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Tucker McElroy
Tucker McElroy
Verified email at census.gov
Title
Cited by
Cited by
Year
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
1722012
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
942004
Matrix formulas for nonstationary ARIMA signal extraction
T McElroy
Econometric Theory 24 (4), 988-1009, 2008
832008
Expectation Formation Following Large, Unexpected Shocks
SR Baker, TS McElroy, XS Sheng
Review of Economics and Statistics 102 (2), 287-303, 2020
712020
Exact formulas for the Hodrick‐Prescott filter
T McElroy
The Econometrics Journal 11 (1), 209-217, 2008
702008
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
432012
Time Series: A First Course with Bootstrap Starter
TS McElroy, DN Politis
CRC Press, 2019
41*2019
Economic Time Series: Modeling and Seasonality
WR Bell, SH Holan, TS McElroy
CRC Press, 2012
402012
On the computation of autocovariances for generalized Gegenbauer processes
TS McElroy, SH Holan
Statistica Sinica, 1661-1687, 2012
332012
Self-normalization for heavy-tailed time series with long memory
T McElroy, D Politis
Statistica Sinica 17 (1), 199-220, 2007
312007
The multivariate bullwhip effect
CH Nagaraja, T McElroy
European Journal of Operational Research 267 (1), 96-106, 2018
282018
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
282012
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
282002
A Bayesian approach to estimating the long memory parameter
S Holan, T McElroy, S Chakraborty
Bayesian Analysis 4 (1), 159-190, 2009
27*2009
A to Z of Mathematicians
T McElroy
Infobase Publishing, 2014
262014
Computer-intensive rate estimation, diverging statistics and scanning
T McElroy, DN Politis
The Annals of Statistics 35 (4), 1827-1848, 2007
262007
Multi-step-ahead estimation of time series models
T McElroy, M Wildi
International Journal of Forecasting 29 (3), 378-394, 2013
252013
An iterated parametric approach to nonstationary signal extraction
T McElroy, A Sutcliffe
Computational statistics & data analysis 50 (9), 2206-2231, 2006
242006
Moment-based tail index estimation
T McElroy, DN Politis
Journal of statistical planning and inference 137 (4), 1389-1406, 2007
232007
Modeling of Holiday Effects and Seasonality in Daily Time Series
TS McElroy, BC Monsell, RJ Hutchinson
Research Report Series, U.S. Census Bureau 1 (Statistics 2018-01), 2018
192018
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