| 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 |
2 |
5 |
3 |
4 |
16 |
24 |
| A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions |
0 |
0 |
0 |
13 |
1 |
2 |
5 |
71 |
| A Review of Seasonal Adjustment Diagnostics |
0 |
0 |
3 |
14 |
1 |
1 |
17 |
39 |
| A Review of Some Modern Approaches to the Problem of Trend Extraction |
0 |
0 |
0 |
69 |
6 |
6 |
21 |
258 |
| A local spectral approach for assessing time series model misspecification |
0 |
0 |
1 |
19 |
0 |
0 |
9 |
70 |
| A nonparametric method for asymmetrically extending signal extraction filters |
0 |
0 |
0 |
9 |
2 |
2 |
11 |
62 |
| An Instrumental Variables Approach to Testing Forecast Efficiency |
0 |
0 |
2 |
2 |
2 |
6 |
12 |
12 |
| An iterated parametric approach to nonstationary signal extraction |
0 |
0 |
0 |
7 |
2 |
3 |
11 |
56 |
| Analysis of Crisis Effects via Maximum Entropy Adjustment |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates |
0 |
0 |
1 |
3 |
0 |
0 |
9 |
26 |
| Computation of the autocovariances for time series with multiple long-range persistencies |
0 |
0 |
0 |
2 |
1 |
2 |
12 |
23 |
| Computation of vector ARMA autocovariances |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
18 |
| 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 |
2 |
3 |
9 |
21 |
| Distribution theory for the studentized mean for long, short, and negative memory time series |
0 |
0 |
0 |
8 |
1 |
1 |
9 |
57 |
| Estimating the Spectral Density at Frequencies Near Zero |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
7 |
| Exact formulas for the Hodrick-Prescott filter |
0 |
0 |
0 |
173 |
1 |
1 |
9 |
528 |
| Expectation Formation Following Large, Unexpected Shocks |
0 |
0 |
2 |
21 |
0 |
1 |
10 |
114 |
| FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY |
0 |
0 |
0 |
5 |
4 |
4 |
13 |
64 |
| Forecasting continuous-time processes with applications to signal extraction |
0 |
0 |
1 |
9 |
1 |
2 |
6 |
43 |
| Hermite expansion and estimation of monotonic transformations of Gaussian data |
0 |
0 |
1 |
9 |
5 |
5 |
14 |
40 |
| Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density |
0 |
0 |
1 |
1 |
1 |
2 |
12 |
20 |
| Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence |
0 |
0 |
0 |
2 |
2 |
2 |
11 |
25 |
| Local quadratic spectral and covariance matrix estimation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION |
0 |
0 |
0 |
37 |
0 |
2 |
14 |
123 |
| Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
15 |
| Model identification via total Frobenius norm of multivariate spectra |
0 |
1 |
1 |
4 |
0 |
1 |
9 |
29 |
| Multi-step-ahead estimation of time series models |
0 |
0 |
0 |
29 |
1 |
3 |
11 |
122 |
| Multistep ahead forecasting of vector time series |
0 |
0 |
0 |
17 |
3 |
3 |
10 |
62 |
| Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy |
0 |
0 |
0 |
7 |
1 |
2 |
8 |
40 |
| Nonlinear prediction via Hermite transformation |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
14 |
| Nonnested model comparisons for time series |
0 |
0 |
0 |
0 |
3 |
4 |
10 |
12 |
| On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series |
0 |
0 |
0 |
16 |
0 |
0 |
7 |
122 |
| Optimal Real-Time Filters for Linear Prediction Problems |
0 |
0 |
1 |
16 |
0 |
0 |
12 |
84 |
| Optimal Signal Extraction with Correlated Components |
0 |
0 |
0 |
27 |
1 |
1 |
8 |
93 |
| Optimal linear interpolation of multiple missing values |
0 |
3 |
12 |
22 |
3 |
9 |
33 |
68 |
| Quadratic Prediction of Time Series via Auto-Cumulants |
0 |
0 |
1 |
6 |
1 |
1 |
13 |
21 |
| ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS |
0 |
0 |
0 |
13 |
1 |
2 |
10 |
54 |
| Recursive Computation for Block†Nested Covariance Matrices |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
16 |
| Seasonal Adjustment of Time Series Observed at Mixed Frequencies Using Singular Value Decomposition with Wavelet Thresholding |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Seasonal adjustment subject to accounting constraints |
0 |
0 |
0 |
1 |
3 |
3 |
8 |
22 |
| Signal Extraction Revision Variances as a Goodness-of-Fit Measure |
0 |
0 |
0 |
10 |
2 |
2 |
9 |
75 |
| Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation |
0 |
0 |
0 |
11 |
2 |
3 |
11 |
62 |
| Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules |
0 |
0 |
0 |
7 |
1 |
2 |
10 |
47 |
| Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation |
0 |
0 |
0 |
3 |
3 |
3 |
7 |
30 |
| Skip sampling: subsampling in the frequency domain |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
15 |
| Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics |
0 |
0 |
0 |
7 |
0 |
1 |
9 |
56 |
| Stationary parameterization of GARCH processes |
0 |
0 |
1 |
1 |
1 |
3 |
17 |
24 |
| Statistical Inference for High-Dimensional Spectral Density Matrix |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
8 |
| Subsampling Inference for the Autocorrelations of GARCH Processes |
0 |
0 |
0 |
2 |
2 |
3 |
8 |
24 |
| Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series |
0 |
0 |
0 |
5 |
1 |
1 |
7 |
30 |
| Subsampling inference for the mean of heavy‐tailed long‐memory time series |
0 |
0 |
0 |
8 |
1 |
1 |
4 |
43 |
| Tail index estimation in the presence of long-memory dynamics |
0 |
0 |
0 |
13 |
0 |
0 |
8 |
64 |
| Testing collinearity of vector time series |
0 |
0 |
0 |
1 |
2 |
2 |
12 |
21 |
| The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
14 |
| The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions |
0 |
0 |
0 |
11 |
2 |
2 |
9 |
41 |
| The Term Structure of Uncertainty: New Evidence from Survey Expectations |
0 |
0 |
2 |
4 |
3 |
5 |
20 |
43 |
| The multivariate bullwhip effect |
0 |
0 |
0 |
6 |
1 |
2 |
8 |
36 |
| The perils of inferring serial dependence from sample autocorrelations of moving average series |
0 |
0 |
0 |
5 |
1 |
1 |
7 |
32 |
| The trilemma between accuracy, timeliness and smoothness in real-time signal extraction |
0 |
2 |
3 |
23 |
4 |
7 |
21 |
89 |
| 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 |
1 |
1 |
11 |
33 |
| Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition |
0 |
0 |
0 |
6 |
1 |
1 |
9 |
43 |
| Variable targeting and reduction in large vector autoregressions with applications to workforce indicators |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
13 |
| When are Direct Multi‐step and Iterative Forecasts Identical? |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
32 |
| Total Journal Articles |
0 |
6 |
36 |
710 |
89 |
136 |
647 |
3,360 |
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