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 6 8 295
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 1 124 0 6 8 542
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 123 0 6 8 615
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 1 113 0 2 14 319
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 2 5 10 147
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 8 11 59
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 1 44
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 6 6 48
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 3 11 13 97
Binary Outcomes, OLS, 2SLS and IV Probit 0 0 1 26 0 7 20 123
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 0 0 0 10 2 9 15 34
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 1 6 8 209
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 1 2 162
Construction and visualization of optimal confidence sets for frequentist distributional forecasts 0 0 0 44 0 2 5 44
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 11 2 8 13 28
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 5 2 6 9 88
Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects 0 0 0 32 3 11 16 31
Description Length Based Signal Detection in singular Spectrum Analysis 0 0 1 76 0 9 11 230
Description Length and Dimensionality Reduction in Functional Data Analysis 0 0 0 35 2 6 7 127
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 51 0 4 8 114
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 0 2 4 101
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 237 1 8 9 602
Forecasting with EC-VARMA models 0 0 0 48 1 9 12 115
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 1 2 90
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 3 7 42
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 5 7 62
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 11 1 5 6 35
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 60 2 3 5 131
On GMM Inference: Partial Identification, Identification Strength, and Non-Standard 0 0 0 35 2 10 11 79
On The Identification and Estimation of Partially Nonstationary ARMAX Systems 0 0 0 92 1 7 10 298
On The Theory and Practice of Singular Spectrum Analysis Forecasting 0 0 1 134 0 3 6 240
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 0 0 0 26 3 13 17 65
Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions 0 0 0 3 1 5 11 17
Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps 0 0 0 7 2 10 15 22
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes 0 0 0 58 1 2 4 206
Sequential Scoring Rule Evaluation for Forecast Method Selection 0 1 8 8 1 6 16 16
Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction 0 1 1 62 1 10 13 114
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 43 2 9 11 251
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 1 9 13 206
Solving the Forecast Combination Puzzle 0 0 0 37 1 5 8 28
Solving the Forecast Combination Puzzle 0 0 1 30 0 4 10 34
Some Results on the Identification and Estimation of Vector ARMAX Processes 0 0 0 113 0 3 4 321
Specification of echelon form VARMA models 0 0 0 144 1 8 12 704
The Analysis of Cointegrated Autoregressive Moving-Average Systems 0 0 0 0 2 5 5 253
The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification 0 0 0 89 0 4 9 237
The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes 0 0 0 36 4 9 12 141
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 19 1 7 10 23
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts 0 0 0 12 0 3 5 20
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 4 9 373
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 1 7 8 236
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 0 67 5 7 9 151
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 2 3 3 117 3 8 11 343
Total Working Papers 2 5 19 2,703 56 313 484 8,912

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 2 3 34
A Note on the Specification and Estimation of ARMAX Systems 0 0 0 40 1 6 6 157
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 1 7 7 12
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 15 1 1 1 67
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 22 2 6 9 92
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 45 2 5 6 249
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 0 0 1 40 0 3 13 110
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 6 17 18 40
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 0 7 12 84
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 7 8 15
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 0 13 15 38
Binary outcomes, OLS, 2SLS and IV probit 1 2 4 12 4 19 40 71
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 12 1 8 8 85
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects 0 0 0 0 5 13 13 13
Description length and dimensionality reduction in functional data analysis 0 0 0 14 2 6 8 66
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 9 12 50
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 1 5 6 164
Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells 0 0 0 7 3 5 5 54
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 1 1 2 187 3 15 21 370
Estimation and structure determination of multivariate input output systems 0 0 0 3 0 4 4 36
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 0 0 1 21 1 8 13 70
Higher-order improvements of the sieve bootstrap for fractionally integrated processes 0 0 0 1 3 4 11 63
Inference in the Presence of Weak Instruments: A Selected Survey 0 0 1 131 3 13 14 268
Issues in the estimation of mis-specified models of fractionally integrated processes 0 0 0 0 1 5 7 27
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 7 1 4 7 59
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS 0 0 0 17 2 6 7 59
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS 0 0 1 1 1 5 7 9
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction 0 0 0 7 1 4 5 22
On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models 0 0 0 9 1 5 5 51
On the specification of cointegrated autoregressive moving-average forecasting systems 0 0 1 37 1 4 6 186
Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes 0 0 0 17 0 4 6 87
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 2 2 8
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA 0 0 0 0 1 2 2 5
Specification of Echelon-Form VARMA Models 0 0 0 0 1 6 6 491
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 1 5 7 264
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 0 48 2 17 21 174
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 1 3 36 3 9 25 147
The selection and use of linear and bilinear time series models 0 0 0 17 1 3 5 63
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 3 27 0 2 8 103
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 11 0 4 8 49
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 13 2 6 10 68
Total Journal Articles 2 5 20 849 61 276 397 4,080

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Statistics updated 2026-03-04