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David Stephen Pollock

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First Name:David
Middle Name:Stephen
Last Name:Pollock
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RePEc Short-ID:ppo243
http://www.le.ac.uk/users/dsgp1/

Research output

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Working papers

  1. D.S.G. Pollock, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/03, Department of Economics, University of Leicester.
  2. 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.
  3. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, 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. Stephen Pollock, 2014. "Econometrics: An Historical Guide for the Uninitiated," Discussion Papers in Economics 14/05, Department of Economics, University of Leicester.
  6. David Stephen Pollock & Emi Mise, 2011. "Alternative Methods of Seasonal Adjustment," Discussion Papers in Economics 11/12, Department of Economics, University of Leicester.
  7. 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.
  8. 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.
  9. David Stephen Pollock, 2011. "Transfer Functions," Discussion Papers in Economics 11/15, Department of Economics, University of Leicester.
  10. 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.
  11. D.S.G. Pollock, 2010. "Oversampling of stochastic processes," Working Papers 44, Department of Applied Econometrics, Warsaw School of Economics.
  12. 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.
  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. D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Department of Economics, University of Leicester.
  15. 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.
  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, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester.
  19. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.
  20. 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.
  21. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
  22. Stephen Pollock & Iolanda Lo Cascio, 2005. "Orthogonality Conditions for Non-Dyadic Wavelet Analysis," Working Papers 529, Queen Mary University of London, School of Economics and Finance.
  23. Stephen Pollock & Nikoletta Lekka, 2004. "Deconstructing The Consumption Function: New Tools And Old Problems," Royal Economic Society Annual Conference 2004 104, Royal Economic Society.
  24. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.
  25. Stephen Pollock, 2001. "Improved Frequency-selective Filters," Working Papers 449, Queen Mary University of London, School of Economics and Finance.
  26. 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.
  27. Stephen Pollock, 2000. "Circulant Matrices and Time-series Analysis," Working Papers 422, Queen Mary University of London, School of Economics and Finance.
  28. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
  29. 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.
  30. 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.
  31. Bekker, P.A. & Pollock, D.S.G., 1984. "Identification of linear stochastic models with covariance restrictions," Research Memorandum 3115d62d-f612-42b4-b0d2-e, Tilburg University, School of Economics and Management.

Articles

  1. D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
  2. 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.
  3. Mustafa Sir & Marina Epelman & Stephen Pollock, 2012. "Stochastic programming for off-line adaptive radiotherapy," Annals of Operations Research, Springer, vol. 196(1), pages 767-797, July.
  4. 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.
  5. 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.
  6. 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.
  7. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March.
  8. 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.
  9. 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.
  10. Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
  11. Pollock, D. S. G., 2003. "Improved frequency selective filters," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 279-297, March.
  12. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
  13. 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).
  14. 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.
  15. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
  16. Pollock, D S G, 2001. "Filters for Short Non-stationary Sequences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 341-355, August.
  17. 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.
  18. 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;Society for Computational Economics, vol. 6(3-4), pages 177-200, November.
  19. Stephen Pollock, 1992. "Lagged Dependent Variables Distributed Lags and Autoregressive Residuals," Annals of Economics and Statistics, GENES, issue 28, pages 143-164.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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, 2013. "Filtering macroeconomic data," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 5, pages 95-136 Edward Elgar Publishing.
  2. D.S.G. Pollock, . "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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. David Stephen Pollock & Emi Mise, 2011. "Alternative Methods of Seasonal Adjustment," Discussion Papers in Economics 11/12, Department of Economics, University of Leicester.

    Mentioned in:

    1. Seasonal adjustment is difficult
      by Economic Logician in Economic Logic on 2011-03-04 21:54:00

Working papers

  1. 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.

    Cited by:

    1. Michal Andrle & Jan Bruha & Serhat Solmaz, 2016. "On the Sources of Business Cycles: Implications for DSGE Models," Working Papers 2016/03, Czech National Bank, Research Department.
    2. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico
      [Randomness, Determinism and Undecidability in the Business Cycle Theory]
      ," MPRA Paper 72978, University Library of Munich, Germany.
    3. Ignacio Escañuela ROMANA, 2016. "Randomness, Determinism and Undecidability in the Economic Cycle Theory," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 638-658, December.
    4. Sartorello Spinola, Danilo, 2018. "Instability constraints and development traps: An empirical analysis of growth cycles and economic volatility in Latin America," MERIT Working Papers 002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    5. Michal Andrle & Jan Bruha & Serhat Solmaz, 2016. "Output and Inflation Co-movement; An Update on Business-Cycle Stylized Facts," IMF Working Papers 16/241, International Monetary Fund.
    6. Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 25-48, September.

  2. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.

    Cited by:

    1. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
    2. Luis J. Álvarez, 2017. "Business cycle estimation with high-pass and band-pass local polynomial regression," Working Papers 1702, Banco de España;Working Papers Homepage.
    3. Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.

  3. 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.

    Cited by:

    1. Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
    2. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.

  4. 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.

    Cited by:

    1. Dapontas Dimitrios & Evangelopoulos Panagiotis, 2013. "Has the NAFTA Foundation Affected Business Cycles Length? An Introduction," Scientific Annals of Economics and Business, Sciendo, vol. 60(1), pages 145-153, July.

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

    Cited by:

    1. D.S.G. Pollock, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/03, Department of Economics, University of Leicester.
    2. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.
    3. Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, University of Economics, Prague, vol. 2015(5), pages 485-502.

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

    Cited by:

    1. Jason Angelopoulos, 2017. "Time–frequency analysis of the Baltic Dry Index," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(2), pages 211-233, June.

  7. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Haug, Alfred A. & King, Ian, 2014. "In the long run, US unemployment follows inflation like a faithful dog," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 42-52.

  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.

    Cited by:

    1. Blöchl, Andreas, 2014. "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics 18446, University of Munich, Department of Economics.
    2. Ivan Kitov & Oleg Kitov, 2012. "Real GDP per capita since 1870," Papers 1205.5671, arXiv.org.
    3. Willi Leibfritz & Gebhard Flaig, 2013. "Economic Growth in Africa: Comparing Recent Improvements with the "lost 1980s and early 1990s" and Estimating New Growth Trends," CESifo Working Paper Series 4215, CESifo Group Munich.
    4. D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    5. W. A. Wan Omar & Fauzi Hussin & Asan Ali G. H., 2014. "The Trend Analysis of Islamization in Malaysia Using Islamization Index as Indicator," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(10), pages 1298-1313, October.
    6. Tommaso Proietti, 2007. "Band Spectral Estimation for Signal Extraction," CEIS Research Paper 104, Tor Vergata University, CEIS.

  9. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España;Working Papers Homepage.
    2. Tatiana Cesaroni, 2011. "The cyclical behavior of the Italian business survey data," Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
    3. Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
    4. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
    5. Thornton, Michael A., 2013. "Removing seasonality under a changing regime: Filtering new car sales," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 4-14.
    6. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
    7. Guy Mélard, 2016. "On some remarks about SEATS signal extraction," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 53-98, March.
    8. Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
    9. Luis Francisco Rosales & Tatyana Krivobokova, 2012. "Instant Trend-Seasonal Decomposition of Time Series with Splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 131, Courant Research Centre PEG.

  10. Stephen Pollock & Nikoletta Lekka, 2004. "Deconstructing The Consumption Function: New Tools And Old Problems," Royal Economic Society Annual Conference 2004 104, Royal Economic Society.

    Cited by:

    1. Colignatus, Thomas, 2009. "Consumer durables as investments that can help us out of the current economic crisis," MPRA Paper 13382, University Library of Munich, Germany.
    2. Colignatus, Thomas, 2013. "Money as gold versus money as water," MPRA Paper 45759, University Library of Munich, Germany, revised 02 Apr 2013.
    3. Colignatus, Thomas, 2008. "A note on competing economic theories on the 2007-2008+ financial crisis: The case for (hidden) stagflation," MPRA Paper 10831, University Library of Munich, Germany.

  11. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
    2. Carlisle E. Moody & Thomas B. Marvell, 2018. "The Impact of Right-to-Carry Laws: A Critique of the 2014 Version of Aneja, Donohue, and Zhang," Econ Journal Watch, Econ Journal Watch, vol. 15(1), pages 1-51–66, January.
    3. Mazzocchi, Mario, 2006. "Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2191-2205, May.
    4. Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    5. Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006. "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper 4235, University Library of Munich, Germany.
    6. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
    7. Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
    8. Heidorn, Thomas & Van Huellen, Sophie & Ruehl, C. & Woebbeking, F., 2017. "The long- and short-run impact of oil price changes on major global economies," Frankfurt School - Working Paper Series 225, Frankfurt School of Finance and Management.
    9. Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    10. Tesfaselassie, M.F., 2005. "Communication, learning and optimal monetary policy," Other publications TiSEM 33c69063-eed7-4938-9f51-e, Tilburg University, School of Economics and Management.
    11. K. Triantafyllopoulos, 2007. "Covariance estimation for multivariate conditionally Gaussian dynamic linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 551-569.
    12. Freitas, Paulo S.A. & Rodrigues, Antonio J.L., 2006. "Model combination in neural-based forecasting," European Journal of Operational Research, Elsevier, vol. 173(3), pages 801-814, September.
    13. 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.
    14. Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009. "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
    15. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
    16. Lee, Woojoo & Lim, Johan & Lee, Youngjo & del Castillo, Joan, 2011. "The hierarchical-likelihood approach to autoregressive stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 248-260, January.

  12. Stephen Pollock, 2001. "Improved Frequency-selective Filters," Working Papers 449, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Mastromarco, Camilla & Woitek, Ulrich, 2007. "Regional business cycles in Italy," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 907-918, October.
    2. Blöchl, Andreas, 2014. "Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins," Discussion Papers in Economics 20687, University of Munich, Department of Economics.
    3. Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España;Working Papers Homepage.
    4. Tatiana Cesaroni, 2011. "The cyclical behavior of the Italian business survey data," Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
    5. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
    6. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.
    7. Proietti, Tommaso, 2010. "Seasonality, Forecast Extensions and Business Cycle Uncertainty," MPRA Paper 20868, University Library of Munich, Germany.
    8. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
    9. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
    10. Ombao, Hernando & Ringo Ho, Moon-ho, 2006. "Time-dependent frequency domain principal components analysis of multichannel non-stationary signals," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2339-2360, May.

  13. Stephen Pollock, 2000. "Circulant Matrices and Time-series Analysis," Working Papers 422, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
    2. Stephen Pollock & Iolanda Lo Cascio, 2005. "Orthogonality Conditions for Non-Dyadic Wavelet Analysis," Working Papers 529, Queen Mary University of London, School of Economics and Finance.

  14. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.

    Cited by:

    1. McElroy, Tucker & Sutcliffe, Andrew, 2006. "An iterated parametric approach to nonstationary signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2206-2231, May.
    2. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.
    3. 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.
    4. D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester.
    5. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.
    6. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.

  15. 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.

    Cited by:

    1. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.

  16. Bekker, P.A. & Pollock, D.S.G., 1984. "Identification of linear stochastic models with covariance restrictions," Research Memorandum 3115d62d-f612-42b4-b0d2-e, Tilburg University, School of Economics and Management.

    Cited by:

    1. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer;The Psychometric Society, vol. 51(4), pages 607-611, December.
    2. Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 349-366, November.
    3. Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper 2008-18, Federal Reserve Bank of Atlanta.
    4. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers CWP52/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. George, Edward I. & Sun, Dongchu & Ni, Shawn, 2008. "Bayesian stochastic search for VAR model restrictions," Journal of Econometrics, Elsevier, vol. 142(1), pages 553-580, January.
    6. George Halkos & Kyriaki Tsilika, 2015. "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
    7. Bai, Jushan & Wang, Peng, 2014. "Identification theory for high dimensional static and dynamic factor models," Journal of Econometrics, Elsevier, vol. 178(2), pages 794-804.
    8. Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
    9. van Soest, A.H.O., 1990. "Essays on micro-econometric models of consumer demand and the labour market," Other publications TiSEM be045d62-a73d-4d7c-a591-f, Tilburg University, School of Economics and Management.
    10. Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.

Articles

  1. D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. Mustafa Sir & Marina Epelman & Stephen Pollock, 2012. "Stochastic programming for off-line adaptive radiotherapy," Annals of Operations Research, Springer, vol. 196(1), pages 767-797, July.

    Cited by:

    1. Chan, Timothy C.Y. & Mišić, Velibor V., 2013. "Adaptive and robust radiation therapy optimization for lung cancer," European Journal of Operational Research, Elsevier, vol. 231(3), pages 745-756.

  4. 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.
    See citations under working paper version above.
  5. 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.

    Cited by:

    1. Macaro, Christian, 2010. "Bayesian non-parametric signal extraction for Gaussian time series," Journal of Econometrics, Elsevier, vol. 157(2), pages 381-395, August.
    2. Stephen Pollock, 2014. "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics 14/04, Department of Economics, University of Leicester.
    3. D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    4. Tucker McElroy & Thomas Trimbur, 2015. "Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 209-227, March.
    5. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.

  6. 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.

    Cited by:

    1. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
    2. Gallegati, Marco, 2008. "Wavelet analysis of stock returns and aggregate economic activity," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3061-3074, February.

  7. Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
    See citations under working paper version above.
  8. Pollock, D. S. G., 2003. "Improved frequency selective filters," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 279-297, March.
    See citations under working paper version above.
  9. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
    See citations under working paper version above.
  10. 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.

    Cited by:

    1. Stephen Pollock, 2014. "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics 14/04, Department of Economics, University of Leicester.
    2. Gilles Teyssière, 2005. "Structural time series modelling with STAMP 6.02," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(4), pages 571-577.
    3. Guy Mélard, 2016. "On some remarks about SEATS signal extraction," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 53-98, March.
    4. 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.
    5. Maravall, Agustin, 2006. "An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.

  11. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.

    Cited by:

    1. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
    2. Phuong Nguyen-Hoang, 2015. "Volatile earmarked revenues and state highway expenditures in the United States," Transportation, Springer, vol. 42(2), pages 237-256, March.
    3. Kiani, Khurshid M., 2013. "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, vol. 33(C), pages 926-939.
    4. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.
    5. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
    6. R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings 57, Econometric Society.
    7. Crafts, Nicholas & Mills, Terence C., 2004. "Was 19th century British growth steam-powered?: the climacteric revisited," Explorations in Economic History, Elsevier, vol. 41(2), pages 156-171, April.
    8. Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
    9. Mills, Terence C. & Pentecost, Eric J., 2003. "Is there a relationship between real exchange rate movements and the output cycle?," Economic Modelling, Elsevier, vol. 20(3), pages 593-603, May.
    10. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
    11. Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47.

  12. Pollock, D S G, 2001. "Filters for Short Non-stationary Sequences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 341-355, August.
    See citations under working paper version above.
  13. 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.

    Cited by:

    1. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
    2. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
    3. José Eduardo Gómez & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," BORRADORES DE ECONOMIA 010833, BANCO DE LA REPÚBLICA.
    4. Túlio Cravo, 2011. "Are Small Firms more cyclically Sensitive than Large Ones? National, Regional and Sectoral Evidence from Brazil," ERSA conference papers ersa10p507, European Regional Science Association.
    5. Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
    6. Blöchl, Andreas, 2014. "Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins," Discussion Papers in Economics 20687, University of Munich, Department of Economics.
    7. Lukáš KUČERA, 2014. "Investment of Czech Institutional Sectors in the Business Cycle," European Financial and Accounting Journal, University of Economics, Prague, vol. 2014(1).
    8. Marcel Schroder, 2013. "Should developing countries undervalue their currencies?," Departmental Working Papers 2013-12, The Australian National University, Arndt-Corden Department of Economics.
    9. Phuong Nguyen-Hoang, 2015. "Volatile earmarked revenues and state highway expenditures in the United States," Transportation, Springer, vol. 42(2), pages 237-256, March.
    10. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics.
    11. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
    12. McElroy, Tucker & Sutcliffe, Andrew, 2006. "An iterated parametric approach to nonstationary signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2206-2231, May.
    13. Tommaso Proietti, 2009. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 186-208.
    14. Thornton, Michael A., 2013. "Removing seasonality under a changing regime: Filtering new car sales," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 4-14.
    15. Schröder, Marcel, 2013. "Should developing countries undervalue their currencies?," Journal of Development Economics, Elsevier, vol. 105(C), pages 140-151.
    16. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
    17. Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary University of London, School of Economics and Finance.
    18. 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.
    19. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    20. Phiri, Andrew, 2014. "Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach," MPRA Paper 57398, University Library of Munich, Germany.
    21. Crafts, Nicholas & Mills, Terence C., 2004. "Was 19th century British growth steam-powered?: the climacteric revisited," Explorations in Economic History, Elsevier, vol. 41(2), pages 156-171, April.
    22. 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.
    23. Van Norden, Simon, 2004. "Filtres pour l’analyse courante," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 523-546, Juin-Sept.
    24. Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
    25. Proietti, Tommaso, 2010. "Seasonality, Forecast Extensions and Business Cycle Uncertainty," MPRA Paper 20868, University Library of Munich, Germany.
    26. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
    27. D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    28. D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester.
    29. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    30. Lechman, Ewa & Dominiak, Piotr, 2016. "Entrepreneurship vulnerability to business cycle. A new methodology for identification pro-cyclical and counter-cyclical patterns of entrepreneurial activity," MPRA Paper 68793, University Library of Munich, Germany.
    31. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.
    32. Claudio E. V. Borio & Andrew Filardo, 2007. "Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation," BIS Working Papers 227, Bank for International Settlements.
    33. Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
    34. 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.
    35. Ivan Mendieta-Muñoz, 2014. "Is there any relationship between the rates of interest and profit in the U.S. economy?," Studies in Economics 1416, School of Economics, University of Kent.
    36. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.
    37. Sarah Lima & Marco Malgarini, 2016. "Does a Survey Based Capacity Utilization Measure Help Predicting Brazilian Output Gap in Real-Time?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 119-139, September.
    38. Andrew Phiri, 2014. "Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 12(4 (Winter), pages 303-324.
    39. Schröder, Marcel, 2017. "Mercantilism and China's hunger for international reserves," China Economic Review, Elsevier, vol. 42(C), pages 15-33.
    40. Siliverstovs Boriss, 2013. "Dating Business Cycles in Historical Perspective: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(5-6), pages 661-679, October.
    41. Combey, Adama, 2014. "Le Policy mix de la zone UEMOA garantit-il la Stabilité Intérieure et la Croissance ?
      [Does the WAEMU Zone Policy mix Guarantees Internal Stability and growth?]
      ," MPRA Paper 54064, University Library of Munich, Germany.
    42. Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 13/105, International Monetary Fund.
    43. Johannes W. Fedderke & Daniel K. Mengisteab, 2017. "Estimating South Africa's Output Gap and Potential Growth Rate," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 161-177, June.
    44. Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47.
    45. Proietti, Tommaso, 2005. "New algorithms for dating the business cycle," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 477-498, April.
    46. Anelí Bongers & José L. Torres & Jesús Rodríguez, 2010. "Caracterización del ciclo económico en Andalucía 1980 - 2008," Economic Working Papers at Centro de Estudios Andaluces E2010/08, Centro de Estudios Andaluces.
    47. D.S.G. Pollock, 2013. "Filtering macroeconomic data," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 5, pages 95-136 Edward Elgar Publishing.
    48. Huang, Ho-Chuan & Lin, Pei-Chien, 2016. "The trade effects of counter-cyclical fiscal policies," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 82-95.

  14. 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;Society for Computational Economics, vol. 6(3-4), pages 177-200, November.
    See citations under working paper version above.
  15. 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.
    See citations under working paper version above.
  16. Pollock, D S G, 1983. "Varieties of the LIML Estimator," Australian Economic Papers, Wiley Blackwell, vol. 22(41), pages 499-506, December.

    Cited by:

    1. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March.

Chapters

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Books

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (23) 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 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 2017-01-15. Author is listed
  2. NEP-ETS: Econometric Time Series (17) 2005-05-14 2005-05-14 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 2017-01-15 2017-01-15 2017-01-15. Author is listed
  3. NEP-MAC: Macroeconomics (10) 2004-08-23 2007-06-02 2007-12-01 2008-04-29 2008-09-20 2014-02-21 2014-02-21 2017-01-15 2017-01-15 2017-01-15. Author is listed
  4. NEP-HPE: History & Philosophy of Economics (2) 2008-11-04 2014-02-21
  5. NEP-MST: Market Microstructure (2) 2008-04-29 2008-09-20
  6. NEP-BEC: Business Economics (1) 2008-04-29
  7. NEP-CBA: Central Banking (1) 2008-09-20
  8. NEP-HIS: Business, Economic & Financial History (1) 2014-02-21

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