← All authors Graham Elliott University of California San Diego (from arXiv:2205.07950, 2022) · OpenAlex
43 papers in scope · 43 published · 2 on the econ.EM arXiv · 9,385 citations · h-index 25 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Maximilian Kasy Pascal Michaillat Peter Ganong Avik Garg Stefan Faridani Xiaoxia Shi Gregory A. Cox Isaiah Andrews Nikolay Kudrin Xinwei Ma Michael Jansson Adam McCloskey Matias D. Cattaneo James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb Ravi Jagadeesan Feng Shi Stephen Bates Kaspar Wüthrich Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 43)
Combining Forecasts - On Why Averaging Beats Optimal Linear Weights
published 2026 · Journal of Business and Economic Statistics
with Jie Liao
published 2025 · The Review of Economics and Statistics · 1 citations · first circulated 2022
published 2022 · Econometrica · 58 citations · first circulated 2019
Testing for a trend with persistent errors
published 2020 · Journal of Econometrics · 4 citations
Forecast combination when outcomes are difficult to predict
published 2017 · Empirical Economics · 12 citations
Forecasting in Economics and Finance
published 2016 · Annual Review of Economics · 70 citations
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
published 2016 · The Review of Economics and Statistics · 15 citations · first circulated 2015
Complete subset regressions with large-dimensional sets of predictors
published 2015 · Journal of Economic Dynamics and Control · 48 citations
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
published 2015 · Econometrica · 136 citations
Pre and post break parameter inference
published 2014 · Journal of Econometrics · 29 citations
Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction
published 2013 · Journal of Econometrics
Complete subset regressions
published 2013 · Journal of Econometrics · 231 citations
Predicting binary outcomes
published 2013 · Journal of Econometrics · 78 citations
A control function approach for testing the usefulness of trending variables in forecast models and linear regression
published 2011 · Journal of Econometrics · 12 citations
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
published 2009 · Econometric Theory · 13 citations
Sir Clive W. J. Granger (1934–2009)
published 2009 · International Journal of Forecasting
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
published 2008 · Journal of the European Economic Association · 278 citations
Economic Forecasting
published 2008 · Journal of Economic Literature · 237 citations
Confidence sets for the date of a single break in linear time series regressions
published 2007 · Journal of Econometrics · 84 citations · first circulated 2004
Efficient Tests for General Persistent Time Variation in Regression Coefficients
published 2006 · The Review of Economic Studies · 228 citations
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973
published 2006 · Journal of money credit and banking · 57 citations
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*
published 2005 · International Economic Review · 25 citations
Estimation and Testing of Forecast Rationality under Flexible Loss
published 2005 · The Review of Economic Studies · 344 citations
Minimizing the impact of the initial condition on testing for unit roots
published 2005 · Journal of Econometrics · 70 citations
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
published 2005 · Journal of Econometrics · 9 citations
Higher Power Tests for Bilateral Failure of PPP after 1973
published 2005 · Emory Economics · 12 citations
no link
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
published 2004 · Journal of Business and Economic Statistics · 45 citations
Optimal forecast combinations under general loss functions and forecast error distributions
published 2004 · Journal of Econometrics · 175 citations · first circulated 2002
Tests for Unit Roots and the Initial Condition
published 2003 · Econometrica · 219 citations
Testing for unit roots with stationary covariates
published 2003 · Journal of Econometrics · 106 citations · first circulated 2000
Comments on ‘Forecasting with a real-time data set for macroeconomists’
published 2002 · Journal of Macroeconomics · 12 citations
Confidence intervals for autoregressive coefficients near one
published 2001 · Journal of Econometrics · 74 citations
with James H. Stock
Estimating Restricted Cointegrating Vectors
published 2000 · Journal of Business and Economic Statistics · 17 citations
Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution
published 1999 · International Economic Review · 255 citations
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market
published 1999 · Journal of Monetary Economics · 10 citations · first circulated 1995
with Takatoshi Ito
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY
published 1998 · Econometric Theory · 2 citations
On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
published 1998 · Econometrica · 264 citations
Efficient Tests for an Autoregressive Unit Root
published 1996 · Econometrica · 5650 citations · first circulated 1992
with Thomas J. Rothenberg, James H. Stock
International business cycles and the dynamics of the current account
published 1996 · European Economic Review · 64 citations · first circulated 1995
with Antonio Fatás
Inference in Models with Nearly Integrated Regressors
published 1995 · Econometric Theory · 386 citations
with Christopher L. Cavanagh, James H. Stock
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
published 1994 · Econometric Theory · 38 citations · first circulated 1992
with James H. Stock
The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates*
published 1994 · Economic Record · 2 citations
with Ronald Bewley
SOME EVIDENCE ON OPTION PRICES AS PREDICTORS OF VOLATILITY
published 1992 · Oxford Bulletin of Economics and Statistics · 15 citations
with Malcolm Edey
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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