Search results for ‘Tucker S McElroy (U.S. Census Bureau, Washington, D.C., USA),Thomas M Trimbur’

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      Cover image for Finance and Economics Discussion Series
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      Finance and Economics Discussion Series

      Tucker S McElroy (U.S. Census Bureau, Washington, D.C., USA),Thomas M Trimbur

      This paper advances the theory and methodology of signal extraction by introducing asymptotic and finite sample formulas for optimal estimators of signals in nonstationary multivariate time series. Previous literature has…

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      Cover image for Finance and Economics Discussion Series
      Paperback
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      Finance and Economics Discussion Series

      Tucker S McElroy (U.S. Census Bureau, Washington, D.C., USA),Thomas M Trimbur

      This paper sets out the theoretical foundations for continuous-time signal extraction in econometrics. Continuous-time modeling gives an effective strategy for treating stock and flow data, irregularly spaced data, and changing…

      $35.99

      Available to order, ships in approx 2 weeksAvailable to order