User:Arbraxan/Graham Elliott

Graham Elliott (born in 1965) is an American econometrician who currently works at the University of California, San Diego. His research focuses on the optimal use of data for hypothesis testing if standard tests are suboptimal and economic forecasting.

Research on hypothesis testing

 * Elliott, G., Rothenberg, T.J., Stock, J.H. (1992). Efficient tests for an autoregressive unit root. NBER Working Paper Series
 * Cavanagh, C.L., Elliott, G., Stock, J.H. (1995). Inference in models with nearly integrated regressors. Econometric Theory, 11(5), pp. 1131-1147.
 * Elliott, G. (1999). Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution. International Economic Review, 40(3), pp. 767-784.
 * Elliott, G. (1998). Tests for unit roots and the initial condition. Econometrica, 71(4), pp. 1269-1286.
 * Müller, U.K., Elliott, G. (2003). Tests for unit roots and the initial condition. Econometrica, 71(4), pp. 1269-1286.
 * Elliott, G., Müller, U.K. (2006). Efficient tests for general persistent time variation in regression coefficients. Review of Economic Studies, 73(4), pp. 907-940.
 * Elliott, G., Stock, J.H. (1994). Inference in time series regression when the order of integration of a regressor is unknown. Econometric Theory, 10(3-4), pp. 672-700.

Research on economic forecasting

 * Elliott, G., Timmermann, A. (2008). Economic Forecasting. Journal of Economic Literature, 46(1), pp. 3-56.
 * Elliott, G., Timmermann, A., Komunjer, I. (2005). Estimation and testing of forecast rationality under flexible loss. Review of Economic Studies, 72(4), pp. 1107-1125.
 * Elliott, G., Komunjer, I., Timmermann, A. (2008). Biases in macroeconomic forecasts: irrationality or asymmetric loss? Journal of the European Economic Association, 6(1), pp. 122-157.
 * Elliott, G., Timmermann, A. (2004). Optimal forecast combinations under general loss functions and forecast error distributions. Journal of Econometrics, 122(1), pp. 47-69.
 * Elliott, G., Granger, C.W.J., Timmermann, A. (2006). Handbook of Economic Forecasting. Amsterdam: Elsevier.