Details about Estelle Bee Dagum

Access statistics for papers by Estelle Bee Dagum.

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Short-id: pda523

Working Papers

2005

1. Publishing Standards for Research in Forecasting (Editorial)
   General Economics and Teaching, University Library of Munich, Germany

2002

2. A linear transformation and its properties with special applications in time series filtering
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)

2000

3. Short term trend estimation and turning point prediction
   Quaderni di Dipartimento, Department of Statistics, University of Bologna

Journal Articles

2015

1. Entropy testing for nonlinear serial dependence in time series
   Biometrika, 2015, 102, (3), 661-675 View citations (8)

2013

2. A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces
   Econometric Reviews, 2013, 32, (7), 848-867 View citations (3)

2012

3. A Review of Some Modern Approaches to the Problem of Trend Extraction
   Econometric Reviews, 2012, 31, (6), 593-624 View citations (26)

2010

4. Time Series Modelling and Decomposition
   Statistica, 2010, 70, (4), 433-457 View citations (1)

2009

5. A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
   Econometric Reviews, 2009, 28, (1-3), 40-59 View citations (4)
6. A New Bispectral Test for NonLinear Serial Dependence
   Econometric Reviews, 2009, 28, (1-3), 279-293 View citations (2)
7. Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
   Econometric Reviews, 2009, 28, (1-3), 1-3
8. Performance of short-term trend predictors for current economic analysis
   Economics Bulletin, 2009, 29, (1), 79-89

2008

9. The Henderson Smoother in Reproducing Kernel Hilbert Space
   Journal of Business & Economic Statistics, 2008, 26, 536-545 View citations (5)

2006

10. A critical investigation on detrending procedures for non-linear processes
    Journal of Macroeconomics, 2006, 28, (1), 175-191 View citations (6)
11. Stochastic and deterministic trend models
    Statistica, 2006, 66, (3), 269-280

2004

12. Introduction
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 5
13. Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 18 View citations (1)

1993

14. Dynamic linear models for time series components
    Journal of Econometrics, 1993, 55, (1-2), 333-351 View citations (2)

1989

15. The future of the forecasting profession
    International Journal of Forecasting, 1989, 5, (2), 155-157 View citations (1)

1987

16. Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods
    Journal of Business & Economic Statistics, 1987, 5, (2), 177-89 View citations (4)

1984

17. Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index
    Journal of Business & Economic Statistics, 1984, 2, (3), 250-59
18. Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
    Journal of Business & Economic Statistics, 1984, 2, (4), 328-32 View citations (1)

1965

19. L'inflation structurelle en Amérique latine: le cas de l'Argentine
    Revue Tiers Monde, 1965, 6, (21), 3-40