IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods

Matrix Differential Calculus Jan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988Linear Structures Jan R. Magnus Charles Griffin and Co., 1988

Pollock, D.S.G., (1989)

The Estimation of Linear Stochastic Models with Covariance Restrictions

Pollock, D.S.G., (1988)

Trend Estimation And De-Trending Using Bidirectional Filtering

Pollock, D.S.G., (2002)