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 2 13 301
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 0 124 0 0 12 547
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 0 1 12 620
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 0 113 0 4 21 327
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 0 2 15 154
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 2 5 48
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 1 14 62
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 0 0 17 101
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 2 8 50
Binary Outcomes, OLS, 2SLS and IV Probit 0 0 1 26 1 4 25 131
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 0 10 0 3 19 38
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 0 1 13 214
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 1 4 11 50
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 0 3 14 93
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 0 1 15 30
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 0 0 19 35
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 0 76 0 2 21 242
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 0 0 9 129
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 0 1 11 118
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 0 0 8 105
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 237 0 1 10 603
Forecasting with EC-VARMA models 0 0 0 48 0 1 16 121
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 6 94
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 5 43
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 2 12 67
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 11 0 2 8 37
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 60 1 1 8 135
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 0 35 0 2 17 85
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 0 0 11 299
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 0 134 0 3 12 248
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 1 4 23 73
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 0 3 0 0 12 20
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 0 7 0 0 14 23
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 0 1 10 212
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 0 1 8 0 1 12 18
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 0 1 62 0 1 18 119
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 0 1 15 255
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 0 1 14 208
Solving the Forecast Combination Puzzle 0 0 1 30 2 5 18 43
Solving the Forecast Combination Puzzle 0 0 0 37 2 4 13 33
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 0 113 0 2 8 325
Specification of echelon form VARMA models 0 0 0 144 0 0 10 705
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 0 0 7 255
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 0 0 89 0 2 18 247
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 0 1 14 144
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 0 0 7 23
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 0 3 13 27
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 2 13 378
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 0 0 10 238
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 0 67 0 0 10 154
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 0 3 117 0 5 22 354
Total Working Papers 0 0 7 2,703 8 78 670 9,143

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 4 36
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 0 2 10 161
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 2 2 11 16
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 15 1 1 3 69
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 22 1 2 12 95
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 0 1 7 250
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 0 40 0 1 15 113
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 0 1 20 42
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 0 1 17 90
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 1 11 18
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 1 1 19 43
Binary outcomes, OLS, 2SLS and IV probit 0 0 6 14 2 2 35 79
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 12 0 0 12 89
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects 0 0 0 0 1 1 17 17
Description length and dimensionality reduction in functional data analysis 0 0 0 14 0 0 11 70
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 0 12 53
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 1 1 7 165
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 0 0 6 55
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 0 0 1 187 0 1 23 373
Estimation and structure determination of multivariate input output systems 0 0 0 3 0 0 6 38
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 0 0 0 21 0 2 15 74
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 0 12 67
Inference in the Presence of Weak Instruments: A Selected Survey 0 1 2 133 0 2 18 273
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 0 4 13 34
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 7 0 1 11 63
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS 0 0 0 0 0 1 1 1
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 0 17 0 1 9 61
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 0 0 1 1 1 1 13 15
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction 0 1 1 8 0 1 6 24
On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models 0 0 0 9 1 2 10 56
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 0 37 0 0 5 186
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 1 1 9 90
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 1 6 12
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA 0 0 0 0 1 1 4 7
Specification of Echelon-Form VARMA Models 0 0 0 0 0 1 9 494
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 0 0 6 264
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 0 48 0 0 23 176
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 0 2 36 1 2 21 155
The selection and use of linear and bilinear time series models 0 0 0 17 0 0 11 69
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 0 0 10 107
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 1 11 1 1 8 51
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 0 13 0 1 9 71
Total Journal Articles 0 2 16 854 16 42 487 4,222

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Statistics updated 2026-08-07