

19. Efficient Tests for General Persistent Time Variation in Regression Coefficients
    The Review of Economic Studies, 2006, 73, (4), 907-940 View citations (135)
20. Minimizing the impact of the initial condition on testing for unit roots
    Journal of Econometrics, 2006, 135, (1-2), 285-310 View citations (41)
21. On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
    Journal of Money, Credit and Banking, 2006, 38, (6), 1405-1430 View citations (25)
22. 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 View citations (4)

2005

23. Estimation and Testing of Forecast Rationality under Flexible Loss
    The Review of Economic Studies, 2005, 72, (4), 1107-1125 View citations (230)
24. OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *
    International Economic Review, 2005, 46, (4), 1081-1102 View citations (60)
    See also Working Paper Optimal Forecast Combination Under Regime Switching, CEPR Discussion Papers (2004) View citations (9) (2004)
25. Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
    Journal of Business & Economic Statistics, 2005, 23, 34-48 View citations (26)

2004

26. Evaluating significance: comments on "size matters"
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2004, 33, (5), 547-550 View citations (5)
27. Optimal forecast combinations under general loss functions and forecast error distributions
    Journal of Econometrics, 2004, 122, (1), 47-79 View citations (105)
    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) View citations (10) (2002)

2003

28. Testing for unit roots with stationary covariates
    Journal of Econometrics, 2003, 115, (1), 75-89 View citations (64)
    See also Working Paper Testing for Unit Roots with Stationary Covariates, University of California at San Diego, Economics Working Paper Series (2002) (2002)
29. Tests for Unit Roots and the Initial Condition
    Econometrica, 2003, 71, (4), 1269-1286 View citations (135)

2002

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

2001

31. Confidence intervals for autoregressive coefficients near one
    Journal of Econometrics, 2001, 103, (1-2), 155-181 View citations (40)
    See also Working Paper Confidence Intervals for Autoregressive Coefficients Near One, University of California at San Diego, Economics Working Paper Series (2000) (2000)

2000

32. 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) (1999)

1999

33. 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 (150)
34. Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
    Journal of Monetary Economics, 1999, 43, (2), 435-456 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) (1998)

1998

35. On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots
    Econometrica, 1998, 66, (1), 149-158 View citations (150)
36. TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY
    Econometric Theory, 1998, 14, (4), 511-516

1996

37. Efficient Tests for an Autoregressive Unit Root
    Econometrica, 1996, 64, (4), 813-36 View citations (3838)
    See also Working Paper Efficient Tests for an Autoregressive Unit Root, NBER Technical Working Papers (1992) View citations (141) (1992)
38. International business cycles and the dynamics of the current account
    European Economic Review, 1996, 40, (2), 361-387 View citations (36)
    See also Working Paper International Business Cycles and the Dynamics of the Current Account, CEPR Discussion Papers (1995) (1995)

1995

39. Inference in Models with Nearly Integrated Regressors
    Econometric Theory, 1995, 11, (5), 1131-1147 View citations (226)

1994

40. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
    Econometric Theory, 1994, 10, (3-4), 672-700 View citations (105)
    See also Working Paper Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown, NBER Technical Working Papers (1992) View citations (7) (1992)
41. The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates
    The Economic Record, 1994, 70, (208), 19-25

1992

42. 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 (87)
   See also Journal Article Economic Forecasting, Journal of Economic Literature, American Economic Association (2008) View citations (194) (2008)
   Working Paper Economic Forecasting, CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (7) (2007)

Edited books

2013

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

2006

2. Handbook of Economic Forecasting, vol 1
   Handbook of Economic Forecasting, Elsevier View citations (892)

Chapters

2016

1. Introduction
   A chapter in Economic Forecasting, 2016

2006

2. Forecasting with Trending Data
   Elsevier View citations (14)

1992

3. 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