Improved frequency selective filters. - D. S. G. Pollock (Comput. Stat. Data Anal., 2003)

Recursive estimation in econometrics. - D. S. G. Pollock (Comput. Stat. Data Anal., 2003)

Introduction to the special issue on statistical signal extraction and filtering. - D. S. G. Pollock (Comput. Stat. Data Anal., 2006)

Econometric methods of signal extraction. - D. S. G. Pollock (Comput. Stat. Data Anal., 2006)

2nd Special Issue on Statistical Signal Extraction and Filtering. - D. S. G. Pollock; Tommaso Proietti (Comput. Stat. Data Anal., 2007)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)

The third special issue on Statistical Signal Extraction and Filtering. - D. Stephen G. Pollock; Tommaso Proietti; Esther Ruiz; Howard L. Weinert (Comput. Stat. Data Anal., 2013)

On Kronecker products, tensor products and matrix differential calculus. - D. S. G. Pollock (Int. J. Comput. Math., 2013)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)