Tucker McElroy

发表

Modeling and Estimation for Nonseasonal Economic Time Series

Tucker McElroy, 2012 .

A nonparametric method for asymmetrically extending signal extraction filters

Tucker McElroy, T. McElroy, 2011 .

A local spectral approach for assessing time series model misspecification

Tucker McElroy, Scott H. Holan, 2009, J. Multivar. Anal..

Outlier Detection and Modeling Time Series

Tucker McElroy, 2012 .

Custom Epoch Estimation for Surveys

Tucker McElroy, George Sheldon, Osbert Pang, 2019 .

Tail index estimation in the presence of long-memory dynamics

Tucker McElroy, Agnieszka Jach, T. McElroy, 2012, Comput. Stat. Data Anal..

An iterated parametric approach to nonstationary signal extraction

Tucker McElroy, Andrew Sutcliffe, T. McElroy, 2006, Comput. Stat. Data Anal..

When are Direct Multi-step and Iterative Forecasts Identical?†

Tucker McElroy, 2015 .

The trilemma between accuracy, timeliness and smoothness in real-time signal extraction

Tucker McElroy, Marc Wildi, 2019 .

Additive Outlier Detection in Seasonal ARIMA Models by a Modiﬁed Bayesian Information Criterion Pedro Galeano and Daniel Pen˜a

Tucker McElroy, Scott H. Holan, William R. Bell, 2018 .

Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering

Tucker McElroy, Thomas M. Trimbur, T. Trimbur, 2007 .

Finite sample revision variances for ARIMA model-based signan extraction

Tucker McElroy, Richard Gagnon, T. McElroy, 2008 .

Matrix Formulas for Nonstationary Signal Extraction

Tucker McElroy, T. McElroy, 2005 .

Signal extraction for nonstationary multivariate time series with illustrations for trend inflation

Tucker McElroy, Thomas M. Trimbur, 2012 .

The Multivariate Bullwhip Effect

Tucker McElroy, Chaitra H. Nagaraja, T. McElroy, 2016, Eur. J. Oper. Res..

Testing for adequacy of seasonal adjustment in the frequency domain

Tucker McElroy, Anindya Roy, 2021 .

Fitting Constrained Vector Autoregression Models

Tucker McElroy, David F. Findley, D. Findley, 2015 .

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

Tucker McElroy, T. McElroy, 2008, Econometric Theory.

Modiflcations of SEATS' Diagnostic for Detecting Over- or Underestimation of Seasonal Adjustment Decomposition Components

Tucker McElroy, David F. Findley, Kellie C. Wills, 2005 .

expressed are those of the authors and not necessarily those of the U.S. Census Bureau. Exact Formulas for the Hodrick-Prescott Filter

Tucker McElroy, T. McElroy, 2006 .

Economic Time Series

Tucker McElroy, Scott H. Holan, William R. Bell, 2012 .

Multi-step-ahead estimation of time series models

Tucker McElroy, Marc Wildi, T. McElroy, 2013 .

Computer-intensive rate estimation, diverging statistics and scanning

Tucker McElroy, Dimitris N. Politis, D. Politis, 2007, 0710.5004.

Using Spectral Peaks to Detect Seasonality

Tucker McElroy, Scott Holan, 2009 .

Multistep ahead forecasting of vector time series

Tucker McElroy, Michael W. McCracken, T. McElroy, 2014 .

Constrained Estimation of Causal Invertible VARMA

Tucker McElroy, Anindya Roy, Peter Linton, 2019, Statistica sinica.

Self-Normalization for Heavy-Tailed Time Series with Long Memory

Tucker McElroy, Dimitris Politis, D. Politis, 2006 .

Forecasting continuous-time processes with applications to signal extraction

Tucker McElroy, 2013 .

Moment-based tail index estimation

Tucker McElroy, Dimitris N. Politis, D. Politis, 2007 .

Statistical Properties of Model-Based Signal Extraction Diagnostic Tests

Tucker McElroy, 2008 .

A FINE‐TUNED ESTIMATOR OF A GENERAL CONVERGENCE RATE

Tucker McElroy, Dimitris N. Politis, D. Politis, 2008 .