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 1 268
Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory 0 0 0 120 0 0 2 511
Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model 0 0 0 122 0 0 2 589
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases 0 0 0 108 0 1 6 288
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 33 0 1 6 122
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 16 1 1 4 33
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 3 33
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 1 31 0 0 2 69
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 1 2 30
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 0 0 2 184
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 1 1 1 41 0 0 2 19
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 1 2 4 107
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 46 1 1 8 76
Dual P-Values, Evidential Tension and Balanced Tests 0 0 0 19 1 1 5 94
Estimating Components in Finite Mixtures and Hidden Markov Models 0 0 0 235 0 0 3 579
Forecasting with EC-VARMA models 0 0 0 41 0 0 1 45
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 1 2 77
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 3 25
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 31 0 0 4 43
Issues in the estimation of mis-specified models of fractionally integrated processes 1 1 10 10 1 1 16 16
Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes 0 0 0 57 0 1 5 108
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 3 128 0 0 11 204
Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach 2 23 23 23 2 10 10 10
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 0 1 49 2 4 7 57
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 52 0 0 1 180
Small Concentration Asymptotics and Instrumental Variables Inference 0 0 0 42 0 0 1 228
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 0 3 135 0 1 11 656
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 1 2 14 75 1 4 53 146
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 0 0 5 314
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 1 1 1 87 1 1 5 195
Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory 0 0 1 64 0 0 2 125
Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis 1 3 5 96 1 4 10 254
Total Working Papers 7 31 70 2,340 12 36 205 7,152


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 0 0 0 147
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 0 0 0 0 0
Approximating the Exact Finite Sample Distribution of a Spectral Estimator 0 0 0 13 0 0 1 60
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small 0 0 0 19 0 0 0 70
Assessing the magnitude of the concentration parameter in a simultaneous equations model 0 0 0 44 0 0 8 223
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases 1 1 2 39 1 1 2 84
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP 0 0 0 1 0 1 3 12
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 8 0 0 1 53
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 1 0 0 1 19
Conceptual frameworks and experimental design in simultaneous equations 0 0 0 11 0 0 0 66
Description length and dimensionality reduction in functional data analysis 0 0 0 12 1 1 3 47
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 6 0 1 4 24
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 1 1 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 6 18 153 2 9 24 278
Estimation and structure determination of multivariate input output systems 0 0 0 3 0 0 1 28
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application 0 0 2 12 0 0 9 29
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 1 5 122 0 2 16 228
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes 0 0 0 3 1 1 3 32
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 0 4 9 462
Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations 0 0 0 0 0 1 2 250
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 3 35 2 4 10 103
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification 0 2 3 3 4 12 17 17
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 1 2 7 7
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 0 0 0 1 4 10
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology 0 0 1 10 0 4 6 45
Total Journal Articles 2 10 37 663 13 45 138 2,925


Statistics updated 2019-07-03