26
H index
36
i10 index
8447
Citations
University of California-San Diego (UCSD) | 26 H index 36 i10 index 8447 Citations RESEARCH PRODUCTION: 42 Articles 38 Papers 1 Books 3 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Graham Elliott. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 11 |
Econometric Theory | 4 |
Econometrica | 3 |
International Economic Review | 2 |
The Review of Economic Studies | 2 |
Econometrica | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | R&D Lags in Economic Models. (2023). Pardey, Philip ; Alston, Julian M ; Wang, Shanchao. In: Staff Papers. RePEc:ags:umaesp:330085. Full description at Econpapers || Download paper | |
2023 | Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004. Full description at Econpapers || Download paper | |
2023 | Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers || Download paper | |
2024 | Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258. Full description at Econpapers || Download paper | |
2023 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper | |
2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2023 | Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975. Full description at Econpapers || Download paper | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2024 | Policy choice in experiments with unknown interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174. Full description at Econpapers || Download paper | |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2024 | (When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367. Full description at Econpapers || Download paper | |
2024 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2024 | Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323. Full description at Econpapers || Download paper | |
2023 | The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126. Full description at Econpapers || Download paper | |
2023 | PAC-Bayesian Treatment Allocation Under Budget Constraints. (2022). Pellatt, Daniel F. In: Papers. RePEc:arx:papers:2212.09007. Full description at Econpapers || Download paper | |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2024 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Real-Time Detection of Local No-Arbitrage Violations. (2023). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Papers. RePEc:arx:papers:2307.10872. Full description at Econpapers || Download paper | |
2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper | |
2024 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2023 | Hedging Forecast Combinations With an Application to the Random Forest. (2023). Wolf, Michael ; Kozbur, Damian ; Beck, Elliot. In: Papers. RePEc:arx:papers:2308.15384. Full description at Econpapers || Download paper | |
2023 | Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443. Full description at Econpapers || Download paper | |
2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper | |
2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580. Full description at Econpapers || Download paper | |
2024 | Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity. (2024). Pesaran, Mohammad ; Timmermann, Allan ; Pick, Andreas. In: Papers. RePEc:arx:papers:2404.11198. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Forecasting Inflation from Disaggregated Data: The Colombian case. (2023). Caicedo-Garcia, Edgar ; Gonzalez-Molano, Eliana R ; Martinez-Rivera, Wilmer. In: Borradores de Economia. RePEc:bdr:borrec:1251. Full description at Econpapers || Download paper | |
2023 | Connecting the Dots: Renewable Energy, Economic Growth, Reforestation, and Greenhouse Gas Emissions in Colombia. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Alonso-Sanabria, Juan David. In: Borradores de Economia. RePEc:bdr:borrec:1252. Full description at Econpapers || Download paper | |
2023 | For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209. Full description at Econpapers || Download paper | |
2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper | |
2023 | How convergent are rice export prices in the international market?. (2023). Holmes, Mark ; Balie, Jean ; Pede, Valerien O ; Glenn, Harold. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:1:p:127-141. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2024 | Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442. Full description at Econpapers || Download paper | |
2024 | The monetary policy trilemma from the perspective of European integration. (2024). Tomat, Gian Maria. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12231. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper | |
2023 | Measuring stability and structural breaks: Applications in social sciences. (2023). Loginova, Daria ; Mann, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper | |
2023 | Local attributes and migration balance – evidence for different age and skill groups from a machine learning approach. (2023). Peters, Jan Cornelius ; Stiller, Johannes ; Niebuhr, Annekatrin ; Meister, Moritz. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:4:p:794-825. Full description at Econpapers || Download paper | |
2023 | The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence. (2023). Keil, Sascha. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1235-1263. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | Persistence and Seasonality in the US Industrial Production Index. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria ; Izquierdo, Alvaro Baos ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10756. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
2023 | Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400. Full description at Econpapers || Download paper | |
2023 | Technology diffusion and international business cycles. (2023). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2023-02ua. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies. (2023). Ngo, Ngoc Anh ; Malovana, Simona ; Moravcova, Klara ; Janku, Jan ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2023/19. Full description at Econpapers || Download paper | |
2024 | Nonparametric portfolio efficiency measurement with higher moments. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144371. Full description at Econpapers || Download paper | |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. Full description at Econpapers || Download paper | |
2024 | Relationship between labor force participation and unemployment in Pakistan. (2024). Amjad, Sadaf ; Said, Rusmawati ; Khan, Muhammad Zaheer. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00801. Full description at Econpapers || Download paper | |
2023 | Education, employment, and labor force participation in the United States. (2023). Emerson, Jamie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00244. Full description at Econpapers || Download paper | |
2023 | The Foreign Exchange Auction System’s Effect on SME Stability and Performance. (2023). Chikwira, Collin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-12. Full description at Econpapers || Download paper | |
2023 | Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2. Full description at Econpapers || Download paper | |
2023 | The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9. Full description at Econpapers || Download paper | |
2023 | Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-25. Full description at Econpapers || Download paper | |
2023 | Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36. Full description at Econpapers || Download paper | |
2023 | Nexus between Government Debt, Globalization, FDI, Renewable Energy, and Institutional Quality in Bangladesh. (2023). Jahan, Ishrat ; Qamruzzaman, MD ; Karim, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-49. Full description at Econpapers || Download paper | |
2023 | Revisiting the Nexus between Economic Policy Uncertainty, Financial Development, and FDI Inflows in Pakistan during Covid-19: Does Clean Energy Matter?. (2023). Karim, Salma ; Qamruzzaman, MD ; Serfraz, Ayesha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-11. Full description at Econpapers || Download paper | |
2023 | Assessing the Possibility of Medupi and Kusile Providing Enough Electricity Running at Full Capacity in South Africa. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-5. Full description at Econpapers || Download paper | |
2023 | Electricity Trade and Economic Growth in South Africa. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-41. Full description at Econpapers || Download paper | |
2023 | Nexus between FDI, Financial Development, Capital Formation and Renewable Energy Consumption; evidence from Bangladesh. (2023). Qamruzzaman, MD ; Kor, Sylvia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-15. Full description at Econpapers || Download paper | |
2023 | Nexus between Personal Remittances, Financial Deepening, Urbanization, and Renewable Energy Consumption in Selected Southeast Asian Countries: Evidence from Linear and Nonlinear Assessment. (2023). Qamruzzaman, MD ; Farzana, Nusrat ; Mindia, Piana Monsur ; Islam, Yeasmin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-29. Full description at Econpapers || Download paper | |
2023 | Transferable data-driven capacity estimation for lithium-ion batteries with deep learning: A case study from laboratory to field applications. (2023). Li, Weihan ; Sauer, Dirk Uwe ; Cai, Xue ; Ye, Min ; Wang, Qiao. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s030626192301111x. Full description at Econpapers || Download paper | |
2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
2023 | Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485. Full description at Econpapers || Download paper | |
2023 | Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (2023). Jach, Agnieszka ; McElroy, Tucker S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001608. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Handbook of Economic Forecasting | |
Handbook of Economic Forecasting |
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Year | Title | Type | Cited |
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2000 | Testing for Unit Roots with Stationary Covariates In: Economics Working Papers. [Full Text][Citation analysis] | paper | 69 |
2003 | Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2008 | Economic Forecasting In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 268 |
2007 | Economic Forecasting.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 268 | paper | |
2016 | Economic Forecasting.(2016) In: Economics Books. [Citation analysis] This paper has nother version. Agregated cites: 268 | book | |
1989 | The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution In: 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand. [Full Text][Citation analysis] | paper | 2 |
1989 | THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION.(1989) In: New South Wales - School of Economics. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Forecasting in Economics and Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 82 |
2016 | Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2021 | Detecting p-hacking In: Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Detecting p?Hacking.(2022) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2024 | The Power of Tests for Detecting $p$-Hacking In: Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Estimating Restricted Cointegrating Vectors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
2005 | Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 23 |
1994 | The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
1992 | Some Evidence on Option Prices as Predictors of Volatility. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3 |
2000 | Testing for Unit Roots with Stationary Covariances In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Testing for Unit Roots with Stationary Covariates In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2013 | Complete subset regressions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 121 |
2004 | Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2000 | Testing for Unit Roots with Stationary Covariances In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2014 | Pre and post break parameter inference In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2002 | Testing for Unit Roots with Stationary Covariates In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | Optimally Testing General Breaking Processes in Linear Time Series Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
1999 | Estimating Restricted Cointegrating Vectors In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1998 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Confidence Intervals for Autoregressive Coefficients Near One In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Forecasting in Economics and Finance In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 82 |
2020 | Testing for a trend with persistent errors In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Tests for Unit Roots and the Initial Observation In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2004 | Confidence Sets for the Date of a Single Break in Linear Time Series Regressions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1995 | International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
1996 | International business cycles and the dynamics of the current account.(1996) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2003 | Estimating Loss Function Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2004 | Optimal Forecast Combination Under Regime Switching In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
2005 | OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
1994 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory. [Full Text][Citation analysis] | article | 105 |
1992 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
1995 | Inference in Models with Nearly Integrated Regressors In: Econometric Theory. [Full Text][Citation analysis] | article | 218 |
1998 | TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2009 | TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
1996 | Efficient Tests for an Autoregressive Unit Root. In: Econometrica. [Full Text][Citation analysis] | article | 3755 |
1992 | Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3755 | paper | |
1998 | On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica. [Citation analysis] | article | 144 |
2003 | Tests for Unit Roots and the Initial Condition In: Econometrica. [Citation analysis] | article | 132 |
2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 191 |
2005 | BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2008 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | article | |
2012 | Supervisor training to support principle-driven practice with youth in foster care In: Children and Youth Services Review. [Full Text][Citation analysis] | article | 0 |
2015 | Complete subset regressions with large-dimensional sets of predictors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
2006 | Forecasting with Trending Data In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 14 |
2001 | Confidence intervals for autoregressive coefficients near one In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
2004 | Optimal forecast combinations under general loss functions and forecast error distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 99 |
2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2006 | Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
2007 | Confidence sets for the date of a single break in linear time series regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 73 |
2011 | A control function approach for testing the usefulness of trending variables in forecast models and linear regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2013 | Predicting binary outcomes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 47 |
2013 | Complete subset regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 112 |
2014 | Pre and post break parameter inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
2020 | Testing for a trend with persistent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | Sir Clive W. J. Granger (1934-2009) In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2002 | Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
1999 | Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 100 |
1998 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market.(1998) In: Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2004 | Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 5 |
1999 | Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution. In: International Economic Review. [Citation analysis] | article | 143 |
2006 | On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 26 |
2019 | Combined economic and technological evaluation of battery energy storage for grid applications In: Nature Energy. [Full Text][Citation analysis] | article | 15 |
1995 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 223 |
2006 | Efficient Tests for General Persistent Time Variation in Regression Coefficients In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 125 |
1992 | Accounting for Non-stationarity in Demand Systems In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
2016 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
1988 | Pricing Behaviour in Australian Financial Futures Markets In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | The Intertemporal Government Budget Constraint and Tests for Bubbles In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1989 | Option Prices and Implied Volatilities: An Empirical Analysis In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecast combination when outcomes are difficult to predict In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Forecasting Conditional Probabilities of Binary Outcomes under Misspecification In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2001 | Tests for Unit Roots and the Initial Observation In: University of St. Gallen Department of Economics working paper series 2002. [Full Text][Citation analysis] | paper | 2 |
2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica. [Full Text][Citation analysis] | article | 69 |
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