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~person:"Kaiser, Regina"
~person:"McElroy, Tucker"
~person:"Weron, Rafał"
~subject:"Seasonal variations"
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Search: subject_exact:"Trend-cycle estimation"
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Seasonal variations
Time series analysis
60
Zeitreihenanalyse
60
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41
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41
Saisonale Schwankungen
19
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17
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17
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14
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Kaiser, Regina
McElroy, Tucker
Weron, Rafał
Franses, Philip Hans
63
Gil-Alaña, Luis A.
21
Ghysels, Eric
19
Kunst, Robert M.
19
Maravall Herrero, Agustín
15
Paap, Richard
15
Proietti, Tommaso
15
Taylor, Robert
15
Hylleberg, Svend
14
Koopman, Siem Jan
13
Ooms, Marius
12
Osborn, Denise R.
11
Hindrayanto, Irma
9
Harvey, Andrew C.
8
Jacobs, Jan
8
Teräsvirta, Timo
8
Abeln, Barend
7
Canova, Fabio
7
Miron, Jeffrey A.
7
Pollock, David Stephen G.
7
Breitung, Jörg
6
Caporale, Guglielmo Maria
6
He, Changli
6
Hoek, Henk
6
Kang, Jian
6
Barrio Castro, Tomás del
5
Lee, Hahn-shik
5
Planas, Christophe
5
Smith, Richard J.
5
Thury, Gerhard
5
Blazsek, Szabolcs
4
Cleveland, William P.
4
Engle, Robert F.
4
Findley, David F.
4
Hobijn, Bart
4
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4
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ECONIS (ZBW)
19
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1
Time series seasonal adjustment using regularized singular value decomposition
Lin, Wei
;
Huang, Jianhua Z.
;
McElroy, Tucker
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 487-501
Persistent link: https://www.econbiz.de/10012262489
Saved in:
2
On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
Saved in:
3
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
4
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
5
Multivariate seasonal adjustment, economic identities, and seasonal taxonomy
McElroy, Tucker
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 611-625
Persistent link: https://www.econbiz.de/10011893858
Saved in:
6
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
Saved in:
7
Optimal real-time filters for linear prediction problems
Wildi, Marc
;
McElroy, Tucker
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 155-192
Persistent link: https://www.econbiz.de/10011582769
Saved in:
8
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
9
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
10
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
48
(
2015
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
Saved in:
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