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 2 2 3 53
Alternative Methods of Seasonal Adjustment 0 0 1 86 1 3 10 200
Band-Limited Stochastic Processes in Discrete and Continuous Time 1 1 1 35 2 2 3 121
Circulant Matrices and Time-series Analysis 0 0 1 298 0 0 6 816
Comparative Economic Cycles 0 0 0 46 0 0 1 123
Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles 0 1 1 82 0 3 5 70
Deconstructing The Consumption Function: New Tools And Old Problems 0 0 0 24 0 0 4 118
Deconstructing the Consumption Function: New Tools and Old Problems 0 0 0 134 0 0 1 512
Econometric Filters 0 1 10 117 2 6 32 176
Econometric Filters 0 0 1 60 2 3 42 74
Econometric Methods of Signal Extraction 0 1 4 183 1 6 21 385
Econometrics: An Historical Guide for the Uninitiated 0 1 2 347 2 4 9 137
Filters for Short Nonstationary Sequences 0 0 0 0 0 1 4 159
Filters for Short Nonstationary Sequences 0 0 0 107 0 0 3 259
IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods 0 0 1 133 0 1 4 333
Identification of linear stochastic models with covariance restrictions 0 0 1 3 0 0 1 13
Improved Frequency-selective Filters 0 0 0 109 0 0 2 364
Investigating Economic Trends And Cycles 0 0 1 151 0 1 35 414
ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS 0 0 1 53 0 0 9 169
On Kronecker Products, Tensor Products And Matrix Differential Calculus 0 0 3 126 0 2 6 327
On the criterion function for arma estimation 0 0 0 6 0 0 0 34
Orthogonality Conditions for Non-Dyadic Wavelet Analysis 0 0 0 137 0 0 1 573
Oversampling of stochastic processes 0 0 0 51 0 1 5 165
Realisations of Finite-Sample Frequency-Selective Filters 0 0 0 40 0 0 2 124
Recursive Estimation in Econometrics 0 0 2 1,138 0 5 25 3,159
Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem 0 0 0 137 0 0 1 425
Statistical Fourier Analysis: Clarifications and Interpretations 1 2 4 271 4 11 38 1,177
Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010 0 0 0 48 0 0 0 54
Stochastic processes of limited frequency and the effects of oversampling 0 0 0 41 0 2 41 89
The Classical Econometric Model 0 0 3 149 0 0 12 354
The Discrete–Continuous Correspondence for Frequency-Limited Arma Models and the Hazards of Oversampling 0 0 1 16 0 0 2 62
The Frequency Analysis of the Business Cycle 0 0 0 142 0 2 6 377
The Realisation of Finite-Sample Frequency-Selective Filters 0 0 0 39 0 2 3 183
Transfer Functions 0 3 8 65 7 18 54 244
Trends Cycles And Seasons: Econometric Methods Of Signal Extraction 0 1 1 50 0 2 42 75
Trends Cycles and Seasons: Econometric Methods of Signal Extraction 0 0 0 83 1 2 3 84
Total Working Papers 2 11 47 4,542 24 79 436 12,002

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 0 22 0 1 1 59
A Synopsis of the Smoothing Formulae Associated with the Kalman Filter 0 0 0 0 1 1 3 283
A review of TSW: the Windows version of the TRAMO-SEATS program 0 0 0 179 0 0 1 459
Band-Limited Stochastic Processes in Discrete and Continuous Time 0 1 2 26 0 2 3 72
Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles 0 0 0 14 0 0 3 76
Econometric Filters 0 0 1 11 0 1 5 40
Econometric methods of signal extraction 0 0 0 31 0 1 1 100
Estimation of structural econometric equations (in Russian) 0 0 0 23 0 0 2 84
Filters for Short Non-stationary Sequences 0 0 0 0 1 1 2 76
Identification of linear stochastic models with covariance restrictions 0 0 1 39 0 0 3 110
Improved frequency selective filters 0 0 0 7 0 0 4 30
Introduction to the special issue on statistical signal extraction and filtering 0 0 1 13 0 0 1 47
Lagged Dependent Variables Distributed Lags and Autoregressive Residuals 0 0 0 3 0 0 0 7
Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988 0 0 0 55 0 1 2 147
Methodology for trend estimation 0 0 0 337 0 1 4 1,034
Recursive estimation in econometrics 0 0 1 37 1 1 9 150
Statistical Fourier Analysis: Clarifications and Interpretations 0 0 1 139 1 1 9 357
Stochastic programming for off-line adaptive radiotherapy 0 0 0 0 0 0 0 3
The Estimation of Linear Stochastic Models with Covariance Restrictions 0 0 0 2 0 0 0 8
Trend Estimation And De-Trending Using Bidirectional Filtering 0 0 0 21 0 1 3 81
Trend estimation and de-trending via rational square-wave filters 0 1 7 106 2 4 15 277
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems 0 0 0 13 0 0 1 63
Varieties of the LIML Estimator 0 0 0 0 0 0 0 59
WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION 0 0 0 46 0 0 1 104
Total Journal Articles 0 2 14 1,124 6 16 73 3,726

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Course of Econometrics 0 4 19 4,044 2 15 54 6,602
Total Books 0 4 19 4,044 2 15 54 6,602

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Filtering macroeconomic data 1 1 6 21 1 2 15 50
IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods 0 0 1 52 0 3 17 260
Total Chapters 1 1 7 73 1 5 32 310

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Statistics updated 2021-06-03