Tucker Sprague McElroy

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Affiliations

• Government of the United States / Department of Commerce / Census Bureau
  • EDIRC entry
  • location:

Research profile

author of:

• Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates (repec:bea:wpaper:0186)
  by Baoline Chen & Tucker McElroy & Osbert Pang
• Time Series Econometrics Klaus Neusser Springer International Publishing , 2016 , xxiv + 409 pages, £99.00, hardcover ISBN: 978-3-319-32861-4 (repec:bla:istatr:v:85:y:2017:i:1:p:181-183)
  by Tucker S. McElroy
• A Review of Seasonal Adjustment Diagnostics (repec:bla:istatr:v:90:y:2022:i:2:p:259-284)
  by Tucker McElroy & Anindya Roy
• Model identification via total Frobenius norm of multivariate spectra (repec:bla:jorssb:v:84:y:2022:i:2:p:473-495)
  by Tucker S. McElroy & Anindya Roy
• Subsampling inference for the mean of heavy‐tailed long‐memory time series (repec:bla:jtsera:v:33:y:2012:i:1:p:96-111)
  by Agnieszka Jach & Tucker McElroy & Dimitris N. Politis
• Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series (repec:bla:jtsera:v:33:y:2012:i:6:p:935-953)
  by Tucker McElroy & Agnieszka Jach
• Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation (repec:bla:jtsera:v:36:y:2015:i:2:p:209-227)
  by Tucker McElroy & Thomas Trimbur
• Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis (repec:bla:jtsera:v:37:y:2016:i:5:p:713-720)
  by Agnieszka Jach & Tucker S. McElroy & Dimitris N. Politis
• The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (repec:bla:jtsera:v:39:y:2018:i:2:p:172-191)
  by Tucker McElroy & Anindya Roy
• Recursive Computation for Block†Nested Covariance Matrices (repec:bla:jtsera:v:39:y:2018:i:3:p:299-312)
  by Tucker McElroy
• Local quadratic spectral and covariance matrix estimation (repec:bla:jtsera:v:46:y:2025:i:4:p:674-691)
  by Tucker McElroy & Dimitris N. Politis
• Analysis of Crisis Effects via Maximum Entropy Adjustment (repec:bla:jtsera:v:47:y:2026:i:1:p:106-120)
  by Tucker McElroy
• Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence (repec:bla:labour:v:33:y:2019:i:4:p:463-487)
  by Henry R. Hyatt & Tucker S. McElroy
• Seasonal adjustment subject to accounting constraints (repec:bla:stanee:v:72:y:2018:i:4:p:574-589)
  by Tucker McElroy
• Signal Extraction Revision Variances as a Goodness-of-Fit Measure (repec:bpj:jtsmet:v:2:y:2010:i:1:n:4)
  by McElroy Tucker & Wildi Marc
• Optimal Signal Extraction with Correlated Components (repec:bpj:jtsmet:v:6:y:2014:i:2:p:37:n:3)
  by McElroy Tucker S. & Maravall Agustin
• Optimal Real-Time Filters for Linear Prediction Problems (repec:bpj:jtsmet:v:8:y:2016:i:2:p:155-192:n:2)
  by Wildi Marc & McElroy Tucker
• Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules (repec:bpj:jtsmet:v:9:y:2017:i:1:p:37:n:1)
  by Trimbur Thomas & McElroy Tucker
• A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions (repec:bpj:sndecm:v:14:y:2010:i:4:n:6)
  by McElroy Tucker S
• Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series (repec:cdl:ucsdec:qt0dr145dt)
  by McElroy, Tucker S & Politis, D N
• Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series (repec:cdl:ucsdec:qt35c7r55c)
  by McElroy, Tucker S. & Politis, Dimitris N.
• Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics (repec:cdl:ucsdec:qt6164c110)
  by McElroy, Tucker & Politis, Dimitris
• Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory (repec:cdl:ucsdec:qt70c4x0sq)
  by Politis, D N & McElroy, Tucker S
• Labor Reallocation, Employment, and Earnings: Vector Autoregression Evidence (repec:cen:wpaper:17-11)
  by Henry R. Hyatt & Tucker S. McElroy
• Building the Census Bureau Index of Economic Activity (IDEA) (repec:cen:wpaper:23-15)
  by Jose Asturias & William R. Bell & Rebecca Hutchinson & Tucker McElroy & Katherine J. Thompson
• Robust Inference For The Mean In The Presence Of Serial Correlation And Heavy-Tailed Distributions (repec:cup:etheor:v:18:y:2002:i:05:p:1019-1039_18)
  by McElroy, Tucker & Politis, Dimitris N.
• Matrix Formulas For Nonstationary Arima Signal Extraction (repec:cup:etheor:v:24:y:2008:i:04:p:988-1009_08)
  by McElroy, Tucker
• Fixed-B Asymptotics For The Studentized Mean From Time Series With Short, Long, Or Negative Memory (repec:cup:etheor:v:28:y:2012:i:02:p:471-481_00)
  by McElroy, Tucker & Politis, Dimitris N.
• Stationary parameterization of GARCH processes (repec:ebl:ecbull:eb-21-01162)
  by Tucker S McElroy
• Exact formulas for the Hodrick-Prescott filter (repec:ect:emjrnl:v:11:y:2008:i:1:p:209-217)
  by Tucker McElroy
• Computation of the autocovariances for time series with multiple long-range persistencies (repec:eee:csdana:v:101:y:2016:i:c:p:44-56)
  by McElroy, Tucker S. & Holan, Scott H.
• Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (repec:eee:csdana:v:177:y:2023:i:c:s0167947322001608)
  by McElroy, Tucker S. & Jach, Agnieszka
• An iterated parametric approach to nonstationary signal extraction (repec:eee:csdana:v:50:y:2006:i:9:p:2206-2231)
  by McElroy, Tucker & Sutcliffe, Andrew
• Tail index estimation in the presence of long-memory dynamics (repec:eee:csdana:v:56:y:2012:i:2:p:266-282)
  by McElroy, Tucker & Jach, Agnieszka
• Distribution theory for the studentized mean for long, short, and negative memory time series (repec:eee:econom:v:177:y:2013:i:1:p:60-74)
  by McElroy, Tucker & Politis, Dimitris N.
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (repec:eee:econom:v:182:y:2014:i:1:p:211-225)
  by McElroy, Tucker S. & Politis, Dimitris N.
• The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions (repec:eee:ecosta:v:14:y:2020:i:c:p:112-130)
  by McElroy, Tucker S. & Wildi, Marc
• The multivariate bullwhip effect (repec:eee:ejores:v:267:y:2018:i:1:p:96-106)
  by Nagaraja, Chaitra H. & McElroy, Tucker
• Multi-step-ahead estimation of time series models (repec:eee:intfor:v:29:y:2013:i:3:p:378-394)
  by McElroy, Tucker & Wildi, Marc
• The trilemma between accuracy, timeliness and smoothness in real-time signal extraction (repec:eee:intfor:v:35:y:2019:i:3:p:1072-1084)
  by Wildi, Marc & McElroy, Tucker S.
• A local spectral approach for assessing time series model misspecification (repec:eee:jmvana:v:100:y:2009:i:4:p:604-621)
  by McElroy, Tucker & Holan, Scott
• Computation of vector ARMA autocovariances (repec:eee:stapro:v:124:y:2017:i:c:p:92-96)
  by McElroy, Tucker
• The perils of inferring serial dependence from sample autocorrelations of moving average series (repec:eee:stapro:v:82:y:2012:i:9:p:1632-1636)
  by McElroy, Tucker
• Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering (repec:fip:fedgfe:2007-68)
  by Tucker S. McElroy & Thomas M. Trimbur
• Signal extraction for nonstationary multivariate time series with illustrations for trend inflation (repec:fip:fedgfe:2012-45)
  by Tucker S. McElroy & Thomas M. Trimbur
• Multi-step ahead forecasting of vector time series (repec:fip:fedlwp:2012-060)
  by Michael W. McCracken & Tucker S. McElroy
• A nonparametric method for asymmetrically extending signal extraction filters (repec:jof:jforec:v:30:y:2011:i:7:p:597-621)
  by Tucker McElroy
• Nonnested model comparisons for time series (repec:oup:biomet:v:103:y:2016:i:4:p:905-914.)
  by T. S. McElroy
• Skip sampling: subsampling in the frequency domain (repec:oup:biomet:v:111:y:2024:i:4:p:1241-1256.)
  by Tucker McElroy & Dimitris N Politis
• Testing collinearity of vector time series (repec:oup:emjrnl:v:22:y:2019:i:2:p:97-116.)
  by Tucker S McElroy & Agnieszka Jach
• Subsampling Inference for the Autocorrelations of GARCH Processes (repec:oup:jfinec:v:17:y:2019:i:3:p:495-515.)
  by Tucker McElroy & Agnieszka Jach
• Forecasting continuous-time processes with applications to signal extraction (repec:spr:aistmt:v:65:y:2013:i:3:p:439-456)
  by Tucker McElroy
• Quadratic Prediction of Time Series via Auto-Cumulants (repec:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-023-00326-6)
  by Tucker S. McElroy & Dhrubajyoti Ghosh & Soumendra Lahiri
• Optimal linear interpolation of multiple missing values (repec:spr:sistpr:v:25:y:2022:i:3:d:10.1007_s11203-022-09269-5)
  by Tucker S. McElroy & Dimitris N. Politis
• On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (repec:taf:emetrv:v:30:y:2011:i:5:p:475-513)
  by Tucker McElroy & Thomas M. Trimbur
• A Review of Some Modern Approaches to the Problem of Trend Extraction (repec:taf:emetrv:v:31:y:2012:i:6:p:593-624)
  by Theodore Alexandrov & Silvia Bianconcini & Estela Bee Dagum & Peter Maass & Tucker S. McElroy
• Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (repec:taf:emetrv:v:36:y:2017:i:4:p:447-467)
  by Chris Blakely & Tucker McElroy
• Multistep ahead forecasting of vector time series (repec:taf:emetrv:v:36:y:2017:i:5:p:495-513)
  by Tucker McElroy & Michael W. McCracken
• Hermite expansion and estimation of monotonic transformations of Gaussian data (repec:taf:gnstxx:v:28:y:2016:i:1:p:207-234)
  by Ryan Janicki & Tucker S. McElroy
• Variable targeting and reduction in large vector autoregressions with applications to workforce indicators (repec:taf:japsta:v:50:y:2023:i:7:p:1515-1537)
  by T. S. McElroy & Thomas Trimbur
• Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies (repec:taf:jnlasa:v:110:y:2015:i:511:p:1284-1303)
  by Tucker McElroy & Brian Monsell
• Estimating the Spectral Density at Frequencies Near Zero (repec:taf:jnlasa:v:119:y:2024:i:545:p:612-624)
  by Tucker McElroy & Dimitris N. Politis
• Statistical Inference for High-Dimensional Spectral Density Matrix (repec:taf:jnlasa:v:120:y:2025:i:551:p:1960-1974)
  by Jinyuan Chang & Qing Jiang & Tucker McElroy & Xiaofeng Shao
• Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy (repec:taf:jnlbes:v:35:y:2017:i:4:p:611-625)
  by Tucker McElroy
• Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition (repec:taf:jnlbes:v:38:y:2020:i:3:p:487-501)
  by Wei Lin & Jianhua Z. Huang & Tucker McElroy
• Seasonal Adjustment of Time Series Observed at Mixed Frequencies Using Singular Value Decomposition with Wavelet Thresholding (repec:taf:jnlbes:v:44:y:2026:i:2:p:465-481)
  by Shiyuan He & Wei Lin & Tucker McElroy & Jianhua Z. Huang
• Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series (repec:taf:jnlbes:v:44:y:2026:i:2:p:640-651)
  by Tucker S. McElroy & Osbert C. Pang & Baoline Chen
• Nonlinear prediction via Hermite transformation (repec:taf:tstfxx:v:5:y:2021:i:1:p:49-54)
  by Tucker McElroy & Srinjoy Das
• Expectation Formation Following Large, Unexpected Shocks (repec:tpr:restat:v:102:y:2020:i:2:p:287-303)
  by Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng
• A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models (repec:vrs:offsta:v:37:y:2021:i:2:p:367-394:n:8)
  by McElroy Tucker
• Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates (repec:vrs:offsta:v:38:y:2022:i:2:p:399-428:n:11)
  by Chen Baoline & McElroy Tucker S. & Pang Osbert C.
• An Instrumental Variables Approach to Testing Forecast Efficiency (repec:wly:japmet:v:41:y:2026:i:1:p:77-87)
  by Tucker S. McElroy & Xuguang Simon Sheng
• When are Direct Multi‐step and Iterative Forecasts Identical? (repec:wly:jforec:v:34:y:2015:i:4:p:315-336)
  by Tucker McElroy
• The Term Structure of Uncertainty: New Evidence from Survey Expectations (repec:wly:jmoncb:v:54:y:2022:i:1:p:39-71)
  by Carola Binder & Tucker S. Mcelroy & Xuguang S. Sheng