Graham Elliott

Global rank #1461 98%

Institution: University of California-San Diego (UCSD)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.ucsd.edu/~gelliott

First Publication: 1992

Most Recent: 2022

RePEc ID: pel18 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.67	0.00	0.00	2.68
Last 10 Years	0.67	2.68	0.00	8.04
All Time	3.02	13.91	10.39	50.27

Publication Statistics

Raw Publications 26

Coauthorship-Adjusted Count 27.43

Publications (26)

Year	Article	Journal	Tier	Authors
2022	Detecting p‐Hacking	Econometrica	S	3
2020	Testing for a trend with persistent errors	Journal of Econometrics	A	1
2016	Forecasting Conditional Probabilities of Binary Outcomes under Misspecification	Review of Economics and Statistics	A	3
2015	Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis	Econometrica	S	3
2015	Complete subset regressions with large-dimensional sets of predictors	Journal of Economic Dynamics and Control	B	3
2014	Pre and post break parameter inference	Journal of Econometrics	A	2
2013	Predicting binary outcomes	Journal of Econometrics	A	2
2013	Complete subset regressions	Journal of Econometrics	A	3
2011	A control function approach for testing the usefulness of trending variables in forecast models and linear regression	Journal of Econometrics	A	1
2009	TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT	Econometric Theory	B	2
2009	Sir Clive W. J. Granger (1934-2009)	International Journal of Forecasting	B	1
2007	Confidence sets for the date of a single break in linear time series regressions	Journal of Econometrics	A	2
2006	Minimizing the impact of the initial condition on testing for unit roots	Journal of Econometrics	A	2
2006	Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger	Journal of Econometrics	A	4
2006	Efficient Tests for General Persistent Time Variation in Regression Coefficients	Review of Economic Studies	S	2
2005	Estimation and Testing of Forecast Rationality under Flexible Loss	Review of Economic Studies	S	3
2004	Optimal forecast combinations under general loss functions and forecast error distributions	Journal of Econometrics	A	2
2004	Evaluating significance: comments on "size matters"	Journal of Behavioral and Experimental Economics	B	2
2003	Testing for unit roots with stationary covariates	Journal of Econometrics	A	2
2001	Confidence intervals for autoregressive coefficients near one	Journal of Econometrics	A	2
1999	Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market	Journal of Monetary Economics	A	2
1998	TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY	Econometric Theory	B	1
1996	International business cycles and the dynamics of the current account	European Economic Review	B	2
1995	Inference in Models with Nearly Integrated Regressors	Econometric Theory	B	3
1994	Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown	Econometric Theory	B	2
1992	Some Evidence on Option Prices as Predictors of Volatility.	Oxford Bulletin of Economics and Statistics	B	2