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 1 3 8 185
Band-Limited Stochastic Processes in Discrete and Continuous Time 0 0 0 33 3 6 7 116
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 1 2 80 1 4 13 61
Deconstructing The Consumption Function: New Tools And Old Problems 0 0 1 23 0 1 4 106
Deconstructing the Consumption Function: New Tools and Old Problems 2 2 3 133 2 3 6 506
Econometric Filters 0 1 9 105 3 9 25 133
Econometric Filters 0 1 4 56 0 4 13 24
Econometric Methods of Signal Extraction 0 0 1 177 2 6 17 346
Econometrics: An Historical Guide for the Uninitiated 0 0 3 341 1 5 21 121
Filters for Short Nonstationary Sequences 0 0 0 0 0 0 0 152
Filters for Short Nonstationary Sequences 0 0 0 106 1 2 4 253
IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods 0 1 1 132 0 2 9 324
Identification of linear stochastic models with covariance restrictions 0 0 1 1 1 5 7 9
Improved Frequency-selective Filters 0 0 0 109 1 4 5 362
Investigating Economic Trends And Cycles 0 0 1 150 1 3 4 374
ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS 0 0 4 49 1 8 23 147
On Kronecker Products, Tensor Products And Matrix Differential Calculus 0 0 1 121 2 7 12 315
On the criterion function for arma estimation 0 0 0 5 0 0 2 32
Orthogonality Conditions for Non-Dyadic Wavelet Analysis 0 0 0 137 0 1 2 570
Oversampling of stochastic processes 0 0 0 50 1 2 15 155
Realisations of Finite-Sample Frequency-Selective Filters 0 0 0 40 0 0 0 119
Recursive Estimation in Econometrics 0 1 1 1,133 1 4 18 3,115
Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem 0 0 0 137 1 1 4 424
Statistical Fourier Analysis: Clarifications and Interpretations 4 4 12 264 11 21 99 1,099
Statistical Signal Extraction and Filtering: Notes for the Ercim Tutorial, December 9th 2010 0 0 1 48 1 2 4 51
Stochastic processes of limited frequency and the effects of oversampling 0 1 2 41 1 3 17 37
The Classical Econometric Model 0 0 1 145 1 1 4 334
The Discrete–Continuous Correspondence for Frequency-Limited Arma Models and the Hazards of Oversampling 0 0 0 15 0 2 4 54
The Frequency Analysis of the Business Cycle 0 1 4 139 0 2 22 357
The Realisation of Finite-Sample Frequency-Selective Filters 0 0 0 39 2 2 3 178
Transfer Functions 1 2 3 57 1 4 8 154
Trends Cycles And Seasons: Econometric Methods Of Signal Extraction 0 0 2 47 0 3 10 22
Trends Cycles and Seasons: Econometric Methods of Signal Extraction 0 0 3 83 0 2 8 77
Total Working Papers 7 15 60 4,455 40 122 401 11,283

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 1 1 2 22 2 2 3 57
A Synopsis of the Smoothing Formulae Associated with the Kalman Filter 0 0 0 0 0 0 0 279
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 1 1 2 68
Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles 0 0 1 13 0 1 5 70
Econometric Filters 0 1 2 8 0 1 5 30
Econometric methods of signal extraction 0 0 0 31 1 2 3 95
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 0 0 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 2 2 25
Introduction to the special issue on statistical signal extraction and filtering 0 0 0 12 0 0 1 44
Lagged Dependent Variables Distributed Lags and Autoregressive Residuals 0 0 2 3 0 0 2 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 0 7 41 1 2 15 124
Methodology for trend estimation 0 0 1 335 0 1 3 1,026
Recursive estimation in econometrics 0 0 1 36 0 2 7 139
Statistical Fourier Analysis: Clarifications and Interpretations 0 0 0 138 0 2 3 348
Stochastic programming for off-line adaptive radiotherapy 0 0 0 0 0 0 1 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 1 20 0 0 4 74
Trend estimation and de-trending via rational square-wave filters 0 0 2 98 1 2 6 254
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 0 59
WIENER KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION 0 0 2 46 0 0 3 103
Total Journal Articles 1 2 22 1,087 6 18 70 3,582

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Course of Econometrics 2 9 26 4,015 3 15 50 6,527
Total Books 2 9 26 4,015 3 15 50 6,527

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Filtering macroeconomic data 1 1 3 13 2 2 5 30
IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods 0 0 0 50 1 1 7 232
Total Chapters 1 1 3 63 3 3 12 262

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Statistics updated 2019-11-03