Tucker McElroy
Tucker McElroy
Verifisert e-postadresse på census.gov
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A review of some modern approaches to the problem of trend extraction
T Alexandrov, S Bianconcini, EB Dagum, P Maass, TS McElroy
Econometric Reviews 31 (6), 593-624, 2012
1472012
Method and apparatus for evaluating data and implementing training based on the evaluation of the data
DK Shayegan, SM Stahl, TS McElroy, EB Sudderth
US Patent 6,795,793, 2004
872004
Matrix formulas for nonstationary ARIMA signal extraction
T McElroy
Econometric Theory 24 (4), 988-1009, 2008
762008
Exact formulas for the Hodrick‐Prescott filter
T McElroy
The Econometrics Journal 11 (1), 209-217, 2008
632008
Subsampling inference for the mean of heavy‐tailed long‐memory time series
A Jach, T McElroy, DN Politis
Journal of Time Series Analysis 33 (1), 96-111, 2012
392012
Expectation Formation Following Large, Unexpected Shocks
SR Baker, TS McElroy, XS Sheng
Review of Economics and Statistics 102 (2), 287-303, 2020
332020
Self-normalization for heavy-tailed time series with long memory
T McElroy, D Politis
Statistica Sinica 17 (1), 199-220, 2007
312007
Economic Time Series: Modeling and Seasonality
WR Bell, SH Holan, TS McElroy
CRC Press, 2012
302012
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
T McElroy, DN Politis
Econometric Theory 18 (5), 1019-1039, 2002
272002
On the computation of autocovariances for generalized Gegenbauer processes
TS McElroy, SH Holan
Statistica Sinica, 1661-1687, 2012
262012
An iterated parametric approach to nonstationary signal extraction
T McElroy, A Sutcliffe
Computational statistics & data analysis 50 (9), 2206-2231, 2006
242006
Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
T McElroy, DN Politis
Econometric Theory 28 (2), 471-481, 2012
232012
A Bayesian approach to estimating the long memory parameter
S Holan, T McElroy, S Chakraborty
Bayesian Analysis 4 (1), 159-190, 2009
23*2009
Multi-step-ahead estimation of time series models
T McElroy, M Wildi
International Journal of Forecasting 29 (3), 378-394, 2013
222013
Computer-intensive rate estimation, diverging statistics and scanning
T McElroy, DN Politis
The Annals of Statistics 35 (4), 1827-1848, 2007
222007
A to Z of Mathematicians
T McElroy
Infobase Publishing, 2014
212014
Moment-based tail index estimation
T McElroy, DN Politis
Journal of statistical planning and inference 137 (4), 1389-1406, 2007
202007
The multivariate bullwhip effect
CH Nagaraja, T McElroy
European Journal of Operational Research 267 (1), 96-106, 2018
172018
A local spectral approach for assessing time series model misspecification
T McElroy, S Holan
Journal of Multivariate Analysis 100 (4), 604-621, 2009
162009
New ARIMA models for seasonal time series and their application to seasonal adjustment and forecasting
JAD Aston, DF Findley, TS McElroy, KC Wills, DEK Martin
162007
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Artikler 1–20