Graham Elliott

Economics and Econometrics · 2001–2018

A researcher in the Science corpus: 17 papers; trusts 49 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 62 citations into it; #1,386 of 23,481 by trust here, #951 by citations
• Statistics and Probability — 46 citations into it; #1,731 of 12,932 by trust here, #1,934 by citations
• Finance — 33 citations into it; #1,221 of 10,518 by trust here, #507 by citations
• Management Science and Operations Research — 32 citations into it; #997 of 11,946 by trust here, #341 by citations
• Control and Systems Engineering — 8 citations into it
• Applied Mathematics — 5 citations into it; #4,262 of 7,620 by trust here, #4,749 by citations
• Probabilistic & Bayesian Methods — 5 citations into it

Whom Graham Elliott trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. R. Oaxaca
2. Hui Zou
3. Donald W. K. Andrews
4. Halbert White
5. Serena Ng
6. James O. Berger
7. Ulrich K. Müller
8. Robert Tibshirani
9. Athanasios Orphanides
10. David E. Rapach

Who trusts Graham Elliott overall

1. Barbara Rossi
2. Ulrich K. Müller
3. Andrew J. Patton
4. Allan G. Timmermann
5. R. Giacomini
6. David E. Rapach
7. Pierre Perron
8. Mark P. Taylor
9. Nikolay Gospodinov
10. George Athanasopoulos

Papers from Graham Elliott's perspective

Ordered by how strongly the researchers Graham Elliott trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Estimating the Dimension of a Model
4. The Adaptive Lasso and Its Oracle Properties
5. Addendum: Regularization and variable selection via the elastic net
6. Generalized autoregressive conditional heteroskedasticity
7. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
8. Consumption, aggregate wealth and expected stock returns
9. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
10. Testing Statistical Hypotheses

Their papers

• Confidence Sets for the Date of a Single Break in Linear Time Series Regressions (2004) — 106 citations
• Estimation and Testing of Forecast Rationality under Flexible Loss (2005) — 334 citations
• Handbook of Economic Forecasting (2006) — 1,001 citations
• Optimally Testing General Breaking Processes in Linear Time Series Models (2003) — 50 citations
• Confidence intervals for autoregressive coefficients near one (2001) — 72 citations
• Tests for Unit Roots and the Initial Condition (2003) — 222 citations
• Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008) — 275 citations
• Testing for Unit Roots with Stationary Covariates (2002) — 121 citations
• Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (2004) — 50 citations
• Complete subset regressions (2013) — 218 citations
• NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS (2015) — 135 citations
• Predicting Binary Outcomes (2013) — 64 citations
• Combined economic and technological evaluation of battery energy storage for grid applications (2018) — 314 citations
• Averaging and the Optimal Combination of Forecasts (2011) — 60 citations
• Minimizing the impact of the initial condition on testing for unit roots (2006) — 66 citations
• Efficient Tests for General Persistent Time Variation in Regression Coefficients (2006) — 210 citations
• Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions (2002) — 195 citations