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1

Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules

Trimbur, Thomas, McElroy, Tucker

Journal:

Journal of Time Series Econometrics

Year:

2017

Language:

english

File:

PDF, 3.22 MB

english, 2017

2

Exact formulas for the Hodrick-Prescott filter

Journal:

The Econometrics Journal

Year:

2008

Language:

english

File:

PDF, 91 KB

english, 2008

3

The Multivariate Bullwhip Effect

Nagaraja, Chaitra H., McElroy, Tucker

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 926 KB

english, 2017

4

Tail exponent estimation via broadband log density-quantile regression

Scott H. Holan, Tucker S. McElroy

Journal:

Journal of Statistical Planning and Inference

Year:

2010

Language:

english

File:

PDF, 290 KB

english, 2010

5

Selection between models through multi-step-ahead forecasting

Tucker S. McElroy, David F. Findley

Journal:

Journal of Statistical Planning and Inference

Year:

2010

Language:

english

File:

PDF, 304 KB

english, 2010

6

Multi-step-ahead estimation of time series models

McElroy, Tucker, Wildi, Marc

Journal:

International Journal of Forecasting

Year:

2013

Language:

english

File:

PDF, 990 KB

english, 2013

7

Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation

McElroy, Tucker, Trimbur, Thomas

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 763 KB

english, 2015

8

First Metatarsophalangeal Joint Motion in Homo sapiens

Durrant, Michael N., McElroy, Tucker, Durrant, Lara

Journal:

Journal of the American Podiatric Medical Association

Year:

2012

Language:

english

File:

PDF, 927 KB

english, 2012

9

On the measurement and treatment of extremes in time series

McElroy, Tucker

Journal:

Year:

2016

Language:

english

File:

PDF, 608 KB

english, 2016

10

Radiographic Image Distortion Between the Distal Edge of the First Metatarsal and the Tibial Sesamoid

Durrant, Michael, McElroy, Tucker

Journal:

Journal of the American Podiatric Medical Association

Year:

2010

Language:

english

File:

PDF, 403 KB

english, 2010

11

Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis

Jach, Agnieszka, McElroy, Tucker S., Politis, Dimitris N.

Journal:

Journal of Time Series Analysis

Year:

2016

Language:

english

File:

PDF, 121 KB

english, 2016

12

A Conversation with David Findley

McElroy, Tucker S., Holan, Scott H.

Journal:

Statistical Science

Year:

2012

Language:

english

File:

PDF, 353 KB

english, 2012

13

Recursive Computation for Block-Nested Covariance Matrices

McElroy, Tucker

Journal:

Journal of Time Series Analysis

Year:

2018

Language:

english

File:

PDF, 381 KB

english, 2018

14

Time series seasonal adjustment using regularized singular value decomposition

Lin, Wei, Huang, Jianhua Z., McElroy, Tucker

Journal:

Journal of Business and Economic Statistics

Year:

2018

Language:

english

File:

PDF, 787 KB

english, 2018

15

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

Wildi, Marc, McElroy, Tucker S.

Journal:

International Journal of Forecasting

Year:

2019

File:

PDF, 540 KB

2019

16

A nonparametric method for asymmetrically extending signal extraction filters

Journal:

Journal of Forecasting

Year:

2011

Language:

english

File:

PDF, 1.09 MB

english, 2011

17

An iterated parametric approach to nonstationary signal extraction

Tucker McElroy, Andrew Sutcliffe

Journal:

Computational Statistics & Data Analysis

Year:

2006

Language:

english

File:

PDF, 250 KB

english, 2006

18

Moment-based tail index estimation

Tucker McElroy, Dimitris N. Politis

Journal:

Journal of Statistical Planning and Inference

Year:

2007

Language:

english

File:

PDF, 240 KB

english, 2007

19

A local spectral approach for assessing time series model misspecification

Tucker McElroy, Scott Holan

Journal:

Journal of Multivariate Analysis

Year:

2009

Language:

english

File:

PDF, 937 KB

english, 2009

20

Spectral domain diagnostics for testing model proximity and disparity in time series data

Tucker McElroy, Scott Holan

Journal:

Statistical Methodology

Year:

2009

Language:

english

File:

PDF, 1.06 MB

english, 2009

21

A FINE-TUNED ESTIMATOR OF A GENERAL CONVERGENCE RATE

Tucker Mcelroy, Dimitris N. Politis

Journal:

Australian & New Zealand Journal of Statistics

Year:

2008

Language:

english

File:

PDF, 689 KB

english, 2008

22

Subsampling inference for the mean of heavy-tailed long-memory time series

Agnieszka Jach, Tucker McElroy, Dimitris N. Politis

Journal:

Journal of Time Series Analysis

Year:

2012

Language:

english

File:

PDF, 1.49 MB

english, 2012

23

Tail index estimation in the presence of long-memory dynamics

Tucker McElroy, Agnieszka Jach

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 1.68 MB

english, 2012

24

Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series

Tucker McElroy, Agnieszka Jach

Journal:

Journal of Time Series Analysis

Year:

2012

Language:

english

File:

PDF, 1.09 MB

english, 2012

25

The perils of inferring serial dependence from sample autocorrelations of moving average series

Journal:

Statistics & Probability Letters

Year:

2012

Language:

english

File:

PDF, 231 KB

english, 2012

26

A Review of Some Modern Approaches to the Problem of Trend Extraction

Alexandrov, Theodore, Bianconcini, Silvia, Dagum, Estela Bee, Maass, Peter, McElroy, Tucker S.

Journal:

Econometric Reviews

Year:

2012

Language:

english

File:

PDF, 499 KB

english, 2012

27

Distribution theory for the studentized mean for long, short, and negative memory time series

McElroy, Tucker, Politis, Dimitris N.

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 752 KB

english, 2013

28

Forecasting continuous-time processes with applications to signal extraction

McElroy, Tucker S.

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2013

Language:

english

File:

PDF, 377 KB

english, 2013

29

MEDICAL OFFICERS OF SCHOOLS ASSOCIATION,

McElroy, Tucker, Wildi, Marc

Journal:

Year:

1885

Language:

english

File:

PDF, 451 KB

english, 1885

30

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics

McElroy, Tucker S., Politis, Dimitris N.

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 501 KB

english, 2014

31

Stable Marked Point Processes

Tucker McElroy and Dimitris N. Politis

Journal:

The Annals of Statistics

Year:

2007

Language:

english

File:

PDF, 1.72 MB

english, 2007

32

Statistical Properties of Model-Based Signal Extraction Diagnostic Tests

McElroy, Tucker

Journal:

Communication in Statistics- Theory and Methods

Year:

2008

Language:

english

File:

PDF, 209 KB

english, 2008

33

Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies

McElroy, Tucker, Monsell, Brian

Journal:

Journal of the American Statistical Association

Year:

2014

Language:

english

File:

PDF, 563 KB

english, 2014

34

Large sample theory for statistics of stable moving averages

McElroy, Tucker, Politis, Dimitris N.

Journal:

Journal of Nonparametric Statistics

Year:

2004

Language:

english

File:

PDF, 279 KB

english, 2004

35

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

McElroy, Tucker

Journal:

Econometric Theory

Year:

2008

Language:

english

File:

PDF, 284 KB

english, 2008

36

On Joint Fourier–Laplace Transforms

Fitzsimmons, Patrick, McElroy, Tucker

Journal:

Communication in Statistics- Theory and Methods

Year:

2010

Language:

english

File:

PDF, 74 KB

english, 2010

37

ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS

McElroy, Tucker, Politis, Dimitris N.

Journal:

Econometric Theory

Year:

2002

Language:

english

File:

PDF, 129 KB

english, 2002

38

When are Direct Multi-step and Iterative Forecasts Identical?

McElroy, Tucker

Journal:

Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 2.66 MB

english, 2015

39

Optimal Signal Extraction with Correlated Components

McElroy, Tucker S., Maravall, Agustin

Journal:

Journal of Time Series Econometrics

Year:

2014

Language:

english

File:

PDF, 1.25 MB

english, 2014

40

Signal Extraction Revision Variances as a Goodness-of-Fit Measure

McElroy, Tucker, Wildi, Marc

Journal:

Journal of Time Series Econometrics

Year:

2010

Language:

english

File:

PDF, 457 KB

english, 2010

41

Multistep Ahead Forecasting of Vector Time Series

McElroy, Tucker, McCracken, Michael W.

Journal:

Econometric Reviews

Year:

2014

File:

PDF, 922 KB

2014

42

Hermite expansion and estimation of monotonic transformations of Gaussian data

Janicki, Ryan, McElroy, Tucker S.

Journal:

Journal of Nonparametric Statistics

Year:

2016

Language:

english

File:

PDF, 1.03 MB

english, 2016

43

Multistep Ahead Forecasting of Vector Time Series

McElroy, Tucker, McCracken, Michael W.

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 922 KB

english, 2014

44

Computation of the autocovariances for time series with multiple long-range persistencies

McElroy, Tucker S., Holan, Scott H.

Journal:

Computational Statistics & Data Analysis

Year:

2016

Language:

english

File:

PDF, 1.94 MB

english, 2016

45

Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

McElroy, Tucker

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 520 KB

english, 2015

46

Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation

Blakely, Chris, McElroy, Tucker

Journal:

Econometric Reviews

Year:

2016

Language:

english

File:

PDF, 615 KB

english, 2016

47

FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY

McElroy, Tucker, Politis, Dimitris N.

Journal:

Econometric Theory

Year:

2012

Language:

english

File:

PDF, 107 KB

english, 2012

48

On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series

McElroy, Tucker, Trimbur, Thomas M.

Journal:

Econometric Reviews

Year:

2011

Language:

english

File:

PDF, 573 KB

english, 2011

49

INCOMPATIBILITY OF TRENDS IN MULTI-YEAR ESTIMATES FROM THE AMERICAN COMMUNITY SURVEY

Journal:

The Annals of Applied Statistics

Year:

2009

Language:

english

File:

PDF, 1.07 MB

english, 2009

50

Exact formulas for the Hodrick-Prescott filter

Journal:

The Econometrics Journal

Year:

2008

Language:

english

File:

PDF, 688 KB

english, 2008