E-LIB Suche - Ergebnisse für: McElroy, Tucker S.

1

Model identification via total Frobenius norm of multivaria..:

McElroy, Tucker S ; Roy, Anindya
Journal of the Royal Statistical Society Series B: Statistical Methodology. 85 (2023) 2 - p. 454-473 , 2023

Link: https://doi.org/10.1093/..

2

Identification of the differencing operator of a non-statio..:

McElroy, Tucker S. ; Jach, Agnieszka
Computational Statistics & Data Analysis. 177 (2023) - p. 107580 , 2023

Link: https://doi.org/10.1016/..

3

Quadratic Prediction of Time Series via Auto-Cumulants:

McElroy, Tucker S. ; Ghosh, Dhrubajyoti ; Lahiri, Soumendra
Sankhya A. 86 (2023) 1 - p. 431-463 , 2023

Link: https://doi.org/10.1007/..

4

Optimal linear interpolation of multiple missing values:

McElroy, Tucker S. ; Politis, Dimitris N.
Statistical Inference for Stochastic Processes. 25 (2022) 3 - p. 471-483 , 2022

Link: https://doi.org/10.1007/..

5

Assessing Residual Seasonality in the U.S. National Income ..:

Chen, Baoline ; McElroy, Tucker S. ; Pang, Osbert C.
Journal of Official Statistics. 38 (2022) 2 - p. 399-428 , 2022

Link: https://doi.org/10.2478/..

6

Model Identification Via Total Frobenius Norm of Multivaria..:

McElroy, Tucker S. ; Roy, Anindya
Journal of the Royal Statistical Society Series B: Statistical Methodology. 84 (2021) 2 - p. 473-495 , 2021

Link: https://doi.org/10.1111/..

7

The Term Structure of Uncertainty: New Evidence from Survey..:

BINDER, CAROLA ; MCELROY, TUCKER S. ; SHENG, XUGUANG S.
Journal of Money, Credit and Banking. 54 (2021) 1 - p. 39-71 , 2021

Link: https://doi.org/10.1111/..

8

Frequency Domain Calculation of Seasonal VARMA Autocovarian..:

McElroy, Tucker S.
Journal of Computational and Graphical Statistics. 31 (2021) 1 - p. 301-303 , 2021

Link: https://doi.org/10.1080/..

9

Time series

a first course with bootstrap starter Texts in statistical science

McElroy, Tucker S. ; Politis, Dimitris N. , [2020]

Link: http://ebookcentral.proq..

10

The Multivariate Linear Prediction Problem: Model-Based and..:

McElroy, Tucker S. ; Wildi, Marc
Econometrics and Statistics. 14 (2020) - p. 112-130 , 2020

Link: https://doi.org/10.1016/..

11

The trilemma between accuracy, timeliness and smoothness in..:

Wildi, Marc ; McElroy, Tucker S.
International Journal of Forecasting. 35 (2019) 3 - p. 1072-1084 , 2019

Link: https://doi.org/10.1016/..

12

Labor Reallocation, Employment, and Earnings: Vector Autore..:

Hyatt, Henry R. ; McElroy, Tucker S.
LABOUR. 33 (2019) 4 - p. 463-487 , 2019

Link: https://doi.org/10.1111/..

13

Testing collinearity of vector time series:

McElroy, Tucker S ; Jach, Agnieszka
The Econometrics Journal. 22 (2019) 2 - p. 97-116 , 2019

Link: https://doi.org/10.1093/..

14

CONSTRAINED ESTIMATION OF CAUSAL INVERTIBLE VARMA:

Roy, Anindya ; Mcelroy, Tucker S. ; Linton, Peter
Statistica Sinica. 29 (2019) 1 - p. 455-478 , 2019

Link: https://www.jstor.org/st..

15

THE CEPSTRAL MODEL FOR MULTIVARIATE TIME SERIES: THE VECTOR..:

Holan, Scott H. ; McElroy, Tucker S. ; Wu, Guohui
Statistica Sinica. 27 (2017) 1 - p. 23-42 , 2017

Link: http://www.jstor.org/sta..