Graham Elliott
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Graham |
| last: |
Elliott |
Identifer
Contact
Affiliations
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University of California-San Diego (UCSD)
/ Department of Economics
Research profile
author of:
- Testing for Unit Roots with Stationary Covariates (RePEc:aah:aarhec:2000-6)
by Graham Elliott & Michael Jansson - Economic Forecasting (RePEc:aea:jeclit:v:46:y:2008:i:1:p:3-56)
by Graham Elliott & Allan Timmermann - The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution (RePEc:ags:aare89:144390)
by Bewley, Ronald A. & Elliott, Graham - Forecasting in Economics and Finance (RePEc:anr:reveco:v:8:y:2016:p:81-110)
by Graham Elliott & Allan Timmermann - Detecting p-hacking (RePEc:arx:papers:1906.06711)
by Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich - The Power of Tests for Detecting $p$-Hacking (RePEc:arx:papers:2205.07950)
by Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich - Estimating Restricted Cointegrating Vectors (RePEc:bes:jnlbes:v:18:y:2000:i:1:p:91-99)
by Elliott, Graham - Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (RePEc:bes:jnlbes:v:23:y:2005:p:34-48)
by Graham Elliott & Michael Jansson & Elena Pesavento - The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates (RePEc:bla:ecorec:v:70:y:1994:i:208:p:19-25)
by Graham Elliott & Ronald Bewley - Some Evidence on Option Prices as Predictors of Volatility (RePEc:bla:obuest:v:54:y:1992:i:4:p:567-78)
by Edey, Malcolm & Elliott, Graham - Testing for Unit Roots with Stationary Covariances (RePEc:cdl:econwp:qt47k7z69n)
by Elliott, Graham & Jansson, Michael - Testing for Unit Roots with Stationary Covariates (RePEc:cdl:econwp:qt4v35s2gv)
by Elliott, Graham & Jansson, Michael - Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions (RePEc:cdl:ucsdec:qt15r9t2q2)
by Elliott, Graham & Timmermann, Allan - Complete subset regressions (RePEc:cdl:ucsdec:qt1st3n7z7)
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan - Optimal Power for Testing Potential Cointegrating Vectors with Known (RePEc:cdl:ucsdec:qt2bv7n071)
by Elliott, Graham & Jansson, Michael & Pesavento, Elena - Detecting p‐Hacking (RePEc:cdl:ucsdec:qt2p04s3dr)
by Elliott, Graham & Kudrin, Nikolay & Wüthrich, Kaspar - Testing for Unit Roots with Stationary Covariances (RePEc:cdl:ucsdec:qt47k7z69n)
by Elliott, Graham & Jansson, Michael - Pre and post break parameter inference (RePEc:cdl:ucsdec:qt4j733246)
by Elliott, Graham & Müller, Ulrich K - Testing for Unit Roots with Stationary Covariates (RePEc:cdl:ucsdec:qt4v35s2gv)
by Elliott, Graham & Jansson, Michael - Optimally Testing General Breaking Processes in Linear Time Series Models (RePEc:cdl:ucsdec:qt58n33447)
by Elliott, Graham & Mueller, Ulrich K. - Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (RePEc:cdl:ucsdec:qt5jp0q0fx)
by Elliott, Graham & Müller, Ulrich K & Watson, Mark W - Estimating Restricted Cointegrating Vectors (RePEc:cdl:ucsdec:qt5sr55716)
by Elliott, Graham - Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market (RePEc:cdl:ucsdec:qt5wm0q8mz)
by Elliott, Graham & ITO, TAKATOSHI - Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction (RePEc:cdl:ucsdec:qt6vn2z5bj)
by Elliott, Graham & Taylor, AM Robert - Confidence Intervals for Autoregressive Coefficients Near One (RePEc:cdl:ucsdec:qt6ww3p59v)
by Elliott, Graham & STOCK, JAMES H - Forecasting in Economics and Finance (RePEc:cdl:ucsdec:qt6z55v472)
by Elliott, Graham & Timmermann, Allan G - Testing for a trend with persistent errors (RePEc:cdl:ucsdec:qt8qb0j5s7)
by Elliott, Graham - Tests for Unit Roots and the Initial Observation (RePEc:cdl:ucsdec:qt9h99b2sv)
by Muller, Ulrich & Elliott, Graham - Confidence Sets for the Date of a Single Break in Linear Time Series Regressions (RePEc:cdl:ucsdec:qt9hf4j4c2)
by Elliott, Graham & Muller, Ulrich K. - Forecasting in Economics and Finance (RePEc:cpr:ceprdp:11354)
by Timmermann, Allan & Elliott, Graham - International Business Cycles and the Dynamics of the Current Account (RePEc:cpr:ceprdp:1280)
by Elliott, Graham & Fatás, Antonio - Estimating Loss Function Parameters (RePEc:cpr:ceprdp:3821)
by Timmermann, Allan & Elliott, Graham & Komunjer, Ivana - Optimal Forecast Combination Under Regime Switching (RePEc:cpr:ceprdp:4649)
by Timmermann, Allan & Elliott, Graham - Economic Forecasting (RePEc:cpr:ceprdp:6158)
by Timmermann, Allan & Elliott, Graham - Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown (RePEc:cup:etheor:v:10:y:1994:i:3-4:p:672-700_00)
by Elliott, Graham & Stock, James H. - Inference in Models with Nearly Integrated Regressors (RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00)
by Cavanagh, Christopher L. & Elliott, Graham & Stock, James H. - Time Series Analysis: Nonstationary And Noninvertible Distribution Theory (RePEc:cup:etheor:v:14:y:1998:i:04:p:511-516_14)
by Elliott, Graham - Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root (RePEc:cup:etheor:v:25:y:2009:i:06:p:1829-1850_99)
by Elliott, Graham & Pesavento, Elena - Efficient Tests for an Autoregressive Unit Root (RePEc:ecm:emetrp:v:64:y:1996:i:4:p:813-36)
by Elliott, Graham & Rothenberg, Thomas J & Stock, James H - On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots (RePEc:ecm:emetrp:v:66:y:1998:i:1:p:149-158)
by Graham Elliott - Tests for Unit Roots and the Initial Condition (RePEc:ecm:emetrp:v:71:y:2003:i:4:p:1269-1286)
by Ulrich K. M¸ller & Graham Elliott - Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (RePEc:ecm:nasm04:601)
by Allan Timmermann & Graham Elliott & Ivana Komunjer - Supervisor training to support principle-driven practice with youth in foster care (RePEc:eee:cysrev:v:34:y:2012:i:4:p:680-690)
by Atukpawu, Grace & Mertinko, Elizabeth & Graham, Elliott & Denniston, John (Jack) - Complete subset regressions with large-dimensional sets of predictors (RePEc:eee:dyncon:v:54:y:2015:i:c:p:86-110)
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan - Handbook of Economic Forecasting (RePEc:eee:ecofch)
from Elsevier as editor - Forecasting with Trending Data (RePEc:eee:ecofch:1-11)
by Elliott, Graham - Handbook of Economic Forecasting (RePEc:eee:ecofor)
from Elsevier as editor - Handbook of Economic Forecasting (RePEc:eee:ecofor:1)
by None - Handbook of Economic Forecasting (RePEc:eee:ecofor:2)
by None - Confidence intervals for autoregressive coefficients near one (RePEc:eee:econom:v:103:y:2001:i:1-2:p:155-181)
by Elliott, Graham & Stock, James H. - Testing for unit roots with stationary covariates (RePEc:eee:econom:v:115:y:2003:i:1:p:75-89)
by Elliott, Graham & Jansson, Michael - Optimal forecast combinations under general loss functions and forecast error distributions (RePEc:eee:econom:v:122:y:2004:i:1:p:47-79)
by Elliott, Graham & Timmermann, Allan - Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger (RePEc:eee:econom:v:135:y:2006:i:1-2:p:1-9)
by Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus - Minimizing the impact of the initial condition on testing for unit roots (RePEc:eee:econom:v:135:y:2006:i:1-2:p:285-310)
by Elliott, Graham & Muller, Ulrich K. - Confidence sets for the date of a single break in linear time series regressions (RePEc:eee:econom:v:141:y:2007:i:2:p:1196-1218)
by Elliott, Graham & Muller, Ulrich K. - A control function approach for testing the usefulness of trending variables in forecast models and linear regression (RePEc:eee:econom:v:164:y:2011:i:1:p:79-91)
by Elliott, Graham - Predicting binary outcomes (RePEc:eee:econom:v:174:y:2013:i:1:p:15-26)
by Elliott, Graham & Lieli, Robert P. - Complete subset regressions (RePEc:eee:econom:v:177:y:2013:i:2:p:357-373)
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan - Pre and post break parameter inference (RePEc:eee:econom:v:180:y:2014:i:2:p:141-157)
by Elliott, Graham & Müller, Ulrich K. - Testing for a trend with persistent errors (RePEc:eee:econom:v:219:y:2020:i:2:p:314-328)
by Elliott, Graham - International business cycles and the dynamics of the current account (RePEc:eee:eecrev:v:40:y:1996:i:2:p:361-387)
by Elliott, Graham & Fatas, Antonio - Sir Clive W. J. Granger (1934-2009) (RePEc:eee:intfor:v:25:y:2009:i:4:p:639-641)
by Elliott, Graham - Comments on 'Forecasting with a real-time data set for macroeconomists' (RePEc:eee:jmacro:v:24:y:2002:i:4:p:533-539)
by Elliott, Graham - Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market (RePEc:eee:moneco:v:43:y:1999:i:2:p:435-456)
by Elliott, Graham & Ito, Takatoshi - Evaluating significance: comments on "size matters" (RePEc:eee:soceco:v:33:y:2004:i:5:p:547-550)
by Elliott, Graham & Granger, Clive W.J. - Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss? (RePEc:een:camaaa:2005-14)
by Graham Elliott & Ivana Komunjer & Allan Timmermann - The Rejection Of Homogeneity In Demand And Supply Analysis: An Explanation And Solution (RePEc:fth:nesowa:89-2)
by Bewley, R. & Elliot, G. - Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market (RePEc:hit:hituec:a347)
by Graham Elliott & Takatoshi Ito - Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution (RePEc:ier:iecrev:v:40:y:1999:i:3:p:767-83)
by Elliott, Graham - Optimal Forecast Combination Under Regime Switching (RePEc:ier:iecrev:v:46:y:2005:i:4:p:1081-1102)
by Graham Elliott & Allan Timmermann - On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 (RePEc:mcb:jmoncb:v:38:y:2006:i:6:p:1405-1430)
by Elliott, Graham & Pesavento, Elena - Combined economic and technological evaluation of battery energy storage for grid applications (RePEc:nat:natene:v:4:y:2019:i:1:d:10.1038_s41560-018-0290-1)
by D. M. Davies & M. G. Verde & O. Mnyshenko & Y. R. Chen & R. Rajeev & Y. S. Meng & G. Elliott - Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown (RePEc:nbr:nberte:0122)
by Graham Elliott & James H. Stock - Efficient Tests for an Autoregressive Unit Root (RePEc:nbr:nberte:0130)
by Graham Elliott & Thomas J. Rothenberg & James H. Stock - Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market (RePEc:nbr:nberwo:5376)
by Graham Elliott & Takatoshi Ito - Estimation and Testing of Forecast Rationality under Flexible Loss (RePEc:oup:restud:v:72:y:2005:i:4:p:1107-1125)
by Graham Elliott & Allan Timmermann & Ivana Komunjer - Efficient Tests for General Persistent Time Variation in Regression Coefficients (RePEc:oup:restud:v:73:y:2006:i:4:p:907-940)
by Graham Elliott & Ulrich K. Muller - Accounting for Non-stationarity in Demand Systems (RePEc:pal:palchp:978-1-349-12221-9_4)
by Ronald Bewley & Graham Elliott - Introduction (RePEc:pup:chapts:10740-1)
by Graham Elliott & Allan Timmermann - Economic Forecasting (RePEc:pup:pbooks:10740)
by Graham Elliott & Allan Timmermann - Pricing Behaviour in Australian Financial Futures Markets (RePEc:rba:rbardp:rdp8804)
by Malcolm Edey & Graham Elliott - The Intertemporal Government Budget Constraint and Tests for Bubbles (RePEc:rba:rbardp:rdp8809)
by Graham Elliott & Colm Kearney - Option Prices and Implied Volatilities: An Empirical Analysis (RePEc:rba:rbardp:rdp8902)
by Malcolm Edey & Graham Elliott - Forecast combination when outcomes are difficult to predict (RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1253-2)
by Graham Elliott - Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (RePEc:tpr:jeurec:v:6:y:2008:i:1:p:122-157)
by Graham Elliott & Ivana Komunjer & Allan Timmermann - Forecasting Conditional Probabilities of Binary Outcomes under Misspecification (RePEc:tpr:restat:v:98:y:2016:i:4:p:742-755)
by Graham Elliott & Dalia Ghanem & Fabian Krüger - Tests for Unit Roots and the Initial Observation (RePEc:usg:dp2002:2002-02)
by Ulrich K. Müller & Graham Elliott - Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (RePEc:wly:emetrp:v:83:y:2015:i::p:771-811)
by Graham Elliott & Ulrich K. Müller & Mark W. Watson - Detecting p‐Hacking (RePEc:wly:emetrp:v:90:y:2022:i:2:p:887-906)
by Graham Elliott & Nikolay Kudrin & Kaspar Wüthrich