Thomas M. Trimbur

Available identifiers

Publication	Date of Publication	Type
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators	2023-07-25	Paper
Modelled approximations to the ideal filter with application to GDP and its components	2022-07-14	Paper
Signal extraction for nonstationary time series with diverse sampling rules	2018-02-07	Paper
Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation	2015-03-09	Paper
Trends and cycles in economic time series: a Bayesian approach	2012-09-23	Paper
Seasonal heteroskedasticity in time series data: modeling, estimation, and testing	2012-09-05	Paper
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series	2011-07-28	Paper
Properties of higher order stochastic cycles	2007-05-29	Paper

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