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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 60-74
Persistent link: https://www.econbiz.de/10010171392
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2
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
Mcelroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1019-1039
Persistent link: https://www.econbiz.de/10006972588
Saved in:
3
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
28
(
2011
)
2
,
pp. 471-482
Persistent link: https://www.econbiz.de/10009847396
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4
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker S.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009949979
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5
A Review of Some Modern Approaches to the Problem of Trend Extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
6
,
pp. 593-625
Persistent link: https://www.econbiz.de/10009842060
Saved in:
6
Exact formulas for the Hodrick-Prescott filter
Mcelroy, Tucker
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 209
Persistent link: https://www.econbiz.de/10007916425
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7
Multi-step-ahead estimation of time series models
McElroy, Tucker
;
Wildi, Marc
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 378-394
Persistent link: https://www.econbiz.de/10010137940
Saved in:
8
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/10010029868
Saved in:
9
MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
Mcelroy, Tucker
- In:
Econometric theory
24
(
2008
)
4
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10008069003
Saved in:
10
A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker
- In:
Journal of forecasting
30
(
2011
)
7
,
pp. 597-622
Persistent link: https://www.econbiz.de/10009343396
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