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 1 1 2 269
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 0 120 0 1 3 512
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 122 1 3 4 592
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 0 108 0 0 6 288
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 33 0 1 6 123
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 1 2 4 35
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 16 0 1 2 34
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 1 31 0 1 3 70
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 1 30
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 0 1 2 185
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 0 0 149
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 1 41 1 3 5 22
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 2 65 0 0 4 185
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 0 0 4 107
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 46 1 1 9 77
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 0 0 5 94
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 235 1 1 2 580
Forecasting with EC-VARMA models 0 0 0 41 0 2 3 47
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 1 2 78
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 2 4 27
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 31 0 1 4 44
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 10 10 1 2 18 18
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 57 1 2 7 110
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 90 0 0 0 280
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 2 128 1 2 9 206
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 23 23 4 7 17 17
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 57 0 0 1 183
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 1 1 50 2 4 10 61
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 42 1 1 2 229
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 0 2 3 182
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 0 112 0 0 0 307
Specification of echelon form VARMA models 0 1 2 136 1 3 10 659
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 0 0 0 244
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 1 11 76 5 8 40 154
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 34 0 0 1 119
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 2 88 3 4 8 318
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 1 2 88 1 3 8 198
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 1 64 0 1 3 126
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 0 0 5 96 1 3 11 257
Total Working Papers 0 4 65 2,344 27 64 223 7,216


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 5 0 0 0 23
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 1 2 2 149
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 0 1 1 1 1
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 13 1 1 2 61
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 19 1 1 1 71
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 44 2 8 11 231
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 2 39 1 2 4 86
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 0 1 4 13
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 1 1 9 1 3 4 56
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 1 1 2 20
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 11 1 2 2 68
Description length and dimensionality reduction in functional data analysis 0 0 0 12 0 0 3 47
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 6 1 1 4 25
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 0 4 142
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 0 0 1 45
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 1 3 18 156 3 9 29 287
Estimation and structure determination of multivariate input output systems 0 0 0 3 1 1 2 29
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 1 1 3 13 1 3 10 32
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 0 0 0 39
Inference in the Presence of Weak Instruments: A Selected Survey 0 0 1 122 0 0 4 228
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 3 1 3 4 35
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 1 17 0 0 1 47
On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models 0 0 0 9 0 0 0 38
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 0 35 0 0 0 177
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 15 0 0 0 73
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 0 0 0
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA 0 0 0 0 0 0 0 0
Specification of Echelon-Form VARMA Models 0 0 0 0 1 3 10 465
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 0 0 2 250
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 3 35 0 2 11 105
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 1 4 7 7 4 13 30 30
The selection and use of linear and bilinear time series models 0 0 0 16 0 0 1 47
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 2 3 5 11 12
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 0 0 0 0 2 10
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 10 0 1 7 46
Total Journal Articles 3 9 39 672 25 63 169 2,988


Statistics updated 2019-10-05