Graham Elliott

University of California, San Diego (UCSD) - Department of Economics

Professor

9500 Gilman Drive

La Jolla, CA 92093-0508

United States

SCHOLARLY PAPERS

13

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960

SSRN CITATIONS
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Top 1,806

in Total Papers Citations

44

CROSSREF CITATIONS

522

Scholarly Papers (13)

1.

Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions

U of California, Econ, Discussion Paper No. 2002-08
Number of pages: 56 Posted: 30 Jul 2002
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD
Downloads 247 (124,854)
Citation 7

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Forecast Combination, Asymmetric Loss, Inflation Forecasting

2.

Tests for Unit Roots and the Initial Observation

U of St. Gallen, Econ. Discussion Paper No. 2002-02
Number of pages: 48 Posted: 30 Jan 2002
Graham Elliott and Ulrich K. Müller
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Department of Economics
Downloads 141 (207,459)
Citation 13

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Unit root tests, point optimal tests, weighted average power, asymptotic distributions

3.

Confidence Intervals for Autoregressive Coefficients Near One

UCSD Economics Discussion Paper 2000-19
Number of pages: 38 Posted: 07 Jan 2001
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 139 (209,925)
Citation 1

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4.

Optimally Testing General Breaking Processes in Linear Time Series Models

UCSD Economics Working Paper No. 2003-07
Number of pages: 57 Posted: 16 Jul 2003
Graham Elliott and Ulrich K. Müller
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Department of Economics
Downloads 119 (236,679)
Citation 10

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Optimal Tests, Parameters Instability, Breaks Tests

5.

Testing for Unit Roots with Stationary Covariates

UCSD Economics Discussion Paper No. 2000-06
Number of pages: 34 Posted: 23 Nov 2000
Graham Elliott and Michael Jansson
University of California, San Diego (UCSD) - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 89 (288,431)
Citation 8

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Unit Roots, Structural VAR

6.

Efficient Tests for an Autoregressive Unit Root

NBER Working Paper No. t0130
Number of pages: 46 Posted: 27 Jun 2007
Graham Elliott, Thomas J. Rothenberg and James H. Stock
University of California, San Diego (UCSD) - Department of Economics, affiliation not provided to SSRN and Harvard University - Department of Economics
Downloads 79 (310,153)
Citation 24

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7.
Downloads 59 (362,923)
Citation 19

Optimal Forecast Combination Under Regime Switching

International Economic Review, Vol. 46, No. 4, pp. 1081-1102, November 2005
Number of pages: 22 Posted: 06 Nov 2005
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD
Downloads 33 (469,006)
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Optimal Forecast Combination Under Regime Switching

CEPR Discussion Paper No. 4649
Number of pages: 31 Posted: 02 Dec 2004
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD
Downloads 26 (506,951)
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Forecast combination, time-varying combination weights, Markov switching, survey data

8.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market

NBER Working Paper No. w5376
Number of pages: 45 Posted: 05 Sep 2000 Last Revised: 24 Sep 2010
Graham Elliott and Takatoshi Ito
University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics
Downloads 32 (462,156)

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9.

Estimating Loss Function Parameters

CEPR Discussion Paper No. 3821
Number of pages: 55 Posted: 06 May 2003
Graham Elliott, Allan Timmermann and Ivana Komunjer
University of California, San Diego (UCSD) - Department of Economics, UCSD and University of California, San Diego (UCSD) - Department of Economics
Downloads 24 (503,512)
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IMF, OECD, asymmetric loss, macroeconomic forecasting

10.

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown

NBER Working Paper No. t0122
Number of pages: 43 Posted: 27 Jun 2007
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 20 (526,800)
Citation 4

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11.

Economic Forecasting

CEPR Discussion Paper No. DP6158
Number of pages: 61 Posted: 19 May 2008
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD
Downloads 7 (607,247)
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Economic forecasting, forecast evaluation, loss function

12.
Downloads 4 (627,633)
Citation 1

Forecasting in Economics and Finance

CEPR Discussion Paper No. DP11354
Number of pages: 40 Posted: 27 Jun 2016
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD
Downloads 4 (656,408)
Citation 1
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Big Data, Forecast evaluation, Forecast models, Model Instability, Parameter Estimation

Forecasting in Economics and Finance

Annual Review of Economics, Vol. 8, pp. 81-110, 2016
Posted: 18 Nov 2016
Graham Elliott and Allan Timmermann
University of California, San Diego (UCSD) - Department of Economics and UCSD

Abstract:

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13.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

UCSD Economics Discussion Paper No. 98-06
Posted: 08 Oct 1998
Graham Elliott and Takatoshi Ito
University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics

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