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On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker; Trimbur, Thomas M. - In: Econometric reviews 30 (2011) 5, pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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Multi-step ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - 2012
Persistent link: https://www.econbiz.de/10009681268
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A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric reviews 31 (2012) 4/6, pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
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Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris; McElroy, Tucker - In: Econometric reviews 36 (2017) 4, pp. 447-467
Persistent link: https://www.econbiz.de/10011795242