Access Statistics for Donald Stephen Poskitt

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small 0 0 0 74 1 1 2 289
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 1 124 0 0 3 535
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 0 1 3 609
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 1 113 6 7 8 313
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 0 3 7 142
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 0 43
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 1 2 49
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 2 2 3 86
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 0 42
Binary Outcomes, OLS, 2SLS and IV Probit 1 1 1 26 4 6 10 112
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 1 10 2 3 6 22
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 0 0 0 201
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 1 1 161
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 0 44 0 1 3 40
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 3 3 4 82
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 1 1 2 16
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 0 1 3 17
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 1 76 0 0 2 221
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 1 1 2 121
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 1 2 6 109
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 1 2 2 99
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 237 0 0 0 593
Forecasting with EC-VARMA models 0 0 1 48 0 0 4 105
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 1 1 89
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 1 4 39
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 0 1 55
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 11 0 0 0 29
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 60 0 0 1 127
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 1 35 0 0 4 68
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 2 3 3 291
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 1 134 0 1 4 237
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 0 2 7 52
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 3 3 1 3 11 11
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 7 7 1 1 8 10
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 1 1 2 203
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 0 7 7 1 3 9 9
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 0 0 61 1 3 3 104
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 0 1 2 195
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 1 1 1 241
Solving the Forecast Combination Puzzle 0 0 1 37 3 3 4 23
Solving the Forecast Combination Puzzle 0 0 1 29 1 1 5 26
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 1 113 0 0 3 317
Specification of echelon form VARMA models 0 0 0 144 0 0 4 695
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 0 0 1 248
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 0 0 89 1 2 3 231
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 1 1 2 131
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 1 1 2 17
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 0 1 2 15
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 2 3 367
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 0 0 1 228
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 0 67 0 0 2 144
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 0 0 114 2 3 5 335
Total Working Papers 1 1 31 2,697 43 71 171 8,544

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Autoregressive Modeling 0 0 0 7 0 0 1 32
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 0 0 1 151
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 0 0 1 5
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 15 0 0 0 66
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 22 1 1 1 84
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 1 1 3 244
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 1 40 1 3 4 101
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 1 1 3 23
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 1 3 6 76
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 1 1 2 8
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 0 1 2 25
Binary outcomes, OLS, 2SLS and IV probit 0 1 4 9 2 4 27 48
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 12 0 0 1 77
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects 0 0 0 0 0 0 0 0
Description length and dimensionality reduction in functional data analysis 0 0 0 14 0 1 2 60
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 0 4 41
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 1 1 2 159
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 0 0 0 49
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 0 0 2 186 0 1 3 351
Estimation and structure determination of multivariate input output systems 0 0 0 3 0 0 0 32
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 0 0 1 21 2 2 5 61
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 0 3 55
Inference in the Presence of Weak Instruments: A Selected Survey 0 0 1 131 0 0 4 255
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 0 0 2 21
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 7 0 0 1 52
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 0 17 1 1 2 53
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 1 1 1 1 1 1 1 3
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction 0 0 0 7 0 0 2 18
On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models 0 0 0 9 0 0 1 46
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 1 37 1 1 2 182
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 0 1 2 82
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 0 0 6
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA 0 0 0 0 0 0 1 3
Specification of Echelon-Form VARMA Models 0 0 0 0 0 0 1 485
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 1 1 2 259
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 1 48 2 3 8 156
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 0 1 34 0 1 14 135
The selection and use of linear and bilinear time series models 0 0 0 17 0 1 2 59
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 4 25 0 0 9 97
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 1 10 1 1 3 44
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 13 0 0 5 62
Total Journal Articles 1 2 20 840 18 31 133 3,766

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Statistics updated 2025-11-08