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Research

Our Researchers

Our researchers produce innovations that keep our economic and social statistics efficient and relevant. Census researchers engage in challenging and rewarding work in a wide variety of fields. Researchers present their findings in working papers, publications, and reports, and in contributions at professional meetings.


 
Tucker Sprague McElroy 
Senior Time Series Mathematical Statistician 
Office of the Associate Director of Research and Methodology 

Contact Information

  • 301-763-3227  
  • tucker.s.mcelroy@census.gov  

Fields of Interest

  • Time Series Analysis  

Education

  • Ph.D., Pure Mathematics, University of California, San Diego, 2001  
  • B.A., Mathematics, Columbia University, 1996  

Professional Experience

  • Senior Time Series Mathematical Statistician, U.S. Bureau of the Census, 2018-Present  
  • Principal Researcher, Research Mathematical Statistician, U. S. Bureau of the Census, 2003-2018  
  • Adjunct Professor of Economics, American University, 2014-2016  

Professional Associations

Selected Publications

  • Roy, Anindya, Tucker McElroy, and P. Linton. Forthcoming. "Estimation of Causal Invertible VARMA Models." Statistica Sinica.
  • McElroy, Tucker. 2018. "Recursive Computation for Block Nested Covariance Matrices." Journal of Time Series Analysis, 39(3): 299-312.
  • McElroy, Tucker and Anindya Roy. 2018. "The Inverse Kullback Leibler Method for Fitting Vector Moving Averages." Journal of Time Series Analysis, 39: 172-191.
  • Trimbur, Thomas and Tucker McElroy. 2017. "Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules." Journal of Time Series Econometrics, 9 (1).
  • Holan, S., Tucker McElroy, and G. Wu. 2017. "The Cepstral Model for Multivariate Time Series: The Vector Exponential Model." Statistica Sinica, 27: 23-42.
  • McElroy, Tucker. 2017. "Computation of Vector ARMA Autocovariances." Statistics and Probability Letters , 124: 92-96.
  • McElroy, Tucker and M. Wildi. 2016. "Optimal Real-Time Filters for Linear Prediction Problems." Journal of Time Series Econometrics, 8(2): 155-192.
  • Janicki, Ryan and Tucker McElroy. 2016. "Hermite Expansion and Estimation of Monotonic Transformations of Guassian Data." Journal of Nonparametric Statistics, 28(1): 207-234.
  • Blakely, C. and Tucker McElroy. 2017. "Signal Extraction Goodness-of-fit Diagnostic Tests under Model Parameter Uncertainty." Econometrics Reviews, 36(4): 447-467.
  • McElroy, Tucker. 2017. "Multivariate Seasonal Adjustment, Economic Indentities, and Seasonal Taxonomy." Journal of Business and Economics Statistics, 35(4): 511-525.
  • McElroy, Tucker. 2016. "On the Measurement and Treatment of Extremes in Time Series." Extremes, 19(3): 467-490.
  • McElroy, Tucker and S. Holan. 2016. "Computation of the Autocovariances for Time Series with Multiple Long-Range Persistencies." Computational Statistics and Data Anlaysis, 101: 44-56.
  • McElroy, Tucker and C. Nagaraja. 2016. "Tail Index Estimation with a Fixed Tuning Parameter Fraction." Journal of Statistical Planning and Inference, 170: 27-45.
  • Nagaraja, C. and Tucker McElroy. 2015. "On the Interpretation of Multi-Year Estimates of the American Community Survey as Period Estimates." Journal of the International Association of Official Statistics , 31: 661-676.
  • McElroy, Tucker and M. McCracken. 2017. "Multi-Step Ahead Forecasting of Vector Time Series." Econometrics Review, 36(5): 495-513.
  • McElroy, Tucker. 2015. "When are Direct Multi-Step and Iterative Forecasts Identical?" Journal of Forecasting, 34: 315-336.
  • McElroy, Tucker and Thomas Trimbur. 2015. "Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation." Off Site Journal of Time Series Analysis, 36: 209-227.
  • McElroy, Tucker and D. Findley. 2015. "Fitting Constrained Vector Autoregression Models." In Empirical Economic and Financial Research: Theory, Methods, and Practice, ed. Beran, J., Feng, Y., and Hebbel, H., New York, Springer.
  • McElroy, Tucker and Osbert Pang. 2015. "The Algebraic Structure of Transformed Time Series." In Empirical Economic and Financial Research: Theory, Methods, and Practice, ed. Beran, J., Feng, Y., and Hebbel, H., 89-104. New York, Springer.
  • McElroy, Tucker and S. Holan. 2014. "Asymptotic Theory of Cepstral Random Fields." Annals of Statistics, 42: 64-68.
  • McElroy, Tucker and A. Maravall. 2014. "Optimal Signal Extraction with Correlated Components." Journal of Time Series Econometrics, 6(2): 237-273.
  • McElroy, Tucker and Brian Carl Monsell. 2014. "The Multiple Testing Problem for Box-Pierce Statistics." PDF Electronic Journal of Statistics, 8(1): 497-522.
  • McElroy, Tucker and D. Politis. 2014. "Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics." Journal of Econometrics, 182: 211-225.
  • McElroy, Tucker and Brian Carl Monsell. 2015. "Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies." PDF Journal of the American Statistical Association, 110: 1284-1303.
  • McElroy, Tucker. 2013. "Forecasting Continuous-Time Processes with Applications to Signal Extraction." Annals of the Institute of Statistical Mathematics, 65: 439-456.
  • McElroy, Tucker and D. Politis. 2013. "Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series." Journal of Econometrics, 177: 60-74.
  • McElroy, Tucker and M. Wildi. 2013. "Multi-Step Ahead Estimation of Time Series Models." International Journal of Forecasting, 29: 378-394.
  • McElroy, Tucker and D. Politis. 2012. "Fixed-b Asymptotics for the Studentized Mean for Long and Negative Memory Time Series." Econometric Theory, 28: 471-481.
  • McElroy, Tucker and Thomas Trimbur. 2011. "On the Discretization of Continuous-time Filters for Nonstationary Stock and Flow Time Series." Econometric Reviews, 30: 475-513.
  • McElroy, Tucker and D. Findley. 2010. "Discerning Between Models Through Multi-Step Ahead Forecasting Errors." Journal of Statistical Planning and Inference, 140: 3655-3675.
  • McElroy, Tucker. 2009. "Incompatability of Trends in Multi-Year Estimates from the American Community Survey." The Annals of Applied Statistics, 3: 1493-1504.
  • McElroy, Tucker and S. Holan. 2009. "A Nonparametric Test for Residual Seasonality." Survey Methodology, 35: 67-83.
  • McElroy, Tucker and S. Holan. 2009. "A Local Spectral Approach for Assessing Time Series Model Misspecification." Journal of Multivariate Analysis, 100: 604-621.
  • McElroy, Tucker. 2008. "Matrix Formulas for Nonstationary ARIMA Signal Extraction." Econometric Theory, 24: 1-22.
  • McElroy, Tucker and A. Sutcliffe. 2006. "An Iterated Parametric Approach to Nonstationary Signal Extraction." Computational Statistics and Data Analysis (Special Issue onSignal Extraction), 50: 2206-2231.



Approved on: June 7, 2018
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