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Tucker Sprague McElroy

Global rank #5319 94%

Institution: Government of the United States

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2022

RePEc ID: pmc150 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 3.35 2.68 0.00 9.38
All Time 0.00 5.36 8.71 0.00 19.44

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 14.14

Publications (13)

Year Article Journal Tier Authors
2022 The Term Structure of Uncertainty: New Evidence from Survey Expectations Journal of Money, Credit, and Banking B 3
2020 Expectation Formation Following Large, Unexpected Shocks Review of Economics and Statistics A 3
2020 Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition Journal of Business & Economic Statistics A 3
2019 The trilemma between accuracy, timeliness and smoothness in real-time signal extraction International Journal of Forecasting B 2
2019 Testing collinearity of vector time series The Econometrics Journal B 2
2017 Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy Journal of Business & Economic Statistics A 1
2015 Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies Journal of the American Statistical Association B 2
2014 Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics Journal of Econometrics A 2
2013 Multi-step-ahead estimation of time series models International Journal of Forecasting B 2
2013 Distribution theory for the studentized mean for long, short, and negative memory time series Journal of Econometrics A 2
2012 FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY Econometric Theory B 2
2008 MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION Econometric Theory B 1
2002 ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS Econometric Theory B 2