Access Statistics for Donald Stephen Poskitt

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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 0 0 1 288
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 1 124 0 0 4 535
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 0 1 2 307
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 2 3 7 142
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 0 1 48
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 0 43
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 0 42
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 0 0 1 84
Binary Outcomes, OLS, 2SLS and IV Probit 0 0 0 25 1 5 6 108
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 2 10 0 1 5 20
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 1 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 11 0 0 1 15
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 0 1 4 17
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 0 0 1 79
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 0 0 1 120
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 0 1 5 108
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 0 1 1 98
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 5 105
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 0 88
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 2 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 5 68
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 1 1 1 289
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 1 1 134 0 2 4 237
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 1 2 7 52
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 3 3 1 3 10 10
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 7 7 0 0 9 9
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 0 0 1 202
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 5 7 7 1 4 8 8
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 0 0 61 1 2 2 103
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 0 0 0 240
Solving the Forecast Combination Puzzle 0 0 1 37 0 0 2 20
Solving the Forecast Combination Puzzle 0 0 2 29 0 1 7 25
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 1 2 230
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 0 1 1 130
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 0 0 2 16
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 1 2 3 15
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 0 2 365
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 1 2 144
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 0 1 114 0 1 4 333
Total Working Papers 0 6 33 2,696 11 40 143 8,501

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 1 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 0 0 0 83
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 0 0 3 243
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 1 40 0 2 4 100
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 0 0 2 22
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 1 2 5 75
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 0 1 7
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 0 1 2 25
Binary outcomes, OLS, 2SLS and IV probit 1 1 4 9 2 7 25 46
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 1 2 2 60
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 2 4 41
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 0 1 158
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 0 0 4 59
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 2 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 1 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 0 0 1 52
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 0 0 0 0 0 0 0 2
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 0 0 1 181
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 0 1 1 258
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 1 48 0 1 6 154
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 1 2 34 1 5 15 135
The selection and use of linear and bilinear time series models 0 0 0 17 1 1 3 59
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 5 25 0 0 11 97
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 1 1 10 0 2 2 43
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 1 1 13 0 2 5 62
Total Journal Articles 1 4 21 839 6 34 122 3,748

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Statistics updated 2025-10-06