Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric reviews 31 (2012) 4/6, pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Cover Image
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
Cover Image
Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Cover Image
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
McElroy, Tucker; Trimbur, Thomas - In: Econometric reviews 30 (2011) 5, pp. 475-514
Persistent link: https://www.econbiz.de/10008993762
Cover Image
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
McElroy, Tucker; Trimbur, Thomas - In: Econometric reviews 30 (2011) 5, pp. 475-514
Persistent link: https://www.econbiz.de/10008994038
Cover Image
A Review of Some Modern Approaches to the Problem of Trend Extraction
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric reviews 31 (2012) 6, pp. 593-625
Persistent link: https://www.econbiz.de/10009842060