T. Trimbur

Economics and Econometrics · 2003–2008

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom T. Trimbur trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Fildes
  2. Andrew S. Harvey
  3. J. Durbin

Who trusts T. Trimbur overall

  1. Andrew S. Harvey
  2. Pierre Perron
  3. Alessandra Iacobucci
  4. K. H. Oh
  5. Marek Jarociński
  6. Tatsuma Wada
  7. Alain Noullez

Papers from T. Trimbur's perspective

Ordered by how strongly the researchers T. Trimbur trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A simple and efficient simulation smoother for state space time series analysis
  2. Bayes factors
  3. The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
  4. Forecasting, Structural Time Series Models and the Kalman Filter.
  5. Dissecting the cycle: a methodological investigation
  6. Estimating the Dimension of a Model
  7. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  8. Short-Term Load Forecasting Methods: An Evaluation Based on European Data (IEEE Transactions on Power Systems)
  9. Forecasting Using Principal Components From a Large Number of Predictors
  10. Present position and potential developments: some personal views

Their papers