Details about David Stephen Pollock
Access statistics for papers by David Stephen Pollock.
Last updated 20150420. Update your information in the RePEc Author Service.
Shortid: ppo243
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Working Papers
2014
 Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
Discussion Papers in Economics, Department of Economics, University of Leicester
See also Journal Article in Journal of Time Series Econometrics (2013)
 Econometric Filters
Discussion Papers in Economics, Department of Economics, University of Leicester
 Econometrics: An Historical Guide for the Uninitiated
Discussion Papers in Economics, Department of Economics, University of Leicester
 ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS
Discussion Papers in Economics, Department of Economics, University of Leicester View citations (2)
Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2011)
 Trends Cycles and Seasons: Econometric Methods of Signal Extraction
Discussion Papers in Economics, Department of Economics, University of Leicester
2011
 Alternative Methods of Seasonal Adjustment
Discussion Papers in Economics, Department of Economics, University of Leicester
 BandLimited Stochastic Processes in Discrete and Continuous Time
Discussion Papers in Economics, Department of Economics, University of Leicester
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
 The Discrete–Continuous Correspondence for FrequencyLimited Arma Models and the Hazards of Oversampling
Discussion Papers in Economics, Department of Economics, University of Leicester
 Transfer Functions
Discussion Papers in Economics, Department of Economics, University of Leicester
2010
 Oversampling of stochastic processes
Working Papers, Department of Applied Econometrics, Warsaw School of Economics
 Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010
Discussion Papers in Economics, Department of Economics, University of Leicester
2008
 IDEOLOG: A Program for Filtering Econometric Data  A Synopsis of Alternative Methods
Discussion Papers in Economics, Department of Economics, University of Leicester
See also Chapter
 Investigating Economic Trends And Cycles
Discussion Papers in Economics, Department of Economics, University of Leicester View citations (5)
 Realisations of FiniteSample FrequencySelective Filters
Discussion Papers in Economics, Department of Economics, University of Leicester View citations (2)
 Statistical Fourier Analysis: Clarifications and Interpretations
Discussion Papers in Economics, Department of Economics, University of Leicester
See also Journal Article in Journal of Time Series Econometrics (2009)
 The Classical Econometric Model
Discussion Papers in Economics, Department of Economics, University of Leicester
 The Frequency Analysis of the Business Cycle
Discussion Papers in Economics, Department of Economics, University of Leicester
 The Realisation of FiniteSample FrequencySelective Filters
Discussion Papers in Economics, Department of Economics, University of Leicester
2004
 Deconstructing The Consumption Function: New Tools And Old Problems
Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (1)
2000
 Filters for Short Nonstationary Sequences
G.R.E.Q.A.M., Universite AixMarseille III View citations (3)
See also Journal Article in Journal of Forecasting (2001)
Journal Articles
2013
 Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
Journal of Time Series Econometrics, 2013, 6, (1), 81102
See also Working Paper (2014)
2012
 BandLimited Stochastic Processes in Discrete and Continuous Time
Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (1), 129
See also Working Paper (2011)
2009
 Statistical Fourier Analysis: Clarifications and Interpretations
Journal of Time Series Econometrics, 2009, 1, (1), 149
See also Working Paper (2008)
2007
 2nd Special Issue on Statistical Signal Extraction and Filtering
Computational Statistics & Data Analysis, 2007, 52, (2), 817820
 Estimation of structural econometric equations (in Russian)
Quantile, 2007, (2), 4959
 WIENER KOLMOGOROV FILTERING, FREQUENCYSELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
Econometric Theory, 2007, 23, (01), 7188 View citations (4)
2006
 Econometric methods of signal extraction
Computational Statistics & Data Analysis, 2006, 50, (9), 22682292 View citations (9)
 Introduction to the special issue on statistical signal extraction and filtering
Computational Statistics & Data Analysis, 2006, 50, (9), 21372145 View citations (2)
2003
 Improved frequency selective filters
Computational Statistics & Data Analysis, 2003, 42, (3), 279297 View citations (12)
 Recursive estimation in econometrics
Computational Statistics & Data Analysis, 2003, 44, (12), 3775 View citations (15)
2002
 A review of TSW: the Windows version of the TRAMOSEATS program
Journal of Applied Econometrics, 2002, 17, (3), 291299 View citations (4)
 Trend Estimation And DeTrending Using Bidirectional Filtering
Bulletin of the Czech Econometric Society, 2002, 9, (15)
2001
 Filters for Short Nonstationary Sequences
Journal of Forecasting, 2001, 20, (5), 34155 View citations (4)
See also Working Paper (2000)
 Methodology for trend estimation
Economic Modelling, 2001, 18, (1), 7596 View citations (13)
2000
 Trend estimation and detrending via rational squarewave filters
Journal of Econometrics, 2000, 99, (2), 317334 View citations (39)
1993
 A Synopsis of the Smoothing Formulae Associated with the Kalman Filter
Computational Economics, 1993, 6, (34), 177200 View citations (1)
1992
 Lagged Dependent Variables Distributed Lags and Autoregressive Residuals
Annales d'Economie et de Statistique, 1992, (28), 143164
1989
 Matrix Differential Calculus Jan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988Linear Structures Jan R. Magnus Charles Griffin and Co., 1988
Econometric Theory, 1989, 5, (01), 161165
1988
 The Estimation of Linear Stochastic Models with Covariance Restrictions
Econometric Theory, 1988, 4, (03), 403427 View citations (1)
1986
 Identification of linear stochastic models with covariance restrictions
Journal of Econometrics, 1986, 31, (2), 179208 View citations (8)
1984
 Two reducedform approaches to the derivation of the maximumlikelihood estimators for simultaneousequation systems
Journal of Econometrics, 1984, 24, (3), 331347
1983
 Varieties of the LIML Estimator
Australian Economic Papers, 1983, 22, (41), 499506
Books
Undated
 A Course of Econometrics
Online economics textbooks, SUNYOswego, Department of Economics
Chapters
Undated
 IDEOLOG: A Program for Filtering Econometric Data  A Synopsis of Alternative Methods
Universidad del País Vasco  Facultad de Ciencias Económicas y Empresariales
See also Working Paper (2008)

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