David Stephen Pollock

Research output

Working papers

1. D.S.G. Pollock, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/03, Division of Economics, School of Business, University of Leicester.
2. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
   • D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
   • D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
3. Stephen Pollock, 2014. "Econometrics: An Historical Guide for the Uninitiated," Discussion Papers in Economics 14/05, Division of Economics, School of Business, University of Leicester.
4. Stephen Pollock, 2014. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics 14/03, Division of Economics, School of Business, University of Leicester.
   • 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.
5. Stephen Pollock, 2014. "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics 14/04, Division of Economics, School of Business, University of Leicester.
   • D.S.G. Pollock, 2017. "Trends Cycles And Seasons: Econometric Methods Of Signal Extraction," Discussion Papers in Economics 17/02, Division of Economics, School of Business, University of Leicester.
6. David Stephen Pollock & Emi Mise, 2011. "Alternative Methods of Seasonal Adjustment," Discussion Papers in Economics 11/12, Division of Economics, School of Business, University of Leicester.
7. Stephen Pollock, 2011. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 11/34, Division of Economics, School of Business, University of Leicester, revised Jul 2011.
   • Stephen Pollock, 2014. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 14/02, Division of Economics, School of Business, University of Leicester.
8. David Stephen Pollock, 2011. "Band-Limited Stochastic Processes in Discrete and Continuous Time," Discussion Papers in Economics 11/11, Division of Economics, School of Business, University of Leicester.
   • 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.
9. David Stephen Pollock, 2011. "Transfer Functions," Discussion Papers in Economics 11/15, Division of Economics, School of Business, 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, Division of Economics, School of Business, 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, Division of Economics, School of Business, University of Leicester.
13. D.S.G. Pollock, 2008. "The Classical Econometric Model," Discussion Papers in Economics 08/33, Division of Economics, School of Business, University of Leicester.
14. Prof D.S.G. Pollock, 2008. "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics 08/12, Division of Economics, School of Business, University of Leicester.
15. D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Division of Economics, School of Business, University of Leicester.
    • Prof D.S.G. Pollock, 2008. "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/13, Division of Economics, School of Business, 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, Division of Economics, School of Business, University of Leicester.
    • D.S.G. Pollock, 2009. "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 2, pages 15-44, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
17. D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Division of Economics, School of Business, University of Leicester.
    • 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.
18. D.S.G. Pollock, 2007. "Investigating Economic Trends And Cycles," Discussion Papers in Economics 07/17, Division of Economics, School of Business, University of Leicester, revised Apr 2008.
19. Stephen Pollock & Nikoletta Lekka, 2004. "Deconstructing The Consumption Function: New Tools And Old Problems," Royal Economic Society Annual Conference 2004 104, Royal Economic Society.
20. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
    • 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.
21. 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.
    • 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.
22. 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.
23. Bekker, P.A. & Pollock, D.S.G., 1984. "Identification of linear stochastic models with covariance restrictions," Research Memorandum FEW 144, Tilburg University, School of Economics and Management.
    • 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.
    
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Articles

1. D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
   • D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
   • Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
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.
   • Stephen Pollock, 2014. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics 14/03, Division of Economics, School of Business, University of Leicester.
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.
   • David Stephen Pollock, 2011. "Band-Limited Stochastic Processes in Discrete and Continuous Time," Discussion Papers in Economics 11/11, Division of Economics, School of Business, University of Leicester.
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.
   • D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Division of Economics, School of Business, University of Leicester.
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(1), 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. "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.
14. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
15. 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.
    • Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
16. 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.
17. 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.
    • 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.
18. Stephen Pollock, 1992. "Lagged Dependent Variables Distributed Lags and Autoregressive Residuals," Annals of Economics and Statistics, GENES, issue 28, pages 143-164.
19. Pollock, D.S.G., 1989. "Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988," Econometric Theory, Cambridge University Press, vol. 5(1), pages 161-165, April.
20. Pollock, D.S.G., 1988. "The Estimation of Linear Stochastic Models with Covariance Restrictions," Econometric Theory, Cambridge University Press, vol. 4(3), pages 403-427, December.
21. 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.
    • Bekker, P.A. & Pollock, D.S.G., 1984. "Identification of linear stochastic models with covariance restrictions," Research Memorandum FEW 144, Tilburg University, School of Economics and Management.
22. 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.
23. Pollock, D S G, 1983. "Varieties of the LIML Estimator," Australian Economic Papers, Wiley Blackwell, vol. 22(41), pages 499-506, December.
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Chapters

1. D.S.G. Pollock, 2013. "Filtering macroeconomic data," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 5, pages 95-136, Edward Elgar Publishing.
2. D.S.G. Pollock, 2009. "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 2, pages 15-44, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
   • D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Division of Economics, School of Business, University of Leicester.

Books

1. D.S.G. Pollock, . "A Course of Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr1.