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David Stephen Pollock

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Personal Details

First Name: David
Middle Name: Stephen
Last Name: Pollock
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RePEc Short-ID: ppo243

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

Works

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Working papers

  1. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.
  2. Stephen Pollock, 2014. "Econometrics: An Historical Guide for the Uninitiated," Discussion Papers in Economics 14/05, Department of Economics, University of Leicester.
  3. Stephen Pollock, 2014. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics 14/03, Department of Economics, University of Leicester.
  4. Stephen Pollock, 2014. "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics 14/04, Department of Economics, University of Leicester.
  5. David Stephen Pollock & Emi Mise, 2011. "Alternative Methods of Seasonal Adjustment," Discussion Papers in Economics 11/12, Department of Economics, University of Leicester.
  6. David Stephen Pollock, 2011. "Band-Limited Stochastic Processes in Discrete and Continuous Time," Discussion Papers in Economics 11/11, Department of Economics, University of Leicester.
  7. David Stephen Pollock, 2011. "The Discrete–Continuous Correspondence for Frequency-Limited Arma Models and the Hazards of Oversampling," Discussion Papers in Economics 11/14, Department of Economics, University of Leicester.
  8. David Stephen Pollock, 2011. "Transfer Functions," Discussion Papers in Economics 11/15, Department of Economics, University of Leicester.
  9. Stephen Pollock, 2011. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 11/34, Department of Economics, University of Leicester, revised Jul 2011.
  10. David Stephen Pollock, 2010. "Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010," Discussion Papers in Economics 11/13, Department of Economics, University of Leicester.
  11. D.S.G. Pollock, 2010. "Oversampling of stochastic processes," Working Papers 44, Department of Applied Econometrics, Warsaw School of Economics.
  12. D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Department of Economics, University of Leicester.
  13. Prof D.S.G. Pollock, 2008. "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics 08/12, Department of Economics, University of Leicester.
  14. Prof D.S.G. Pollock, 2008. "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/13, Department of Economics, University of Leicester.
  15. D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester.
  16. D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Department of Economics, University of Leicester.
  17. D.S.G. Pollock, 2008. "The Classical Econometric Model," Discussion Papers in Economics 08/33, Department of Economics, University of Leicester.
  18. D.S.G. Pollock, 2007. "Investigating Economic Trends And Cycles," Discussion Papers in Economics 07/17, Department of Economics, University of Leicester, revised Apr 2008.
  19. Stephen Pollock & Nikoletta Lekka, 2004. "Deconstructing The Consumption Function: New Tools And Old Problems," Royal Economic Society Annual Conference 2004 104, Royal Economic Society.
  20. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
  21. Pollock, D.S.G., 1991. "On the criterion function for arma estimation," Serie Research Memoranda 0074, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  22. Merkus, H.R. & Pollock, D.S.G. & Vos, A.F., 1991. "A synopsis of the smoothing formulae associated with the Kalman Filter," Serie Research Memoranda 0079, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  23. Bekker, P.A. & Pollock, D.S.G., 1984. "Identification of linear stochastic models with covariance restrictions," Research Memorandum 144, Tilburg University, Faculty of Economics and Business Administration.

Articles

  1. Pollock D. S. G., 2013. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Journal of Time Series Econometrics, De Gruyter, vol. 6(1), pages 81-102, September.
  2. Pollock D.S.G., 2012. "Band-Limited Stochastic Processes in Discrete and Continuous Time," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-29, January.
  3. Pollock Stephen D.S.G., 2009. "Statistical Fourier Analysis: Clarifications and Interpretations," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-49, April.
  4. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March.
  5. Pollock, D.S.G. & Proietti, Tommaso, 2007. "2nd Special Issue on Statistical Signal Extraction and Filtering," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 817-820, October.
  6. Pollock, D.S.G., 2007. "Wiener Kolmogorov Filtering, Frequency-Selective Filtering, And Polynomial Regression," Econometric Theory, Cambridge University Press, vol. 23(01), pages 71-88, February.
  7. Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
  8. Pollock, D.S.G., 2006. "Introduction to the special issue on statistical signal extraction and filtering," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2137-2145, May.
  9. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
  10. Pollock, D. S. G., 2003. "Improved frequency selective filters," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 279-297, March.
  11. D. S. G. Pollock, 2002. "A review of TSW: the Windows version of the TRAMO-SEATS program," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 291-299.
  12. D.S.G. Pollock, 2002. "Trend Estimation And De-Trending Using Bidirectional Filtering," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 9(15).
  13. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
  14. Pollock, D S G, 2001. "Filters for Short Non-stationary Sequences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 341-55, August.
  15. Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
  16. Merkus, H R & Pollock, D S G & de Vos, A F, 1993. "A Synopsis of the Smoothing Formulae Associated with the Kalman Filter," Computational Economics, Society for Computational Economics, vol. 6(3-4), pages 177-200, November.
  17. Stephen POLLOCK, 1992. "Lagged Dependent Variables Distributed Lags and Autoregressive Residuals," Annales d'Economie et de Statistique, ENSAE, issue 28, pages 143-164.
  18. Pollock, D.S.G., 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, Cambridge University Press, vol. 5(01), pages 161-165, April.
  19. Pollock, D.S.G., 1988. "The Estimation of Linear Stochastic Models with Covariance Restrictions," Econometric Theory, Cambridge University Press, vol. 4(03), pages 403-427, December.
  20. Bekker, Paul A. & Pollock, D. S. G., 1986. "Identification of linear stochastic models with covariance restrictions," Journal of Econometrics, Elsevier, vol. 31(2), pages 179-208, March.
  21. Pollock, D. S. G., 1984. "Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems," Journal of Econometrics, Elsevier, vol. 24(3), pages 331-347, March.
  22. Pollock, D S G, 1983. "Varieties of the LIML Estimator," Australian Economic Papers, Wiley Blackwell, vol. 22(41), pages 499-506, December.

Chapters

  1. D.S.G. Pollock, 2009. "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

Books

  1. D.S.G. Pollock, . "A Course of Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr1, Spring.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-04-29
  2. NEP-CBA: Central Banking (1) 2008-09-20
  3. NEP-ECM: Econometrics (16) 2007-12-01 2008-04-29 2008-07-05 2008-09-20 2008-09-20 2008-11-04 2010-06-04 2011-01-30 2011-01-30 2011-01-30 2011-01-30 2011-01-30 2011-07-27 2014-02-21 2014-02-21 2014-03-30. Author is listed
  4. NEP-ETS: Econometric Time Series (12) 2007-12-01 2008-04-29 2008-04-29 2008-07-05 2008-09-20 2010-06-04 2011-01-30 2011-01-30 2011-01-30 2014-02-21 2014-02-21 2014-03-30. Author is listed
  5. NEP-HIS: Business, Economic & Financial History (1) 2014-02-21
  6. NEP-HPE: History & Philosophy of Economics (2) 2008-11-04 2014-02-21
  7. NEP-MAC: Macroeconomics (6) 2004-08-23 2007-12-01 2008-04-29 2008-09-20 2014-02-21 2014-02-21. Author is listed
  8. NEP-MST: Market Microstructure (2) 2008-04-29 2008-09-20

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