Graham Elliott
Personal Details
First Name: | Graham |
Middle Name: | |
Last Name: | Elliott |
Suffix: | |
RePEc Short-ID: | pel18 |
| |
http://www.econ.ucsd.edu/~gelliott | |
Terminal Degree: | 1994 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of California-San Diego (UCSD)
La Jolla, California (United States)http://economics.ucsd.edu/
RePEc:edi:deucsus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2022. "The Power of Tests for Detecting $p$-Hacking," Papers 2205.07950, arXiv.org, revised Apr 2024.
- Elliott, Graham, 2020.
"Testing for a trend with persistent errors,"
University of California at San Diego, Economics Working Paper Series
qt8qb0j5s7, Department of Economics, UC San Diego.
- Elliott, Graham, 2020. "Testing for a trend with persistent errors," Journal of Econometrics, Elsevier, vol. 219(2), pages 314-328.
- Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019.
"Detecting p-hacking,"
Papers
1906.06711, arXiv.org, revised May 2021.
- Graham Elliott & Nikolay Kudrin & Kaspar Wüthrich, 2022. "Detecting p‐Hacking," Econometrica, Econometric Society, vol. 90(2), pages 887-906, March.
- Elliott, Graham & Kudrin, Nikolay & Wüthrich, Kaspar, 2022. "Detecting p‐Hacking," University of California at San Diego, Economics Working Paper Series qt2p04s3dr, Department of Economics, UC San Diego.
- Timmermann, Allan & Elliott, Graham, 2016.
"Forecasting in Economics and Finance,"
CEPR Discussion Papers
11354, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2016. "Forecasting in Economics and Finance," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 81-110, October.
- Elliott, Graham & Timmermann, Allan G, 2016. "Forecasting in Economics and Finance," University of California at San Diego, Economics Working Paper Series qt6z55v472, Department of Economics, UC San Diego.
- Elliott, Graham & Müller, Ulrich K & Watson, Mark W, 2015.
"Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis,"
University of California at San Diego, Economics Working Paper Series
qt5jp0q0fx, Department of Economics, UC San Diego.
- Graham Elliott & Ulrich K. Müller & Mark W. Watson, 2015. "Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis," Econometrica, Econometric Society, vol. 83, pages 771-811, March.
- Elliott, Graham & Taylor, AM Robert, 2014. "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 qt6vn2z5bj, Department of Economics, UC San Diego.
- Elliott, Graham & Müller, Ulrich K, 2014.
"Pre and post break parameter inference,"
University of California at San Diego, Economics Working Paper Series
qt4j733246, Department of Economics, UC San Diego.
- Elliott, Graham & Müller, Ulrich K., 2014. "Pre and post break parameter inference," Journal of Econometrics, Elsevier, vol. 180(2), pages 141-157.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013.
"Complete subset regressions,"
University of California at San Diego, Economics Working Paper Series
qt1st3n7z7, Department of Economics, UC San Diego.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
- Timmermann, Allan & Elliott, Graham, 2007.
"Economic Forecasting,"
CEPR Discussion Papers
6158, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
- Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Timmermann, Allan & Elliott, Graham, 2004.
"Optimal Forecast Combination Under Regime Switching,"
CEPR Discussion Papers
4649, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2005. "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, vol. 46(4), pages 1081-1102, November.
- Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series qt2bv7n071, Department of Economics, UC San Diego.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Econometric Society 2004 North American Summer Meetings
601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Elliott, Graham & Muller, Ulrich K., 2004.
"Confidence Sets for the Date of a Single Break in Linear Time Series Regressions,"
University of California at San Diego, Economics Working Paper Series
qt9hf4j4c2, Department of Economics, UC San Diego.
- Elliott, Graham & Muller, Ulrich K., 2007. "Confidence sets for the date of a single break in linear time series regressions," Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December.
- Elliott, Graham & Mueller, Ulrich K., 2004. "Optimally Testing General Breaking Processes in Linear Time Series Models," University of California at San Diego, Economics Working Paper Series qt58n33447, Department of Economics, UC San Diego.
- Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
- Elliott, Graham & Timmermann, Allan, 2002.
"Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions,"
University of California at San Diego, Economics Working Paper Series
qt15r9t2q2, Department of Economics, UC San Diego.
- Elliott, Graham & Timmermann, Allan, 2004. "Optimal forecast combinations under general loss functions and forecast error distributions," Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
- Ulrich K. Müller & Graham Elliott, 2001.
"Tests for Unit Roots and the Initial Observation,"
University of St. Gallen Department of Economics working paper series 2002
2002-02, Department of Economics, University of St. Gallen.
- Muller, Ulrich & Elliott, Graham, 2001. "Tests for Unit Roots and the Initial Observation," University of California at San Diego, Economics Working Paper Series qt9h99b2sv, Department of Economics, UC San Diego.
- Elliott, Graham & STOCK, JAMES H, 2000.
"Confidence Intervals for Autoregressive Coefficients Near One,"
University of California at San Diego, Economics Working Paper Series
qt6ww3p59v, Department of Economics, UC San Diego.
- Elliott, Graham & Stock, James H., 2001. "Confidence intervals for autoregressive coefficients near one," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 155-181, July.
- Elliott, Graham, 1999.
"Estimating Restricted Cointegrating Vectors,"
University of California at San Diego, Economics Working Paper Series
qt5sr55716, Department of Economics, UC San Diego.
- Elliott, Graham, 2000. "Estimating Restricted Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 91-99, January.
- Graham Elliott & Takatoshi Ito, 1998.
"Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market,"
Discussion Paper Series
a347, Institute of Economic Research, Hitotsubashi University.
- Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
- Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc.
- Elliott, Graham & Fatás, Antonio, 1995.
"International Business Cycles and the Dynamics of the Current Account,"
CEPR Discussion Papers
1280, C.E.P.R. Discussion Papers.
- Elliott, Graham & Fatas, Antonio, 1996. "International business cycles and the dynamics of the current account," European Economic Review, Elsevier, vol. 40(2), pages 361-387, February.
- Graham Elliott & James H. Stock, 1992.
"Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown,"
NBER Technical Working Papers
0122, National Bureau of Economic Research, Inc.
- Elliott, Graham & Stock, James H., 1994. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992.
"Efficient Tests for an Autoregressive Unit Root,"
NBER Technical Working Papers
0130, National Bureau of Economic Research, Inc.
- Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
- Bewley, R. & Elliot, G., 1989.
"The Rejection Of Homogeneity In Demand And Supply Analysis: An Explanation And Solution,"
Papers
89-2, New South Wales - School of Economics.
- Bewley, Ronald A. & Elliott, Graham, 1989. "The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution," 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand 144390, Australian Agricultural and Resource Economics Society.
- Malcolm Edey & Graham Elliott, 1989. "Option Prices and Implied Volatilities: An Empirical Analysis," RBA Research Discussion Papers rdp8902, Reserve Bank of Australia.
- Graham Elliott & Colm Kearney, 1988. "The Intertemporal Government Budget Constraint and Tests for Bubbles," RBA Research Discussion Papers rdp8809, Reserve Bank of Australia.
- Malcolm Edey & Graham Elliott, 1988. "Pricing Behaviour in Australian Financial Futures Markets," RBA Research Discussion Papers rdp8804, Reserve Bank of Australia.
- Graham Elliott & Michael Jansson, "undated".
"Testing for Unit Roots with Stationary Covariates,"
Economics Working Papers
2000-6, Department of Economics and Business Economics, Aarhus University.
- Elliott, Graham & Jansson, Michael, 2003. "Testing for unit roots with stationary covariates," Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July.
- Elliott, Graham & Jansson, Michael, 2002. "Testing for Unit Roots with Stationary Covariates," University of California at San Diego, Economics Working Paper Series qt4v35s2gv, Department of Economics, UC San Diego.
- Elliott, Graham & Jansson, Michael, 2000. "Testing for Unit Roots with Stationary Covariances," University of California at San Diego, Economics Working Paper Series qt47k7z69n, Department of Economics, UC San Diego.
- Elliott, Graham & Jansson, Michael, 2002. "Testing for Unit Roots with Stationary Covariates," Department of Economics, Working Paper Series qt4v35s2gv, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Elliott, Graham & Jansson, Michael, 2000. "Testing for Unit Roots with Stationary Covariances," Department of Economics, Working Paper Series qt47k7z69n, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
Articles
- Graham Elliott & Nikolay Kudrin & Kaspar Wüthrich, 2022.
"Detecting p‐Hacking,"
Econometrica, Econometric Society, vol. 90(2), pages 887-906, March.
- Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019. "Detecting p-hacking," Papers 1906.06711, arXiv.org, revised May 2021.
- Elliott, Graham & Kudrin, Nikolay & Wüthrich, Kaspar, 2022. "Detecting p‐Hacking," University of California at San Diego, Economics Working Paper Series qt2p04s3dr, Department of Economics, UC San Diego.
- Elliott, Graham, 2020.
"Testing for a trend with persistent errors,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 314-328.
- Elliott, Graham, 2020. "Testing for a trend with persistent errors," University of California at San Diego, Economics Working Paper Series qt8qb0j5s7, Department of Economics, UC San Diego.
- D. M. Davies & M. G. Verde & O. Mnyshenko & Y. R. Chen & R. Rajeev & Y. S. Meng & G. Elliott, 2019. "Combined economic and technological evaluation of battery energy storage for grid applications," Nature Energy, Nature, vol. 4(1), pages 42-50, January.
- Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
- Graham Elliott & Allan Timmermann, 2016.
"Forecasting in Economics and Finance,"
Annual Review of Economics, Annual Reviews, vol. 8(1), pages 81-110, October.
- Elliott, Graham & Timmermann, Allan G, 2016. "Forecasting in Economics and Finance," University of California at San Diego, Economics Working Paper Series qt6z55v472, Department of Economics, UC San Diego.
- Timmermann, Allan & Elliott, Graham, 2016. "Forecasting in Economics and Finance," CEPR Discussion Papers 11354, C.E.P.R. Discussion Papers.
- Graham Elliott & Dalia Ghanem & Fabian Krüger, 2016. "Forecasting Conditional Probabilities of Binary Outcomes under Misspecification," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 742-755, October.
- Graham Elliott & Ulrich K. Müller & Mark W. Watson, 2015.
"Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis,"
Econometrica, Econometric Society, vol. 83, pages 771-811, March.
- Elliott, Graham & Müller, Ulrich K & Watson, Mark W, 2015. "Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis," University of California at San Diego, Economics Working Paper Series qt5jp0q0fx, Department of Economics, UC San Diego.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015. "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 86-110.
- Elliott, Graham & Müller, Ulrich K., 2014.
"Pre and post break parameter inference,"
Journal of Econometrics, Elsevier, vol. 180(2), pages 141-157.
- Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
- Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, vol. 174(1), pages 15-26.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013.
"Complete subset regressions,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
- Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," University of California at San Diego, Economics Working Paper Series qt1st3n7z7, Department of Economics, UC San Diego.
- Atukpawu, Grace & Mertinko, Elizabeth & Graham, Elliott & Denniston, John (Jack), 2012. "Supervisor training to support principle-driven practice with youth in foster care," Children and Youth Services Review, Elsevier, vol. 34(4), pages 680-690.
- Elliott, Graham, 2011. "A control function approach for testing the usefulness of trending variables in forecast models and linear regression," Journal of Econometrics, Elsevier, vol. 164(1), pages 79-91, September.
- Elliott, Graham & Pesavento, Elena, 2009. "Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1829-1850, December.
- Elliott, Graham, 2009. "Sir Clive W. J. Granger (1934-2009)," International Journal of Forecasting, Elsevier, vol. 25(4), pages 639-641, October.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Graham Elliott & Allan Timmermann, 2008.
"Economic Forecasting,"
Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
- Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
- Elliott, Graham & Muller, Ulrich K., 2007.
"Confidence sets for the date of a single break in linear time series regressions,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December.
- Elliott, Graham & Muller, Ulrich K., 2004. "Confidence Sets for the Date of a Single Break in Linear Time Series Regressions," University of California at San Diego, Economics Working Paper Series qt9hf4j4c2, Department of Economics, UC San Diego.
- Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310.
- Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1405-1430, September.
- Graham Elliott & Ulrich K. Muller, 2006. "Efficient Tests for General Persistent Time Variation in Regression Coefficients," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 907-940.
- Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006. "Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 1-9.
- Graham Elliott & Allan Timmermann & Ivana Komunjer, 2005. "Estimation and Testing of Forecast Rationality under Flexible Loss," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(4), pages 1107-1125.
- Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January.
- Graham Elliott & Allan Timmermann, 2005.
"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, vol. 46(4), pages 1081-1102, November.
- Timmermann, Allan & Elliott, Graham, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers.
- Elliott, Graham & Timmermann, Allan, 2004.
"Optimal forecast combinations under general loss functions and forecast error distributions,"
Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
- Elliott, Graham & Timmermann, Allan, 2002. "Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions," University of California at San Diego, Economics Working Paper Series qt15r9t2q2, Department of Economics, UC San Diego.
- Elliott, Graham & Granger, Clive W.J., 2004. "Evaluating significance: comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 547-550, November.
- Elliott, Graham & Jansson, Michael, 2003.
"Testing for unit roots with stationary covariates,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July.
- Graham Elliott & Michael Jansson, "undated". "Testing for Unit Roots with Stationary Covariates," Economics Working Papers 2000-6, Department of Economics and Business Economics, Aarhus University.
- Elliott, Graham & Jansson, Michael, 2002. "Testing for Unit Roots with Stationary Covariates," University of California at San Diego, Economics Working Paper Series qt4v35s2gv, Department of Economics, UC San Diego.
- Elliott, Graham & Jansson, Michael, 2000. "Testing for Unit Roots with Stationary Covariances," University of California at San Diego, Economics Working Paper Series qt47k7z69n, Department of Economics, UC San Diego.
- Elliott, Graham & Jansson, Michael, 2002. "Testing for Unit Roots with Stationary Covariates," Department of Economics, Working Paper Series qt4v35s2gv, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Elliott, Graham & Jansson, Michael, 2000. "Testing for Unit Roots with Stationary Covariances," Department of Economics, Working Paper Series qt47k7z69n, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Ulrich K. M¸ller & Graham Elliott, 2003. "Tests for Unit Roots and the Initial Condition," Econometrica, Econometric Society, vol. 71(4), pages 1269-1286, July.
- Elliott, Graham, 2002. "Comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 533-539, December.
- Elliott, Graham & Stock, James H., 2001.
"Confidence intervals for autoregressive coefficients near one,"
Journal of Econometrics, Elsevier, vol. 103(1-2), pages 155-181, July.
- Elliott, Graham & STOCK, JAMES H, 2000. "Confidence Intervals for Autoregressive Coefficients Near One," University of California at San Diego, Economics Working Paper Series qt6ww3p59v, Department of Economics, UC San Diego.
- Elliott, Graham, 2000.
"Estimating Restricted Cointegrating Vectors,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 91-99, January.
- Elliott, Graham, 1999. "Estimating Restricted Cointegrating Vectors," University of California at San Diego, Economics Working Paper Series qt5sr55716, Department of Economics, UC San Diego.
- Elliott, Graham & Ito, Takatoshi, 1999.
"Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market,"
Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
- Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series a347, Institute of Economic Research, Hitotsubashi University.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
- Elliott, Graham, 1999.
"Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(3), pages 767-783, August.
- Tom Doan, "undated". "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components RTS00066, Boston College Department of Economics.
- Elliott, Graham, 1998. "Time Series Analysis: Nonstationary And Noninvertible Distribution Theory," Econometric Theory, Cambridge University Press, vol. 14(4), pages 511-516, August.
- Graham Elliott, 1998. "On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots," Econometrica, Econometric Society, vol. 66(1), pages 149-158, January.
- Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996.
"Efficient Tests for an Autoregressive Unit Root,"
Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "GLSDETREND: RATS procedure to perform local to unity GLS detrending," Statistical Software Components RTS00077, Boston College Department of Economics.
- Tom Doan, "undated". "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components RTS00066, Boston College Department of Economics.
- Elliott, Graham & Fatas, Antonio, 1996.
"International business cycles and the dynamics of the current account,"
European Economic Review, Elsevier, vol. 40(2), pages 361-387, February.
- Elliott, Graham & Fatás, Antonio, 1995. "International Business Cycles and the Dynamics of the Current Account," CEPR Discussion Papers 1280, C.E.P.R. Discussion Papers.
- Cavanagh, Christopher L. & Elliott, Graham & Stock, James H., 1995. "Inference in Models with Nearly Integrated Regressors," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1131-1147, October.
- Elliott, Graham & Stock, James H., 1994.
"Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown,"
Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.
- Graham Elliott & James H. Stock, 1992. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc.
- Graham Elliott & Ronald Bewley, 1994. "The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 19-25, March.
- Edey, Malcolm & Elliott, Graham, 1992. "Some Evidence on Option Prices as Predictors of Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(4), pages 567-578, November.
Chapters
- Graham Elliott & Allan Timmermann, 2016. "Introduction," Introductory Chapters, in: Economic Forecasting, Princeton University Press.
- Elliott, Graham, 2006. "Forecasting with Trending Data," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 11, pages 555-604, Elsevier.
- Ronald Bewley & Graham Elliott, 1992. "Accounting for Non-stationarity in Demand Systems," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 4, pages 58-73, Palgrave Macmillan.
Books
- Graham Elliott & Allan Timmermann, 2016.
"Economic Forecasting,"
Economics Books,
Princeton University Press,
edition 1, number 10740.
- Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
- G. Elliott & C. Granger & A. Timmermann (ed.), 2013. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 2, number 2.
- G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.
Editorship
- Handbook of Economic Forecasting, Elsevier.
- Handbook of Economic Forecasting, Elsevier.
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- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (7) 2000-10-05 2002-06-24 2003-07-16 2005-02-13 2007-03-10 2019-06-24 2022-07-11. Author is listed
- NEP-ETS: Econometric Time Series (6) 2000-10-05 2002-06-24 2003-07-13 2004-10-30 2005-02-13 2007-03-10. Author is listed
- NEP-FOR: Forecasting (2) 2007-03-10 2016-07-09
- NEP-CBA: Central Banking (1) 2007-03-10
- NEP-MAC: Macroeconomics (1) 2004-10-30
- NEP-SOG: Sociology of Economics (1) 2022-05-16
Corrections
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