Access Statistics for David Stephen Pollock

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A synopsis of the smoothing formulae associated with the Kalman Filter 0 0 0 35 0 0 2 49
Alternative Methods of Seasonal Adjustment 0 0 0 83 0 1 7 182
Band-Limited Stochastic Processes in Discrete and Continuous Time 0 0 0 33 0 0 3 110
Circulant Matrices and Time-series Analysis 0 0 0 295 0 0 0 803
Comparative Economic Cycles 0 0 0 46 0 0 1 119
Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles 0 0 2 79 1 1 11 57
Deconstructing The Consumption Function: New Tools And Old Problems 0 0 1 23 0 1 3 105
Deconstructing the Consumption Function: New Tools and Old Problems 0 0 1 131 0 1 3 503
Econometric Filters 1 1 3 55 1 2 11 20
Econometric Filters 1 3 8 104 2 5 20 123
Econometric Methods of Signal Extraction 0 0 0 176 2 4 11 337
Econometrics: An Historical Guide for the Uninitiated 1 1 6 341 2 2 18 115
Filters for Short Nonstationary Sequences 0 0 0 106 1 1 3 251
Filters for Short Nonstationary Sequences 0 0 0 0 0 0 1 152
IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods 0 0 0 131 1 2 8 322
Identification of linear stochastic models with covariance restrictions 0 0 1 1 0 1 2 4
Improved Frequency-selective Filters 0 0 0 109 0 0 2 358
Investigating Economic Trends And Cycles 0 0 1 150 0 0 1 371
ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS 1 1 4 47 3 6 14 136
On Kronecker Products, Tensor Products And Matrix Differential Calculus 0 0 1 120 0 0 4 306
On the criterion function for arma estimation 0 0 0 5 0 0 2 32
Orthogonality Conditions for Non-Dyadic Wavelet Analysis 0 0 1 137 0 0 3 569
Oversampling of stochastic processes 0 0 1 50 0 0 14 153
Realisations of Finite-Sample Frequency-Selective Filters 0 0 0 40 0 0 0 119
Recursive Estimation in Econometrics 0 0 1 1,132 0 3 18 3,111
Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem 0 0 0 137 0 0 3 423
Statistical Fourier Analysis: Clarifications and Interpretations 0 1 10 259 7 26 89 1,071
Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010 0 0 1 48 0 1 2 49
Stochastic processes of limited frequency and the effects of oversampling 0 0 3 40 1 3 18 33
The Classical Econometric Model 0 0 1 145 1 2 3 333
The Discrete–Continuous Correspondence for Frequency-Limited Arma Models and the Hazards of Oversampling 0 0 0 15 0 0 2 52
The Frequency Analysis of the Business Cycle 0 0 3 138 1 2 21 354
The Realisation of Finite-Sample Frequency-Selective Filters 0 0 0 39 0 0 1 176
Transfer Functions 0 0 1 55 1 1 5 150
Trends Cycles And Seasons: Econometric Methods Of Signal Extraction 0 0 2 47 0 0 6 18
Trends Cycles and Seasons: Econometric Methods of Signal Extraction 0 1 3 83 0 1 6 75
Total Working Papers 4 8 55 4,435 24 66 318 11,141


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Special Issue on Statistical Signal Extraction and Filtering 0 0 1 21 0 0 1 55
A Synopsis of the Smoothing Formulae Associated with the Kalman Filter 0 0 0 0 0 0 2 279
A review of TSW: the Windows version of the TRAMO-SEATS program 0 0 0 179 0 0 0 456
Band-Limited Stochastic Processes in Discrete and Continuous Time 0 0 0 23 0 0 2 67
Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles 0 0 1 13 1 1 8 69
Econometric Filters 0 1 2 7 0 2 7 29
Econometric methods of signal extraction 0 0 0 31 0 1 1 93
Estimation of structural econometric equations (in Russian) 0 0 0 23 0 0 1 81
Filters for Short Non-stationary Sequences 0 0 0 0 1 1 1 71
Identification of linear stochastic models with covariance restrictions 0 0 1 38 0 0 2 105
Improved frequency selective filters 0 0 0 7 0 0 0 23
Introduction to the special issue on statistical signal extraction and filtering 0 0 0 12 0 1 1 44
Lagged Dependent Variables Distributed Lags and Autoregressive Residuals 0 0 3 3 0 0 3 5
Matrix Differential Calculus Jan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988Linear Structures Jan R. Magnus Charles Griffin and Co., 1988 0 2 7 41 0 3 13 121
Methodology for trend estimation 0 0 1 335 0 0 2 1,025
Recursive estimation in econometrics 0 0 1 36 0 0 6 137
Statistical Fourier Analysis: Clarifications and Interpretations 0 0 1 138 0 1 3 346
Stochastic programming for off-line adaptive radiotherapy 0 0 0 0 0 1 1 3
The Estimation of Linear Stochastic Models with Covariance Restrictions 0 0 0 2 0 0 1 8
Trend Estimation And De-Trending Using Bidirectional Filtering 0 0 1 20 0 0 5 74
Trend estimation and de-trending via rational square-wave filters 0 1 2 97 0 2 5 251
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems 0 0 0 12 0 0 1 58
Varieties of the LIML Estimator 0 0 0 0 0 0 1 59
WIENER KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION 0 0 2 46 0 0 3 103
Total Journal Articles 0 4 23 1,084 2 13 70 3,562


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Course of Econometrics 1 5 24 4,004 3 10 48 6,509
Total Books 1 5 24 4,004 3 10 48 6,509


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Filtering macroeconomic data 0 2 3 12 0 2 8 27
IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods 0 0 0 50 0 3 9 230
Total Chapters 0 2 3 62 0 5 17 257


Statistics updated 2019-07-03