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~person:"Kaiser, Regina"
~person:"McElroy, Tucker"
~subject:"Schätzung"
~subject:"Seasonal variations"
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Search: subject_exact:"Trend-cycle estimation"
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Schätzung
Seasonal variations
Time series analysis
46
Zeitreihenanalyse
46
Theorie
32
Theory
32
Saisonale Schwankungen
12
Estimation theory
10
Schätztheorie
10
ARMA model
8
ARMA-Modell
8
Forecasting model
6
Prognoseverfahren
6
Saisonkomponente
6
Seasonal component
6
Business cycle
4
Konjunktur
4
seasonality
4
time series
4
Frühindikator
3
Leading indicator
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Decomposition method
2
Dekompositionsverfahren
2
Economic forecast
2
Estimation
2
Inflation rate
2
Inflationsrate
2
Signalling
2
State space model
2
Statistical test
2
Statistischer Test
2
Trends
2
USA
2
United States
2
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8
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Article
11
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3
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Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
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English
14
Author
All
Kaiser, Regina
McElroy, Tucker
Gil-Alaña, Luis A.
194
Caporale, Guglielmo Maria
159
Franses, Philip Hans
84
Koopman, Siem Jan
57
Gupta, Rangan
49
Pesaran, M. Hashem
41
Kunst, Robert M.
34
Ghysels, Eric
29
Taylor, Robert
29
McAleer, Michael
28
Gao, Jiti
27
Koop, Gary
27
Kapetanios, George
26
Sibbertsen, Philipp
24
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Watson, Mark W.
23
Härdle, Wolfgang
22
Swanson, Norman R.
22
Teräsvirta, Timo
22
Marcellino, Massimiliano
21
Chan, Joshua
20
Gil-Alana, Luis A.
20
Moosa, Imad A.
20
Lütkepohl, Helmut
19
Breitung, Jörg
18
Lucas, André
18
Maravall Herrero, Agustín
17
Nielsen, Morten Ørregaard
17
Proietti, Tommaso
17
Bollerslev, Tim
16
Hassler, Uwe
16
Jacobs, Jan
16
Miller, Stephen M.
16
Paap, Richard
16
Tauchen, George Eugene
16
Österholm, Pär
16
Lovcha, Yuliya
15
Wolters, Maik H.
15
Bahmani-Oskooee, Mohsen
14
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Institution
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Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
1
Published in...
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Documentos de trabajo / Banco de España, Servicio de Estudios
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of time series econometrics
2
Journal of financial econometrics
1
Journal of forecasting
1
Spanish economic review : SER
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
14
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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
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:
3
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
4
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:
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
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:
7
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:
8
Optimal signal extraction with correlated components
McElroy, Tucker
;
Maravall Herrero, Agustín
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
Saved in:
9
On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker
;
Trimbur, Thomas M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
Saved in:
10
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009515137
Saved in:
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