E-LIB Suche - Ergebnisse für: Trimbur, Thomas

1

Variable targeting and reduction in large vector autoregres..:

McElroy, T. S. ; Trimbur, Thomas
Journal of Applied Statistics. 50 (2022) 7 - p. 1515-1537 , 2022

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

2

Signal Extraction for Nonstationary Time Series with Divers..:

Trimbur, Thomas ; McElroy, Tucker
Journal of Time Series Econometrics. 9 (2016) 1 - p. , 2016

Link: https://doi.org/10.1515/..

3

Signal Extraction for Non‐Stationary Multivariate Time Seri..:

McElroy, Tucker ; Trimbur, Thomas
Journal of Time Series Analysis. 36 (2014) 2 - p. 209-227 , 2014

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

4

Trend Estimation and the Hodrick-Prescott Filter:

Harvey, Andrew ; Trimbur, Thomas
JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 38 (2008) 1 - p. 41-49 , 2008

Link: https://doi.org/10.14490..

5

A note on common cycles, common trends and convergence:

, In: Journal of business & economic statistics

Carvalho, Vasco M. ; Trimbur, Thomas. (2007) 1 - p. 12-20

Copies: Zentrale;

6

A Note on Common Cycles, Common Trends, and Convergence:

Carvalho, Vasco ; Harvey, Andrew ; Trimbur, Thomas
Journal of Business & Economic Statistics. 25 (2007) 1 - p. 12-20 , 2007

Link: https://doi.org/10.1198/..

7

A Note on Common Cycles, Common Trends, and Convergence:

Carvalho, Vasco ; Harvey, Andrew ; Trimbur, Thomas
Journal of Business & Economic Statistics. 25 (2007) 1 - p. 12-20 , 2007

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

8

Trend estimation, signal-noise ratios and the frequency of ..

Working papers & studies. General statistics

Harvey, Andrew ; Trimbur, Thomas - 2003 edition . , 2003

Link: https://op.europa.eu/pub..

9

Comments on "Calling recessions in real time":

Trimbur, Thomas M.
International Journal of Forecasting. 27 (2011) 4 - p. 1027-1031 , 2011

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

10

On the Discretization of Continuous-Time Filters for Nonsta..:

McElroy, Tucker ; Trimbur, Thomas M.
Econometric Reviews. 30 (2011) 5 - p. 475-513 , 2011

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

11

Stochastic level shifts and outliers and the dynamics of oi..:

Trimbur, Thomas M.
International Journal of Forecasting. 26 (2010) 1 - p. 162-179 , 2010

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

12

Trends and cycles in economic time series: A Bayesian appro..:

Harvey, Andrew C. ; Trimbur, Thomas M. ; Van Dijk, Herman K.
Journal of Econometrics. 140 (2007) 2 - p. 618-649 , 2007

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

13

Detrending economic time series: a Bayesian generalization ..:

Trimbur, Thomas M.
Journal of Forecasting. 25 (2006) 4 - p. 247-273 , 2006

Link: https://doi.org/10.1002/..

14

Properties of higher order stochastic cycles:

Trimbur, Thomas M.
Journal of Time Series Analysis. 27 (2006) 1 - p. 1-17 , 2006

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

15

General Model-Based Filters for Extracting Cycles and Trend..:

Harvey, Andrew C. ; Trimbur, Thomas M.
The Review of Economics and Statistics. 85 (2003) 2 - p. 244-255 , 2003

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