Circulant Matrices and Time-series Analysis
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References listed on IDEAS
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
- 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.
- 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.
More about this item
KeywordsTime-series analysis; Circulant matrices; Discrete Fourier transforms; Periodograms;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2000-11-14 (Econometrics)
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