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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/10010029868
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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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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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Tapered block bootstrap for unit root testing
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of time series econometrics 7 (2015) 1, pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649