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SELECTED PAPERS ON SIGNAL EXTRACTION AND FILTERING

Seminar Slides MALLORCA17: Processes in Discrete and Continuous Time

Seminar Slides BRISTOL15: Trends Cycles and Seasons

Seminar Slides ERCIM 14, PISA:  Econometric Flters and Structural Change

Seminar Slides LEICESTER: Wavelets and Structural Change

Seminar Text LEICESTER:  The Framework of a Dyadic Wavelets Analysis

Seminar Slides USA: Oversampling of Stochastic Processes

Seminar Slides LODZ: Band Limited Processed in Discrete and Continuous Time

Seminar Slides WARSAW: Alternative Methods of Seasonal Adjustment

Seminar Slides LEICESTER: Spurious Cycles in Macroeconomic Data

Seminar Slides ERCIM10: Statistical Signal Extraction and Filtering



Trends Cycles and Seasons: Econometric Methods of Signal Extraction.

Statistical Signal Extraction: A Partial Survey, in E. Kontoghiorges and D.E. Belsley (eds.) Handbook of Empirical Econometrics, John Wiley and Sons, Chichester, 2009.

Realisations of Finite-sample Frequency-selective Filters, Journal of Statistical Planning and Inference, 2009,  139, 1541--1558, 2009.

IDEOLOG: A Program for Filtering Econometric Data---A Synopsis of Alternative Methods, QASS: Quantitative and Qualitative Analysis in Social Sciences, 2009, Vol 3. Issue 1.

With Iolanda Lo Cascio, Iolanda, Comparative Economic Cycles, QASS: Quantitative and Qualitative Analysis in Social Sciences, 2009, Vol 2. Issue 3, 1--34.

Investigating Economic Trends and Cycles, in T.C. Mills and K. Patterson (eds.), Palgrave Handbook of Econometrics: Vol. 2 Applied Econometrics, 2008.

Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle, in P. Brito (ed.) COMPSTAT 2008: Proceedings in Computational Statistics, reprinted ReVStat--Statistical Journal, 7, Nº.1, April 2009.

Statistical Fourier Analysis: Clarifications and Interpretations, Journal of Time Series Econometrics, 2008, Vol. 1, Iss. 1, Article 1. 1--47

Consumption and Income, A Spectral Analysis, pps. 223--253 in B. Schipp, W. Krämer (eds.), Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler, Physica-Verlag Heidelberg, 2008.

Trend Estimation and Detending, in Optimisation, Econometric and Financial Analysis: Advances in Computational Management Science, Vol. 9, Kontoghiorghes, Erricos J. and Gatu, Cristian (Eds.), Springer Verlag, 2007.

Non-Dyadic Wavelet Analysis, with Iolanda Lo Cascio, Optimisation, Econometric and Financial Analysis: Advances in Computational Management Science, Vol. 9, Kontoghiorghes, Erricos J. and Gatu, Cristian (eds.), Springer Verlag. 2007.

Wiener--Kolmogorov Filtering, Frequency-Selective Filtering and Polynomial Regression, Econometric Theory, 2007, 23, 71--88.

Introduction to the Special Issue on Statistical Signal Extraction and Filtering, Computational Statistics and Data Analysis, 2006, 50, 2137--2145.

Econometric Methods of Signal Extraction, Computational Statistics and Data Analysis, 2006, 50, 2268--2292.

 Recursive Estimation in Econometrics,  Journal of Computational Statistics and Data Analysis, 2003, 44, 37--75.

Improved Frequency-Selective Filters,  Journal of Computational Statistics and Data Analysis, 2003, 42, 279--297.

Sharp Filters for Short Sequences, Journal of Statistical Inference and Planning, 2003, 113, 663--683.

A Review of TSW: The Windows Version of the SEATS-TRAMO Program,  Applied Econometrics, 2002, 17, 291--299.

Trend Estimation and Detrending via Rational Square Wave Filters,  Journal of Econometrics, 2000, 99, 317--334.
Circulant Matrices and Time-Series Analysis, The International Journal of Mathematical Education in Science and Technology, 2002, 33, 213--230.

Filters for Short Nonstationary Sequences, Journal of Forecasting, 2001, 20, 341--355.

Methodology for Trend Estimation,  Economic Modelling, 2001, 18, 75--96.