Thomas M. Trimbur

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators Journal of Applied Statistics	2023-07-25	Paper
Modelled approximations to the ideal filter with application to GDP and its components The Annals of Applied Statistics	2022-07-14	Paper
Signal extraction for nonstationary time series with diverse sampling rules Journal of Time Series Econometrics	2018-02-07	Paper
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation Journal of Time Series Analysis	2015-03-09	Paper
Trends and cycles in economic time series: a Bayesian approach Journal of Econometrics	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 Econometric Reviews	2011-07-28	Paper
Properties of higher order stochastic cycles Journal of Time Series Analysis	2007-05-29	Paper

Research outcomes over time

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