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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
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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
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A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker S. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10009949979
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A Note on Common Cycles, Common Trends, and Convergence
Carvalho, Vasco; Harvey, Andrew; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10008222101
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GENERAL MODEL-BASED FILTERS FOR EXTRACTING CYCLES AND TRENDS IN ECONOMIC TIME SERIES
Harvey, Andrew C.; Trimbur, Thomas M. - In: The review of economics and statistics 85 (2003) 2, pp. 244-255
Persistent link: https://www.econbiz.de/10006370040
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Trends and cycles in economic time series: A Bayesian approach
Harvey, Andrew C.; Trimbur, Thomas M.; Van Dijk, Herman K. - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10007761420
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Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
Trimbur, Thomas M. - In: Journal of forecasting 25 (2006) 4, pp. 247-274
Persistent link: https://www.econbiz.de/10007276197
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Comments on “Calling recessions in real time”
Trimbur, Thomas M. - In: International journal of forecasting 27 (2011) 4, pp. 1027-1032
Persistent link: https://www.econbiz.de/10009290391
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Biases in judgmental adjustments of statistical forecasts: The role of individual differences
Trimbur, Thomas M. - In: International journal of forecasting 26 (2010) 1, pp. 116-134
Persistent link: https://www.econbiz.de/10008378739
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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