Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models |
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0 |
0 |
3 |
0 |
0 |
0 |
8 |

A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
66 |

A Review of Seasonal Adjustment Diagnostics |
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1 |
3 |
4 |
0 |
2 |
5 |
9 |

A Review of Some Modern Approaches to the Problem of Trend Extraction |
0 |
0 |
1 |
68 |
0 |
1 |
3 |
231 |

A local spectral approach for assessing time series model misspecification |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
60 |

A nonparametric method for asymmetrically extending signal extraction filters |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
50 |

An iterated parametric approach to nonstationary signal extraction |
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0 |
0 |
7 |
0 |
0 |
0 |
44 |

Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates |
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1 |
2 |
0 |
0 |
3 |
13 |

Computation of the autocovariances for time series with multiple long-range persistencies |
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0 |
0 |
2 |
0 |
0 |
0 |
9 |

Computation of vector ARMA autocovariances |
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0 |
0 |
2 |
0 |
0 |
0 |
11 |

Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis |
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0 |
0 |
2 |
0 |
0 |
1 |
12 |

Distribution theory for the studentized mean for long, short, and negative memory time series |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
44 |

Exact formulas for the Hodrick-Prescott filter |
0 |
0 |
0 |
173 |
0 |
3 |
6 |
511 |

Expectation Formation Following Large, Unexpected Shocks |
0 |
1 |
4 |
14 |
0 |
3 |
12 |
87 |

FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY |
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0 |
0 |
5 |
0 |
0 |
1 |
48 |

Forecasting continuous-time processes with applications to signal extraction |
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0 |
0 |
8 |
0 |
0 |
2 |
37 |

Hermite expansion and estimation of monotonic transformations of Gaussian data |
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1 |
3 |
7 |
1 |
1 |
4 |
21 |

Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density |
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0 |
0 |
0 |
1 |
1 |
3 |
7 |

Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence |
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0 |
0 |
1 |
0 |
0 |
0 |
11 |

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION |
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0 |
0 |
37 |
0 |
0 |
3 |
107 |

Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies |
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0 |
0 |
1 |
0 |
0 |
0 |
7 |

Model identification via total Frobenius norm of multivariate spectra |
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0 |
0 |
1 |
0 |
1 |
7 |
14 |

Multi-step-ahead estimation of time series models |
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0 |
1 |
29 |
0 |
0 |
2 |
107 |

Multistep ahead forecasting of vector time series |
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0 |
2 |
17 |
0 |
0 |
2 |
49 |

Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy |
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0 |
4 |
0 |
0 |
0 |
26 |

Nonlinear prediction via Hermite transformation |
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0 |
0 |
0 |
0 |
0 |
0 |
4 |

Nonnested model comparisons for time series |
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0 |
0 |
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0 |
1 |
2 |
2 |

On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series |
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0 |
0 |
16 |
0 |
0 |
0 |
114 |

Optimal Real-Time Filters for Linear Prediction Problems |
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0 |
1 |
15 |
1 |
1 |
3 |
71 |

Optimal Signal Extraction with Correlated Components |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
85 |

Optimal linear interpolation of multiple missing values |
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0 |
2 |
3 |
1 |
2 |
12 |
16 |

ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS |
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0 |
0 |
13 |
0 |
0 |
3 |
42 |

Recursive Computation for Blockâ€ Nested Covariance Matrices |
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0 |
0 |
1 |
0 |
0 |
1 |
5 |

Seasonal adjustment subject to accounting constraints |
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0 |
0 |
1 |
0 |
0 |
0 |
13 |

Signal Extraction Revision Variances as a Goodness-of-Fit Measure |
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0 |
0 |
10 |
0 |
0 |
0 |
65 |

Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
47 |

Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
35 |

Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation |
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0 |
0 |
3 |
0 |
0 |
0 |
22 |

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
46 |

Subsampling Inference for the Autocorrelations of GARCH Processes |
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0 |
0 |
2 |
0 |
0 |
0 |
14 |

Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
23 |

Subsampling inference for the mean of heavy‐tailed long‐memory time series |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
39 |

Tail index estimation in the presence of long-memory dynamics |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
54 |

The Inverse Kullbackâ€“Leibler Method for Fitting Vector Moving Averages |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions |
0 |
1 |
3 |
9 |
1 |
2 |
5 |
28 |

The Term Structure of Uncertainty: New Evidence from Survey Expectations |
0 |
0 |
1 |
2 |
0 |
0 |
7 |
17 |

The multivariate bullwhip effect |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
26 |

The perils of inferring serial dependence from sample autocorrelations of moving average series |
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0 |
0 |
5 |
0 |
0 |
0 |
23 |

The trilemma between accuracy, timeliness and smoothness in real-time signal extraction |
1 |
2 |
3 |
17 |
1 |
2 |
8 |
63 |

Time Series Econometrics Klaus Neusser Springer International Publishing, 2016, xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 |
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1 |
5 |
0 |
0 |
1 |
21 |

Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition |
0 |
0 |
1 |
5 |
0 |
0 |
4 |
30 |

When are Direct Multi‐step and Iterative Forecasts Identical? |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
22 |

Total Journal Articles |
2 |
6 |
27 |
629 |
6 |
21 |
104 |
2,521 |