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~subject:"Seasonal variations"
~person:"Kaiser, Regina"
~person:"McElroy, Tucker"
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Search: subject_exact:"Trend-cycle estimation"
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Seasonal variations
Time series analysis
46
Zeitreihenanalyse
46
Theorie
32
Theory
32
Saisonale Schwankungen
12
Estimation theory
10
Schätztheorie
10
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8
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8
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6
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6
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seasonality
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time series
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3
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Kaiser, Regina
McElroy, Tucker
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
Weron, Rafał
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
McDougall, R. Stuart
4
Ollech, Daniel
4
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Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
1
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Documentos de trabajo / Banco de España, Servicio de Estudios
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of time series econometrics
2
Econometric reviews
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
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001362047
Saved in:
10
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393248
Saved in:
11
Short-term and long-term trends, seasonal adjustment, and the business cycle
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001415795
Saved in:
12
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
- In:
Spanish economic review : SER
1
(
1999
)
2
,
pp. 175-206
Persistent link: https://www.econbiz.de/10001464035
Saved in:
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