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Information about:
David Stephen Pollock

Personal Details | Affiliation | Works
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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

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  2. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Chapters | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Department of Economics, University of Leicester. [Downloadable!]

  2. 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. [Downloadable!]

  3. D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester. [Downloadable!]

  4. D.S.G. Pollock, 2008. "The Classical Econometric Model," Discussion Papers in Economics 08/33, Department of Economics, University of Leicester. [Downloadable!]

  5. 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. [Downloadable!]

  6. 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. [Downloadable!]
    Published as:

  7. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary, University of London, Department of Economics. [Downloadable!]

  8. 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. [Downloadable!]

  9. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  10. Stephen Pollock & Iolanda Lo Cascio, 2005. "Orthogonality Conditions for Non-Dyadic Wavelet Analysis," Working Papers 529, Queen Mary, University of London, Department of Economics. [Downloadable!]

  11. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  12. Stephen Pollock & Nikoletta Lekka, 2001. "Deconstructing the Consumption Function: New Tools and Old Problems," Working Papers 448, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Other versions:

  13. Stephen Pollock, 2001. "Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem," Working Papers 433, Queen Mary, University of London, Department of Economics. [Downloadable!]

  14. Stephen Pollock, 2001. "Improved Frequency-selective Filters," Working Papers 449, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  15. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
    Other versions:
    Published as:

  16. Stephen Pollock, 2000. "Circulant Matrices and Time-series Analysis," Working Papers 422, Queen Mary, University of London, Department of Economics. [Downloadable!]

  17. 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. [Downloadable!]
    Published as:

  18. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!]

  2. 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. [Downloadable!] (restricted)

  3. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March. [Downloadable!]

  4. Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

  6. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October. [Downloadable!] (restricted)
    Other versions:

  7. Pollock, D. S. G., 2003. "Improved frequency selective filters," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 279-297, March. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!]

  9. 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.
    Other versions:

  10. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

  12. 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, Springer, vol. 6(3-4), pages 177-200, November.
    Other versions:

  13. Stephen Pollock, 1992. "Lagged Dependent Variables Distributed Lags and Autoregressive Residuals," Annales d'Economie et de Statistique, ADRES, issue 28, pages 07, Octobre-D. [Downloadable!]

  14. 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. [Downloadable!] (restricted)

  15. 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. [Downloadable!] (restricted)

  16. Pollock, D S G, 1983. "Varieties of the LIML Estimator," Australian Economic Papers, Blackwell Publishing, vol. 22(41), pages 499-506, December.

  17. RePEc:bep:jtsmet:1:2009:1:1 is not listed on IDEAS

  18. RePEc:cup:etheor:v:23:y:2006:i:01:p:71-88_07 is not listed on IDEAS

Chapters

  1. D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
    Other versions:

Books

  1. D.S.G. Pollock, . "A Course of Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr1, March. [Downloadable!]

NEP Fields

13 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 (12) 2000-11-14 2000-11-14 2001-02-14 2002-07-10 2005-05-14 2005-05-14 2007-12-01 2008-04-29 2008-07-05 2008-09-20 2008-09-20 2008-11-04 Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2005-05-14 2005-05-14 2007-12-01 2008-04-29 2008-04-29 2008-07-05 2008-09-20 Author is listed
  5. NEP-HPE: History & Philosophy of Economics (1) 2008-11-04
  6. NEP-MAC: Macroeconomics (5) 2004-08-23 2007-06-02 2007-12-01 2008-04-29 2008-09-20 Author is listed
  7. NEP-MST: Market Microstructure (2) 2008-04-29 2008-09-20
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This page was last updated on 2009-11-29.

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