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 2 3 4 291
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 1 124 1 2 4 537
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 1 1 4 610
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 1 113 0 10 12 317
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 1 1 7 143
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 1 1 44
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 3 4 51
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 1 1 1 43
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 3 5 6 89
Binary Outcomes, OLS, 2SLS and IV Probit 0 1 1 26 2 10 16 118
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 1 10 0 5 8 25
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 1 3 3 204
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 0 1 161
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 0 44 1 3 6 43
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 2 5 7 22
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 3 8 8 23
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 1 4 5 83
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 1 76 4 4 6 225
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 1 2 3 122
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 2 4 9 112
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 1 2 3 100
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 237 2 3 3 596
Forecasting with EC-VARMA models 0 0 0 48 2 3 5 108
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 2 2 90
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 1 1 5 40
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 1 3 4 58
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 11 2 3 3 32
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 60 0 1 2 128
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 0 35 1 2 4 70
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 3 5 6 294
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 1 134 2 2 6 239
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 2 2 9 54
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 3 3 1 3 12 13
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 1 7 5 8 11 17
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 0 2 3 204
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 0 7 7 2 4 12 12
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 1 1 1 62 4 5 7 108
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 2 4 4 244
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 2 4 6 199
Solving the Forecast Combination Puzzle 0 0 0 37 1 4 4 24
Solving the Forecast Combination Puzzle 0 1 2 30 2 7 10 32
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 0 113 0 1 3 318
Specification of echelon form VARMA models 0 0 0 144 3 4 8 699
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 3 6 8 236
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 0 2 3 132
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 1 2 3 18
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 1 2 4 17
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 6 7 371
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 2 3 4 231
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 1 1 1 115 2 4 7 337
Total Working Papers 2 4 23 2,700 77 175 286 8,676

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 1 2 33
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 2 2 3 153
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 1 1 2 6
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 4 4 87
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 0 1 2 244
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 1 40 0 7 10 107
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 1 2 4 24
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 1 3 7 78
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 1 2 2 9
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 2 2 4 27
Binary outcomes, OLS, 2SLS and IV probit 1 2 3 11 9 15 31 61
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 12 0 0 0 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 0 2 60
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 2 5 43
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 3 4 5 162
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 1 1 1 50
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 0 0 2 186 2 6 9 357
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 0 3 6 62
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 4 7 59
Inference in the Presence of Weak Instruments: A Selected Survey 0 0 1 131 5 5 8 260
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 3 4 6 25
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 7 0 3 3 55
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 0 17 2 3 4 55
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 0 1 1 1 0 2 2 4
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 1 1 1 47
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 1 37 1 2 3 183
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 0 1 2 83
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 1 1 2 4
Specification of Echelon-Form VARMA Models 0 0 0 0 3 3 4 488
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 2 3 4 261
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 0 48 10 13 15 167
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 1 2 3 36 3 6 20 141
The selection and use of linear and bilinear time series models 0 0 0 17 2 3 4 62
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 2 26 1 5 9 102
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 1 2 11 1 3 5 46
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 13 1 1 6 63
Total Journal Articles 2 7 18 846 63 119 206 3,867

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Statistics updated 2026-01-09