Graham Elliott
Names
first:  Graham 
last:  Elliott 
Contact
email:  
homepage:  http://www.econ.ucsd.edu/~gelliott 
Affiliations

University of CaliforniaSan Diego (UCSD)
→ Department of Economics
 website
 location: La Jolla, California (United States)
Research profile
author of:

Testing for Unit Roots with Stationary Covariates
by Graham Elliott & Michael Jansson 
International Business Cycles and the Dynamics of the Current Account
by Elliott, Graham & Fatás, Antonio 
Estimating Loss Function Parameters
by Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G. 
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market
by Graham Elliott & Takatoshi Ito 
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
by Graham Elliott & James H. Stock 
Efficient Tests for an Autoregressive Unit Root
by Graham Elliott & Thomas J. Rothenberg & James H. Stock 
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
by Graham Elliott & Takatoshi Ito 
Pricing Behaviour in Australian Financial Futures Markets
by Malcolm Edey & Graham Elliott 
Option Prices and Implied Volatilities: An Empirical Analysis
by Malcolm Edey & Graham Elliott 
Tests for Unit Roots and the Initial Observation
by Ulrich K. Müller & Graham Elliott 
Estimating Restricted Cointegrating Vectors.
by Elliott, Graham 
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates
by GRAHAM ELLIOTT & RONALD BEWLEY 
Some Evidence on Option Prices as Predictors of Volatility.
by Edey, Malcolm & Elliott, Graham 
Efficient Tests for an Autoregressive Unit Root.
by Elliott, Graham & Rothenberg, Thomas J. & Stock, James H. 
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots
by Graham Elliott 
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution.
by Elliott, Graham 
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Allan Timmermann & Graham Elliott & Ivana Komunjer 
International business cycles and the dynamics of the current account
by Elliott, Graham & Fatas, Antonio 
Tests for Unit Roots and the Initial Condition
by Ulrich K. Mller & Graham Elliott 
Comments on 'Forecasting with a realtime data set for macroeconomists'
by Elliott, Graham 
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
by Elliott, Graham & Ito, Takatoshi 
Confidence intervals for autoregressive coefficients near one
by Elliott, Graham & Stock, James H. 
Testing for unit roots with stationary covariates
by Elliott, Graham & Jansson, Michael 
Optimal forecast combinations under general loss functions and forecast error distributions
by Elliott, Graham & Timmermann, Allan 
Evaluating significance: comments on "size matters"
by Elliott, Graham & Granger, Clive W. J. 
Optimal Forecast Combination Under Regime Switching
by Elliott, Graham & Timmermann, Allan G. 
Minimizing the impact of the initial condition on testing for unit roots
by Elliott, Graham & Muller, Ulrich K. 
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
by Elliott, Graham & Pesavento, Elena 
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *
by Graham Elliott & Allan Timmermann 
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
by Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus 
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
by Graham Elliott & Michael Jansson & Elena Pesavento 
The Intertemporal Government Budget Constraint and Tests for Bubbles
by Graham Elliott & Colm Kearney 
Economic Forecasting
by Elliott, Graham & Timmermann, Allan G. 
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION
by BEWLEY, R. & ELLIOT, G. 
Confidence sets for the date of a single break in linear time series regressions
by Elliott, Graham & Muller, Ulrich K. 
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Graham Elliott & Ivana Komunjer & Allan Timmermann 
Forecasting with Trending Data
by Elliott, Graham
edited by 
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
by Elliott, Graham & Stock, James H. 
Inference in Models with Nearly Integrated Regressors
by Cavanagh, Christopher L. & Elliott, Graham & Stock, James H. 
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY
by Elliott, Graham 
Economic Forecasting
by Graham Elliott & Allan Timmermann 
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
by Elliott, Graham & Pesavento, Elena 
Sir Clive W. J. Granger (19342009)
by Elliott, Graham 
A control function approach for testing the usefulness of trending variables in forecast models and linear regression
by Elliott, Graham 
Supervisor training to support principledriven practice with youth in foster care
by Atukpawu, Grace & Mertinko, Elizabeth & Graham, Elliott & Denniston, John (Jack) 
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution
by Bewley, Ronald A. & Elliott, Graham 
Predicting binary outcomes
by Elliott, Graham & Lieli, Robert P. 
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?
by Graham Elliott & Ivana Komunjer & Allan Timmermann 
Optimal Power for Testing Potential Cointegrating Vectors with Known
by Elliott, Graham & Jansson, Michael & Pesavento, Elena 
Tests for Unit Roots and the Initial Observation
by Muller, Ulrich & Elliott, Graham 
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
by Graham Elliott & Ulrich K. Müller & Mark W. Watson 
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions
by Elliott, Graham & Timmermann, Allan 
Pre and post break parameter inference
by Elliott, Graham & Müller, Ulrich K. 
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
by Elliott, Graham & ITO, TAKATOSHI 
Testing for Unit Roots with Stationary Covariates
by Elliott, Graham & Jansson, Michael 
Optimally Testing General Breaking Processes in Linear Time Series Models
by Elliott, Graham & Mueller, Ulrich K. 
Complete subset regressions with largedimensional sets of predictors
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan 
Efficient Tests for General Persistent Time Variation in Regression Coefficients
by Graham Elliott & Ulrich K. Muller 
Confidence Intervals for Autoregressive Coefficients Near One
by Elliott, Graham & STOCK, JAMES H. 
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions
by Elliott, Graham & Muller, Ulrich K. 
Testing for Unit Roots with Stationary Covariances
by Elliott, Graham & Jansson, Michael 
Estimation and Testing of Forecast Rationality under Flexible Loss
by Graham Elliott & Allan Timmermann & Ivana Komunjer 
Estimating Restricted Cointegrating Vectors
by Elliott, Graham 
Complete subset regressions
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan 
Forecasting in Economics and Finance
by Elliott, Graham & Timmermann, Allan G. 
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
by Graham Elliott & Dalia Ghanem & Fabian Krüger 
Forecasting in Economics and Finance
by Graham Elliott & Allan Timmermann 
Economic Forecasting
by Graham Elliott & Allan Timmermann 
Introduction
by Graham Elliott & Allan Timmermann
edited by 
Forecast combination when outcomes are difficult to predict
by Graham Elliott 
NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS
by Elliott, Graham & Mueller, Ulrich K. & Watson, Mark W. 
Annals issue of Journal of Econometrics "Recent Advances in Time Series Econometrics" Guest Editors' introduction
by Elliott, Graham & Taylor, AM Robert 
Forecasting in Economics and Finance
by Elliott, Graham & Timmermann, Allan G. 
Complete subset regressions
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan 
Detecting phacking
by Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich 
Pre and post break parameter inference
by Elliott, G. & Müller, UK
editor of:

Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann