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Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.; McElroy, Tucker - In: Journal of time series econometrics 9 (2017) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
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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
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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
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A Review of Seasonal Adjustment Diagnostics
McElroy, Tucker; Roy, Anindya - In: International Statistical Review 90 (2021) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10012809880
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Model identification via total Frobenius norm of multivariate spectra
McElroy, Tucker; Roy, Anindya - In: Journal of the Royal Statistical Society: Series B … 84 (2021) 2, pp. 473-495
Persistent link: https://www.econbiz.de/10012810815
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The term structure of uncertainty : new evidence from survey expectations
Binder, Carola Conces; McElroy, Tucker; Sheng, Xuguang - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 39-71
Persistent link: https://www.econbiz.de/10012819559
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Signal extraction revision variances as a goodness-of-fit measure
McElroy, Tucker; Wildi, Marc - In: Journal of time series econometrics 2 (2010) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623322
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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
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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
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The multivariate bullwhip effect
Nagaraja, Chaitra H.; McElroy, Tucker - In: European journal of operational research : EJOR 267 (2018) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10011812320