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Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems. Journal of Econometrics, 24 (3): 331--347 (March 1984)Introduction to the special issue on statistical signal extraction and filtering.. Comput. Stat. Data Anal., 50 (9): 2137-2145 (2006)2nd Special Issue on Statistical Signal Extraction and Filtering., and . Comput. Stat. Data Anal., 52 (2): 817-820 (2007)Methodology for trend estimation. Economic Modelling, 18 (1): 75--96 (January 2001)The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)Improved frequency selective filters.. Comput. Stat. Data Anal., 42 (3): 279-297 (2003)On Kronecker products, tensor products and matrix differential calculus.. Int. J. Comput. Math., 90 (11): 2462-2476 (2013)Trend estimation and de-trending via rational square-wave filters. Journal of Econometrics, 99 (2): 317--334 (December 2000)On the criterion function for ARMA estimation. Journal of Statistical Planning and Inference, 36 (2-3): 413--430 (00 1993)The misspecification of dynamic regression models, and . Journal of Statistical Planning and Inference, 49 (2): 223--239 (Jan 15, 1996)