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Details about David Stephen Pollock

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Homepage:http://www.le.ac.uk/users/dsgp1/

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Working Papers

2017

  1. Econometric Filters
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (1)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014) Downloads View citations (4)

    See also Journal Article in Computational Economics (2016)
  2. Stochastic processes of limited frequency and the effects of oversampling
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  3. Trends Cycles And Seasons: Econometric Methods Of Signal Extraction
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014) Downloads

2014

  1. Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (5)
    See also Journal Article in Journal of Time Series Econometrics (2013)
  2. Econometrics: An Historical Guide for the Uninitiated
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  3. ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (2)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2011) Downloads

2011

  1. Alternative Methods of Seasonal Adjustment
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  2. Band-Limited Stochastic Processes in Discrete and Continuous Time
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
  3. The Discrete–Continuous Correspondence for Frequency-Limited Arma Models and the Hazards of Oversampling
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  4. Transfer Functions
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads

2010

  1. Oversampling of stochastic processes
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads
  2. Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads

2008

  1. IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
    See also Chapter
  2. Investigating Economic Trends And Cycles
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (6)
  3. Realisations of Finite-Sample Frequency-Selective Filters
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (10)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2008) Downloads View citations (3)
  4. Statistical Fourier Analysis: Clarifications and Interpretations
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
    See also Journal Article in Journal of Time Series Econometrics (2009)
  5. The Classical Econometric Model
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  6. The Frequency Analysis of the Business Cycle
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (1)

2007

  1. Comparative Economic Cycles
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)

2005

  1. Econometric Methods of Signal Extraction
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2006)
  2. Orthogonality Conditions for Non-Dyadic Wavelet Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

2004

  1. Deconstructing The Consumption Function: New Tools And Old Problems
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (2)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2001) Downloads View citations (3)

2002

  1. Recursive Estimation in Econometrics
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (4)
    See also Journal Article in Computational Statistics & Data Analysis (2003)

2001

  1. Improved Frequency-selective Filters
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2003)
  2. Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

2000

  1. Circulant Matrices and Time-series Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
  2. Filters for Short Nonstationary Sequences
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (2000) View citations (3)

    See also Journal Article in Journal of Forecasting (2001)

1991

  1. A synopsis of the smoothing formulae associated with the Kalman Filter
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)
    See also Journal Article in Computational Economics (1993)
  2. On the criterion function for arma estimation
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)

1984

  1. Identification of linear stochastic models with covariance restrictions
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Econometrics (1986)

Journal Articles

2016

  1. Econometric Filters
    Computational Economics, 2016, 48, (4), 669-691 Downloads View citations (1)
    See also Working Paper (2017)

2013

  1. Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
    Journal of Time Series Econometrics, 2013, 6, (1), 81-102 Downloads View citations (4)
    See also Working Paper (2014)

2012

  1. Band-Limited Stochastic Processes in Discrete and Continuous Time
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (1), 1-29 Downloads
    See also Working Paper (2011)
  2. Stochastic programming for off-line adaptive radiotherapy
    Annals of Operations Research, 2012, 196, (1), 767-797 Downloads View citations (2)

2009

  1. Statistical Fourier Analysis: Clarifications and Interpretations
    Journal of Time Series Econometrics, 2009, 1, (1), 1-49 Downloads View citations (1)
    See also Working Paper (2008)

2007

  1. 2nd Special Issue on Statistical Signal Extraction and Filtering
    Computational Statistics & Data Analysis, 2007, 52, (2), 817-820 Downloads
  2. Estimation of structural econometric equations (in Russian)
    Quantile, 2007, (2), 49-59 Downloads
  3. WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
    Econometric Theory, 2007, 23, (1), 71-88 Downloads View citations (12)

2006

  1. Econometric methods of signal extraction
    Computational Statistics & Data Analysis, 2006, 50, (9), 2268-2292 Downloads View citations (11)
    See also Working Paper (2005)
  2. Introduction to the special issue on statistical signal extraction and filtering
    Computational Statistics & Data Analysis, 2006, 50, (9), 2137-2145 Downloads View citations (2)

2003

  1. Improved frequency selective filters
    Computational Statistics & Data Analysis, 2003, 42, (3), 279-297 Downloads View citations (12)
    See also Working Paper (2001)
  2. Recursive estimation in econometrics
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 37-75 Downloads View citations (20)
    See also Working Paper (2002)

2002

  1. A review of TSW: the Windows version of the TRAMO-SEATS program
    Journal of Applied Econometrics, 2002, 17, (3), 291-299 Downloads View citations (6)
  2. Trend Estimation And De-Trending Using Bidirectional Filtering
    Bulletin of the Czech Econometric Society, 2002, 9, (15) Downloads

2001

  1. Filters for Short Non-stationary Sequences
    Journal of Forecasting, 2001, 20, (5), 341-55 View citations (5)
    See also Working Paper (2000)
  2. Methodology for trend estimation
    Economic Modelling, 2001, 18, (1), 75-96 Downloads View citations (13)

2000

  1. Trend estimation and de-trending via rational square-wave filters
    Journal of Econometrics, 2000, 99, (2), 317-334 Downloads View citations (60)

1993

  1. A Synopsis of the Smoothing Formulae Associated with the Kalman Filter
    Computational Economics, 1993, 6, (3-4), 177-200 View citations (1)
    See also Working Paper (1991)

1992

  1. Lagged Dependent Variables Distributed Lags and Autoregressive Residuals
    Annals of Economics and Statistics, 1992, (28), 143-164 Downloads

1989

  1. Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988
    Econometric Theory, 1989, 5, (1), 161-165 Downloads

1988

  1. The Estimation of Linear Stochastic Models with Covariance Restrictions
    Econometric Theory, 1988, 4, (3), 403-427 Downloads

1986

  1. Identification of linear stochastic models with covariance restrictions
    Journal of Econometrics, 1986, 31, (2), 179-208 Downloads View citations (11)
    See also Working Paper (1984)

1984

  1. Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
    Journal of Econometrics, 1984, 24, (3), 331-347 Downloads

1983

  1. Varieties of the LIML Estimator
    Australian Economic Papers, 1983, 22, (41), 499-506 View citations (1)

Books

Undated

  1. A Course of Econometrics
    Online economics textbooks, SUNY-Oswego, Department of Economics Downloads

Chapters

2013

  1. Filtering macroeconomic data
    Chapter 5 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 95-136 Downloads

Undated

  1. IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods
    Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales Downloads
    See also Working Paper (2008)
 
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