Graham Elliott

University of California, San Diego, La Jolla, CA 
General Economics, Statistics
"Graham Elliott"


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Elena Pesavento grad student 2000 UCSD
Raffaella Giacomini grad student 2003 UCSD
Yoichi Arai grad student 2004 UCSD
Giuseppe Ragusa grad student 2005 UCSD
Masako Miyanishi grad student 2006 UCSD
Dalia A. Ghanem grad student 2013 UCSD
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Elliott G, Müller UK, Watson MW. (2015) Nearly optimal tests when a nuisance parameter is present under the null hypothesis Econometrica. 83: 771-811
Elliott G, Gargano A, Timmermann A. (2015) Complete subset regressions with large-dimensional sets of predictors Journal of Economic Dynamics and Control. 54: 86-110
Elliott G, Müller UK. (2014) Pre and post break parameter inference Journal of Econometrics. 180: 141-157
Elliott G, Taylor AMR. (2014) Annals issue of journal of econometrics "recent advances in time series econometrics" guest editors' introduction Journal of Econometrics. 178: 207-209
Elliott G, Lieli RP. (2013) Predicting binary outcomes Journal of Econometrics. 174: 15-26
Elliott G, Pesavento E. (2009) Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root Econometric Theory. 25: 1829-1850
Elliott G, Komunjer I, Timmermann A. (2008) Biases in macroeconomic forecasts: Irrationality or asymmetric loss? Journal of the European Economic Association. 6: 122-157
Elliott G, Pesavento E. (2006) On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 Journal of Money, Credit and Banking. 38: 1405-1430
Elliott G. (2006) Chapter 11 Forecasting with Trending Data Handbook of Economic Forecasting. 1: 555-604
Elliott G, Jansson M, Pesavento E. (2005) Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity Journal of Business and Economic Statistics. 23: 34-48
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