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Graham Elliott


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Graham Elliott is a Professor and Chair in the Department of Economics at the University of California, San Diego. He holds a Ph.D. from Harvard University, awarded in 1994. His research focuses on econometric theory, forecasting, and energy economics. Elliott is the Sir Clive W.J. Granger Endowed Chair in Econometrics. His profile page provides additional details about his academic and professional background.


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Graham Elliott is a professor at the University of California, San Diego, specializing in econometrics and time series analysis. His research focuses on unit root testing, forecast rationality, and inference in models with nearly integrated regressors. He has contributed significantly to understanding the implications of persistent time variation in regression coefficients and the robustness of cointegration methods. His work also addresses economic forecasting, including optimal forecast combinations under general loss functions and forecast error distributions. Elliott's research has explored biases in macroeconomic forecasts and the role of heterogeneous expectations in financial markets.

Source: google_scholar · 92 words
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