Access Statistics for Tucker Sprague McElroy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering 0 0 0 58 0 0 0 193
Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series 0 0 0 15 0 0 0 53
Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series 0 0 0 20 0 0 0 46
Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory 0 0 0 5 1 1 1 30
Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence 1 1 1 36 1 1 1 131
Multi-step ahead forecasting of vector time series 0 0 1 69 0 0 4 121
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation 0 0 1 57 0 1 2 120
Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics 0 0 0 14 0 0 0 50
Total Working Papers 1 1 3 274 2 3 8 744


Journal Article File Downloads 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 0 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 1 2 4 7 3 4 7 14
A Review of Some Modern Approaches to the Problem of Trend Extraction 0 1 1 69 0 1 3 233
A local spectral approach for assessing time series model misspecification 0 0 0 18 0 1 1 61
A nonparametric method for asymmetrically extending signal extraction filters 0 0 0 9 0 0 1 51
An iterated parametric approach to nonstationary signal extraction 0 0 0 7 0 0 0 44
Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates 0 0 0 2 0 0 4 15
Computation of the autocovariances for time series with multiple long-range persistencies 0 0 0 2 0 0 1 10
Computation of vector ARMA autocovariances 0 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 0 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 4 9 515
Expectation Formation Following Large, Unexpected Shocks 0 0 5 15 1 2 13 91
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY 0 0 0 5 0 0 1 49
Forecasting continuous-time processes with applications to signal extraction 0 0 0 8 0 0 0 37
Hermite expansion and estimation of monotonic transformations of Gaussian data 0 0 2 7 0 3 7 25
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density 0 0 0 0 0 0 2 8
Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence 0 0 0 1 0 0 0 11
MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION 0 0 0 37 0 0 2 107
Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies 0 0 0 1 0 0 0 7
Model identification via total Frobenius norm of multivariate spectra 0 0 0 1 0 0 3 14
Multi-step-ahead estimation of time series models 0 0 1 29 0 0 2 108
Multistep ahead forecasting of vector time series 0 0 1 17 0 0 1 49
Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy 0 0 0 4 0 0 0 26
Nonlinear prediction via Hermite transformation 0 0 0 0 0 0 0 4
Nonnested model comparisons for time series 0 0 0 0 0 0 1 2
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series 0 0 0 16 0 0 0 114
Optimal Real-Time Filters for Linear Prediction Problems 0 0 1 15 0 0 3 71
Optimal Signal Extraction with Correlated Components 0 0 0 27 0 0 0 85
Optimal linear interpolation of multiple missing values 0 0 3 4 0 1 13 22
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS 0 0 0 13 0 0 2 42
Recursive Computation for Block†Nested Covariance Matrices 0 0 0 1 0 0 1 5
Seasonal adjustment subject to accounting constraints 0 0 0 1 0 0 1 14
Signal Extraction Revision Variances as a Goodness-of-Fit Measure 0 0 0 10 0 0 0 65
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation 0 1 1 11 0 1 2 49
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules 0 1 1 7 0 1 2 37
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation 0 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 1 1 2 47
Subsampling Inference for the Autocorrelations of GARCH Processes 0 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 1 1 1 55
Testing collinearity of vector time series 0 0 0 1 0 0 0 7
The Inverse Kullback–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 1 1 5 11 1 2 8 32
The Term Structure of Uncertainty: New Evidence from Survey Expectations 0 0 1 2 0 0 5 17
The multivariate bullwhip effect 0 0 0 6 1 1 2 28
The perils of inferring serial dependence from sample autocorrelations of moving average series 0 0 0 5 0 0 0 23
The trilemma between accuracy, timeliness and smoothness in real-time signal extraction 0 0 2 17 0 2 6 65
Time Series Econometrics Klaus Neusser Springer International Publishing, 2016, xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 0 0 0 5 0 0 1 22
Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition 0 0 0 5 0 0 2 31
When are Direct Multi‐step and Iterative Forecasts Identical? 0 0 0 7 0 0 0 22
Total Journal Articles 2 6 28 640 8 25 110 2,578


Statistics updated 2025-02-05