Concepedia

Graham Elliott

GE

46

Publications

9.5K

Citations

26

H-Index

1988

Active since

Affiliations

University of California San Diego(Current)

Princeton University

Emory University

University of California, Berkeley

Graham Elliott is an author at University of California San Diego specializing in engineering, statistics, and business.

Top concepts

EngineeringStatisticsBusinessEconomicsFinanceEconometricsMacroeconomicsForecastingPredictive AnalyticsStatistical Inference

Publications per year

1988–2022

46

Publications

46

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.5K citations

Economics, Engineering, Backtesting +13

Inference in Models with Nearly Integrated Regressors

Christopher L. Cavanagh, Graham Elliott, James H. Stock · Econometric Theory · 1995 · 384 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +19

Estimation and Testing of Forecast Rationality under Flexible Loss

Graham Elliott, Ivana Komunjer, Allan Timmermann · The Review of Economic Studies · 2005 · 340 citations

Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?

Graham Elliott, Ivana Komunjer, Allan Timmermann · Journal of the European Economic Association · 2008 · 278 citations · Full text

On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots

Graham Elliott · Econometrica · 1998 · 260 citations

Monetary Policy, Economics, Unit Roots +10

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