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Graham Elliott · Study
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Author
Graham Elliott
30 works
· latest 2022
· 3 institutions
cluster: provisional
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27
i10
30
Citations
13,478
Works here
30
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Most cited in this library
Efficient Tests for an Autoregressive Unit Root
1996 · 5,637 citations
Efficient Tests for an Autoregressive Unit Root
1992 · 4,234 citations
Inference in Models with Nearly Integrated Regressors
1995 · 370 citations
Estimation and Testing of Forecast Rationality under Flexible Loss
2005 · 343 citations
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
2008 · 272 citations
Works
30 shown
Detecting p‐Hacking
Econometrica
·
2022
·
3 authors
61
citations
Detecting p-hacking
RePEc: Research Papers in Economics
·
2019
·
3 authors
·
preprint
·
Open access
20
citations
Forecasting in Economics and Finance
Annual Review of Economics
·
2016
·
2 authors
·
review
69
citations
Complete subset regressions with large-dimensional sets of predictors
Journal of Economic Dynamics and Control
·
2015
·
3 authors
44
citations
Pre and post break parameter inference
Journal of Econometrics
·
2014
·
2 authors
·
Open access
28
citations
Complete subset regressions
Journal of Econometrics
·
2013
·
3 authors
·
Open access
211
citations
Averaging and the optimal combination of forecasts
·
2011
·
1 author
61
citations
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
Journal of the European Economic Association
·
2008
·
3 authors
·
Open access
272
citations
Economic Forecasting
Journal of Economic Literature
·
2008
·
2 authors
254
citations
Confidence sets for the date of a single break in linear time series regressions
Journal of Econometrics
·
2007
·
2 authors
·
Open access
88
citations
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
Journal of money credit and banking
·
2006
·
2 authors
57
citations
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*
International Economic Review
·
2005
·
2 authors
·
Open access
91
citations
Estimation and Testing of Forecast Rationality under Flexible Loss
The Review of Economic Studies
·
2005
·
3 authors
343
citations
Minimizing the impact of the initial condition on testing for unit roots
Journal of Econometrics
·
2005
·
2 authors
66
citations
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Journal of Business and Economic Statistics
·
2004
·
3 authors
48
citations
Evaluating significance: comments on “size matters”
The Journal of Socio-Economics
·
2004
·
2 authors
24
citations
Optimal forecast combinations under general loss functions and forecast error distributions
Journal of Econometrics
·
2004
·
2 authors
·
Open access
185
citations
Tests for Unit Roots and the Initial Condition
Econometrica
·
2003
·
2 authors
214
citations
Testing for unit roots with stationary covariates
Journal of Econometrics
·
2003
·
2 authors
·
Open access
110
citations
Confidence intervals for autoregressive coefficients near one
Journal of Econometrics
·
2001
·
2 authors
·
Open access
70
citations
Estimating Restricted Cointegrating Vectors
Journal of Business and Economic Statistics
·
2000
·
1 author
·
Open access
17
citations
Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution
International Economic Review
·
1999
·
1 author
246
citations
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
Journal of Monetary Economics
·
1999
·
2 authors
·
Open access
103
citations
On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
Econometrica
·
1998
·
1 author
255
citations
Efficient Tests for an Autoregressive Unit Root
Econometrica
·
1996
·
3 authors
5,637
citations
International business cycles and the dynamics of the current account
European Economic Review
·
1996
·
2 authors
65
citations
Inference in Models with Nearly Integrated Regressors
Econometric Theory
·
1995
·
3 authors
370
citations
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
Econometric Theory
·
1994
·
2 authors
201
citations
Efficient Tests for an Autoregressive Unit Root
National Bureau of Economic Research
·
1992
·
3 authors
·
report
·
Open access
4,234
citations
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
National Bureau of Economic Research
·
1992
·
2 authors
·
report
·
Open access
34
citations