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 0 1 2 288
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 0 123 0 0 4 534
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 0 0 2 607
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 0 112 0 0 2 305
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 1 2 3 138
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 1 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 0 0 3 103
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 4 10 0 1 10 19
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 0 0 160
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 0 44 0 0 2 39
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 0 0 2 15
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 1 32 0 0 3 15
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 1 5 0 0 6 79
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 0 75 1 1 2 220
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 0 1 1 120
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 1 3 51 0 2 5 107
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 0 0 0 97
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 4 103
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 1 1 36
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 1 2 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 1 60 0 0 1 126
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 1 35 0 1 6 68
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 0 0 0 288
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 0 133 0 0 1 234
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 0 2 4 49
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 3 3 0 2 7 7
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 7 7 1 1 8 8
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 0 1 1 202
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 0 1 61 0 0 1 101
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 0 1 1 194
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 0 0 0 240
Solving the Forecast Combination Puzzle 0 0 3 29 0 0 8 24
Solving the Forecast Combination Puzzle 0 0 1 37 0 0 2 20
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 1 113 0 2 3 317
Specification of echelon form VARMA models 0 0 0 144 1 2 2 693
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 0 1 1 248
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 0 1 89 0 0 2 228
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 0 0 0 129
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 0 0 1 13
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 0 0 1 15
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 1 3 365
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 0 1 1 228
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 0 67 0 0 0 142
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 0 1 114 0 2 5 332
Total Working Papers 0 1 31 2,685 4 28 115 8,439

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 0 31
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 0 1 1 151
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 0 1 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 1 22 0 0 2 83
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 0 1 4 243
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 0 39 0 0 1 97
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 0 2 2 22
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 1 12 1 1 6 73
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 0 0 23
Binary outcomes, OLS, 2SLS and IV probit 0 0 4 8 4 5 20 35
Conceptual frameworks and experimental design in simultaneous equations 0 0 1 12 0 0 2 77
Description length and dimensionality reduction in functional data analysis 0 0 0 14 0 0 0 58
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 1 3 39
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 1 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 4 185 0 0 4 349
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 1 1 21 1 3 4 59
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 0 0 52
Inference in the Presence of Weak Instruments: A Selected Survey 0 0 1 130 0 0 5 254
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 0 0 1 20
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 1 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 2 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 0 36 0 0 0 180
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 0 0 1 81
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 1 1 3
Specification of Echelon-Form VARMA Models 0 0 0 0 0 0 3 485
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 0 0 0 257
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 2 48 0 1 7 153
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 0 4 33 2 5 13 127
The selection and use of linear and bilinear time series models 0 0 0 17 0 0 2 58
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 8 25 1 3 17 97
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 9 0 0 2 41
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 0 12 0 1 2 58
Total Journal Articles 0 2 30 831 9 30 111 3,699

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Statistics updated 2025-05-12