Advanced Search
MyIDEAS: Login to save this paper or follow this series

Filters for Short Nonstationary Sequences

Contents:

Author Info

  • Stephen Pollock

    (Queen Mary, University of London)

Registered author(s):

    Abstract

    This paper describes a methodology for implementing bidirectional frequency-selective filters in cases where the data sequence is short and nonstationary. A simple method is proposed for dealing with the start-up problem. The method has a firm theoretical basis and it is computationally efficient.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.econ.qmul.ac.uk/papers/doc/wp423.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Queen Mary, University of London, School of Economics and Finance in its series Working Papers with number 423.

    as in new window
    Length:
    Date of creation: Oct 2000
    Date of revision:
    Handle: RePEc:qmw:qmwecw:wp423

    Contact details of provider:
    Postal: London E1 4NS
    Phone: +44 (0) 20 7882 5096
    Fax: +44 (0) 20 8983 3580
    Web page: http://www.econ.qmul.ac.uk
    More information through EDIRC

    Related research

    Keywords: Signal extraction; Linear Filtering; Frequency-domain analysis; Trend estimation;

    Find related papers by JEL classification:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Stephen Pollock, 2001. "Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem," Working Papers 433, Queen Mary, University of London, School of Economics and Finance.
    2. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary, University of London, School of Economics and Finance.
    3. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary, University of London, School of Economics and Finance.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:qmw:qmwecw:wp423. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Nick Vriend).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.