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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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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 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
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Assessing residual seasonality in the U.S. national income and product account aggregates
Chen, Baoline; McElroy, Tucker; Pang, Osbert C. - 2021
Persistent link: https://www.econbiz.de/10012695131
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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