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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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Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker - In: The econometrics journal 11 (2008) 1, pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
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When are direct multi-step and iterative forecasts identical?
McElroy, Tucker - In: Journal of forecasting 34 (2015) 4, pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
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Matrix formulars for nonstationary ARIMA signal extraction
McElroy, Tucker - In: Econometric theory 24 (2008) 4, pp. 988-1009
Persistent link: https://www.econbiz.de/10003736844
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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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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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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/10009787041
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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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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 (2012) 2, pp. 471-481
Persistent link: https://www.econbiz.de/10009520933