| Publication | Date of Publication | Type |
|---|
Band-Limited Stochastic Processes in Discrete and Continuous Time
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
The Correspondence Between Stochastic Linear Difference and Differential Equations
Contributions to Statistics | 2022-11-16 | Paper |
Trends cycles and seasons: econometric methods of signal extraction
Econometric Reviews | 2022-02-24 | Paper |
Wiener-Kolmogorov filtering, frequency-selective filtering, and polynomial regression
Econometric Theory | 2018-12-21 | Paper |
Cycles, syllogisms and semantics: examining the idea of spurious cycles
Journal of Time Series Econometrics | 2018-02-07 | Paper |
On Kronecker products, tensor products and matrix differential calculus
International Journal of Computer Mathematics | 2014-01-29 | Paper |
| Biquadratic functions: stationary and invertibility in estimated time-series models | 2009-07-23 | Paper |
| Biquadratic functions: stationary and invertibility in estimated time-series models | 2009-07-23 | Paper |
Realisations of finite-sample frequency-selective filters
Journal of Statistical Planning and Inference | 2009-01-30 | Paper |
Econometric methods of signal extraction
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Recursive estimation in econometrics
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Improved frequency selective filters
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Sharp filters for short sequences
Journal of Statistical Planning and Inference | 2003-05-19 | Paper |
Circulant matrices and time-series analysis
International Journal of Mathematical Education in Science and Technology | 2002-10-17 | Paper |
Trend estimation and de-trending via rational square-wave filters
Journal of Econometrics | 2001-07-19 | Paper |
| scientific article; zbMATH DE number 1446720 (Why is no real title available?) | 2000-05-14 | Paper |
Metaphors for time‐series analysis
International Journal of Mathematical Education in Science and Technology | 1998-01-28 | Paper |
The misspecification of dynamic regression models
Journal of Statistical Planning and Inference | 1996-11-06 | Paper |
A synopsis of the smoothing formulae associated with the Kalman filter
Computational Economics | 1994-03-14 | Paper |
On the criterion function for ARMA estimation
Journal of Statistical Planning and Inference | 1993-12-05 | Paper |
An index notation for multivariate statistical analysis
International Journal of Mathematical Education in Science and Technology | 1991-01-01 | Paper |
The Misspecification of Arma Models
Statistica Neerlandica | 1989-01-01 | Paper |
Identification of linear stochastic models with covariance restrictions
Journal of Econometrics | 1986-01-01 | Paper |
Tensor products and matrix differential calculus
Linear Algebra and its Applications | 1985-01-01 | Paper |
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
Journal of Econometrics | 1984-01-01 | Paper |
