Econometric analysis requires filtering techniques that are adapted to cater to data sequences that are short and that have strong trends. Whereas the economists have tended to conduct their analyses in the time domain, the engineers have emphasised the frequency domain. This paper places its...

The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements from a limited range of frequencies. If the data do not cover the full Nyquist frequency range of [0,π] radians, then severe biases can occur in estimating their parameters. The...

The effect of the conventional model-based methods of seasonal adjustment is to nullify the elements of the data that reside at the seasonal frequencies and to attenuate the elements at the adjacent frequencies. It may be desirable to nullify some of the adjacent elements instead of merely...

Much of the algebra that is associated with the Kronecker product of matrices has been rendered in the conventional notation of matrix algebra, which conceals the essential structures of the objects of the analysis. This makes it difficult to establish even the most salient of the results. The...