Details about David Stephen Pollock

Access statistics for papers by David Stephen Pollock.

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Short-id: ppo243

Working Papers

2017

1. Econometric Filters
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014) View citations (4)
   See also Journal Article Econometric Filters, Computational Economics, Springer (2016) View citations (1) (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 View citations (1)
3. Trends Cycles And Seasons: Econometric Methods Of Signal Extraction
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014)

2014

4. Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (7)
   See also Journal Article Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles, Journal of Time Series Econometrics, De Gruyter (2013) View citations (5) (2013)
5. Econometrics: An Historical Guide for the Uninitiated
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
6. ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2011)

2011

7. Alternative Methods of Seasonal Adjustment
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
8. Band-Limited Stochastic Processes in Discrete and Continuous Time
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
   See also Journal Article Band-Limited Stochastic Processes in Discrete and Continuous Time, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2012) View citations (1) (2012)
9. 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
10. Transfer Functions
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester

2010

11. Oversampling of stochastic processes
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics
12. 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

2008

13. 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
    See also Chapter IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods, EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales
14. Investigating Economic Trends And Cycles
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (8)
15. Realisations of Finite-Sample Frequency-Selective Filters
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (10)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2008) View citations (3)
16. Statistical Fourier Analysis: Clarifications and Interpretations
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Journal Article Statistical Fourier Analysis: Clarifications and Interpretations, Journal of Time Series Econometrics, De Gruyter (2009) View citations (1) (2009)
17. The Classical Econometric Model
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
18. The Frequency Analysis of the Business Cycle
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)

2004

19. Deconstructing The Consumption Function: New Tools And Old Problems
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (4)

2000

20. Filters for Short Nonstationary Sequences
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (4)
    See also Journal Article Filters for Short Non-stationary Sequences, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (5) (2001)

1991

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

1984

23. Identification of linear stochastic models with covariance restrictions
    Research Memorandum, Tilburg University, School of Economics and Management
    See also Journal Article Identification of linear stochastic models with covariance restrictions, Journal of Econometrics, Elsevier (1986) View citations (13) (1986)

Journal Articles

2016

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

2013

2. Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
   Journal of Time Series Econometrics, 2013, 6, (1), 81-102 View citations (5)
   See also Working Paper Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles, Discussion Papers in Economics (2014) View citations (7) (2014)

2012

3. Band-Limited Stochastic Processes in Discrete and Continuous Time
   Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (1), 29 View citations (1)
   See also Working Paper Band-Limited Stochastic Processes in Discrete and Continuous Time, Discussion Papers in Economics (2011) (2011)
4. Stochastic programming for off-line adaptive radiotherapy
   Annals of Operations Research, 2012, 196, (1), 767-797 View citations (3)

2009

5. Statistical Fourier Analysis: Clarifications and Interpretations
   Journal of Time Series Econometrics, 2009, 1, (1), 49 View citations (1)
   See also Working Paper Statistical Fourier Analysis: Clarifications and Interpretations, Discussion Papers in Economics (2008) View citations (1) (2008)

2007

6. 2nd Special Issue on Statistical Signal Extraction and Filtering
   Computational Statistics & Data Analysis, 2007, 52, (2), 817-820
7. Estimation of structural econometric equations (in Russian)
   Quantile, 2007, (2), 49-59
8. WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
   Econometric Theory, 2007, 23, (1), 71-88 View citations (14)

2006

9. Econometric methods of signal extraction
   Computational Statistics & Data Analysis, 2006, 50, (9), 2268-2292 View citations (10)
10. Introduction to the special issue on statistical signal extraction and filtering
    Computational Statistics & Data Analysis, 2006, 50, (9), 2137-2145 View citations (2)

2003

11. Improved frequency selective filters
    Computational Statistics & Data Analysis, 2003, 42, (3), 279-297 View citations (12)
12. Recursive estimation in econometrics
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 37-75 View citations (24)

2002

13. A review of TSW: the Windows version of the TRAMO-SEATS program
    Journal of Applied Econometrics, 2002, 17, (3), 291-299 View citations (8)

2001

14. Filters for Short Non-stationary Sequences
    Journal of Forecasting, 2001, 20, (5), 341-55 View citations (5)
    See also Working Paper Filters for Short Nonstationary Sequences, G.R.E.Q.A.M. (2000) View citations (4) (2000)
15. Methodology for trend estimation
    Economic Modelling, 2001, 18, (1), 75-96 View citations (15)

2000

16. Trend estimation and de-trending via rational square-wave filters
    Journal of Econometrics, 2000, 99, (2), 317-334 View citations (83)

1993

17. 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 A synopsis of the smoothing formulae associated with the Kalman Filter, Serie Research Memoranda (1991) View citations (1) (1991)

1992

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

1989

19. 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

1988

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

1986

21. Identification of linear stochastic models with covariance restrictions
    Journal of Econometrics, 1986, 31, (2), 179-208 View citations (13)
    See also Working Paper Identification of linear stochastic models with covariance restrictions, Research Memorandum (1984) (1984)

1984

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

1983

23. 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

Chapters

2013

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

Undated

2. 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 IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods, Division of Economics, School of Business, University of Leicester (2008) (2008)