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  • Search: person:"Thomson, Peter J."
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Year of publication
Subject
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Neuseeland 10 New Zealand 10 Theorie 7 Theory 7 Business cycle 6 Estimation 6 Konjunktur 6 Schätzung 6 Time series analysis 5 Zeitreihenanalyse 5 Economic growth 2 Estimation theory 2 Forecasting model 2 Hamilton regression filter 2 Kleine offene Volkswirtschaft 2 National income 2 Nationaleinkommen 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Saisonkomponente 2 Schätztheorie 2 Seasonal component 2 Small open economy 2 Volatility 2 Volatilität 2 Wirtschaftswachstum 2 end-point issues 2 stylised business cycle facts 2 1978-2003 1 1987-2010 1 ARMA model 1 ARMA-Modell 1 Boosting 1 Branche 1 C. W. J. Granger 1 Colombia 1 Dynamische Wirtschaftstheorie 1 Econometrics 1 Economic dynamics 1
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Online availability
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Free 6 Undetermined 1
Type of publication
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Article 11 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 3 Working Paper 3 Case study 1 Fallstudie 1
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Language
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English 16 Undetermined 2
Author
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Thomson, Peter J. 17 Hall, Vivian Bruce 5 Buckle, Robert A. 2 Haugh, David 2 Bruce, Andrew G. 1 Cruz, A. 1 Granger, C. W. J. 1 Gray, Alistair G 1 Gray, Alistair G. 1 Jurke, Simon R. 1 Keene, Martin 1 Lally, Martin 1 McKelvie, Stuart 1 Moreno, Claudia Patricia 1 Ozaki, Tohru 1 Randal, John 1 Robinson, Peter M. 1 Thomson, Peter J 1 Vélez, W. 1
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Published in...
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Journal of forecasting 3 New Zealand economic papers 3 Annals of operations research 2 CAMA working paper series 2 SEF working paper 2 Annals of the Institute of Statistical Mathematics : AISM 1 Journal of Forecasting 1 Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET 1 Mathematics Preprint Archive 1 New Zealand Treasury working paper 1
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Source
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ECONIS (ZBW) 16 OLC EcoSci 1 RePEc 1
Showing 1 - 10 of 18
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A boosted HP filter for business cycle analysis : evidence from New Zealand's small open economy
Hall, Vivian Bruce; Thomson, Peter J. - 2022
Persistent link: https://www.econbiz.de/10013478538
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Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce; Thomson, Peter J. - 2020
Persistent link: https://www.econbiz.de/10012533645
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Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce; Thomson, Peter J. - 2020
Persistent link: https://www.econbiz.de/10012316586
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Maximum Likelihood Estimation for Tukey's Three Corners
Thomson, Peter J. - 2018
We use the EM algorithm to derive recursive expressions for maximum likelihood location and scale estimators for Tukey's corner distributions, in particular the one-wild. This now enables optimal estimation for the triefficiency criterion used to appraise robust estimators. The effect of...
Persistent link: https://www.econbiz.de/10012918776
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On trend robustness and end-point issues for New Zealand’s stylised business cycle facts
Hall, Vivian Bruce; Thomson, Peter J. - 2015
Persistent link: https://www.econbiz.de/10010520260
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On the robustness of stylised business cycle facts for contemporary New Zealand
Hall, Vivian Bruce; Thomson, Peter J.; McKelvie, Stuart - In: New Zealand economic papers 51 (2017) 3, pp. 193-216
Persistent link: https://www.econbiz.de/10012025236
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An analysis of tax revenue forecast errors
Keene, Martin (contributor); Thomson, Peter J. (contributor) - 2007
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Persistent link: https://www.econbiz.de/10003740431
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Design of an optimal tuned mass damper for a system with parametric uncertainty
Moreno, Claudia Patricia; Thomson, Peter J. - 2010
Persistent link: https://www.econbiz.de/10008760297
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Optimal sensor placement for modal identification of structures using genetic algorithms : a case study ; the olympic stadium in Cali, Colombia
Cruz, A.; Vélez, W.; Thomson, Peter J. - 2010
Persistent link: https://www.econbiz.de/10008760298
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Professor Sir Clive Granger : reflections on an econometrics Nobel laureate, personal friend, and a good friend of New Zealand and its econometrics community
Thomson, Peter J. - In: New Zealand economic papers 43 (2009) 3, pp. 229-231
Persistent link: https://www.econbiz.de/10003915911
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