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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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2
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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3
Signal extraction revision variances as a goodness-of-fit measure
McElroy, Tucker
;
Wildi, Marc
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623322
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4
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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5
The term structure of uncertainty : new evidence from survey expectations
Binder, Carola Conces
;
McElroy, Tucker
;
Sheng, Xuguang
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 39-71
Persistent link: https://www.econbiz.de/10012819559
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6
Expectation formation following large, unexpected shocks
Baker, Scott
;
McElroy, Tucker
;
Sheng, Xuguang
- In:
The review of economics and statistics
102
(
2020
)
2
,
pp. 287-303
Persistent link: https://www.econbiz.de/10012499191
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7
The trilemma between accuracy, timeliness and smoothness in real-time signal extraction
Wildi, Marc
;
McElroy, Tucker
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 1072-1084
Persistent link: https://www.econbiz.de/10012305226
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8
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
Saved in:
9
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
Saved in:
10
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
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