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 3 4 11 299
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 1 124 4 5 13 547
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 4 4 12 619
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 1 113 2 4 18 323
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 3 7 14 152
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 3 13 61
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 2 2 3 46
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 6 48
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 2 7 17 101
Binary Outcomes, OLS, 2SLS and IV Probit 0 0 1 26 2 4 24 127
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 0 10 0 3 16 35
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 3 5 12 213
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 0 2 162
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 0 44 0 2 7 46
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 0 3 14 29
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 2 4 11 90
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 3 7 20 35
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 1 76 5 10 20 240
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 1 4 9 129
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 3 3 10 117
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 3 4 8 105
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 237 0 1 9 602
Forecasting with EC-VARMA models 0 0 0 48 5 6 17 120
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 4 6 94
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 1 7 43
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 3 3 10 65
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 11 0 1 6 35
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 60 3 5 8 134
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 0 35 3 6 15 83
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 1 2 11 299
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 1 134 3 5 11 245
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 3 7 20 69
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 0 3 2 4 13 20
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 0 7 0 3 15 23
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 4 6 9 211
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 0 8 8 1 2 17 17
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 0 1 62 3 5 17 118
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 1 2 13 207
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 2 5 14 254
Solving the Forecast Combination Puzzle 0 0 1 30 3 4 14 38
Solving the Forecast Combination Puzzle 0 0 0 37 1 2 9 29
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 0 113 2 2 6 323
Specification of echelon form VARMA models 0 0 0 144 1 2 12 705
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 2 4 7 255
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 0 0 89 5 8 17 245
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 2 6 14 143
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 3 3 8 23
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 1 2 11 24
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 3 11 376
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 2 3 10 238
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 0 67 2 8 12 154
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 2 3 117 6 9 17 349
Total Working Papers 0 2 18 2,703 108 209 626 9,065

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 1 2 4 35
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 1 3 8 159
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 2 3 9 14
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 15 1 2 2 68
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 22 0 3 10 93
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 0 2 6 249
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 1 40 2 2 15 112
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 1 7 19 41
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 3 5 16 89
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 2 2 10 17
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 3 4 19 42
Binary outcomes, OLS, 2SLS and IV probit 0 3 6 14 2 10 42 77
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 12 3 5 12 89
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects 0 0 0 0 3 8 16 16
Description length and dimensionality reduction in functional data analysis 0 0 0 14 3 6 12 70
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 5 14 53
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 1 6 164
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 0 4 6 55
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 0 1 2 187 1 5 23 372
Estimation and structure determination of multivariate input output systems 0 0 0 3 2 2 6 38
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 0 0 0 21 1 3 13 72
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 4 7 15 67
Inference in the Presence of Weak Instruments: A Selected Survey 1 1 2 132 3 6 17 271
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 2 4 10 30
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 7 1 4 10 62
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 0 17 1 3 8 60
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 0 0 1 1 2 6 12 14
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction 0 0 0 7 1 2 5 23
On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models 0 0 0 9 1 4 8 54
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 1 37 0 1 6 186
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 2 2 8 89
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 2 3 5 11
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA 0 0 0 0 0 2 3 6
Specification of Echelon-Form VARMA Models 0 0 0 0 2 3 8 493
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 0 1 7 264
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 0 48 2 4 23 176
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 0 3 36 3 9 26 153
The selection and use of linear and bilinear time series models 0 0 0 17 5 7 11 69
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 2 4 10 107
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 11 1 1 9 50
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 13 1 4 12 70
Total Journal Articles 1 5 21 852 68 161 481 4,180

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Statistics updated 2026-05-06