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Higher-order improvements of the sieve bootstrap for fractionally integrated processes

Journal of econometrics, 2015-09, Vol.188 (1), p.94-110

2015

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Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions

Computational statistics & data analysis, 2012-03, Vol.56 (3), p.732-740

2012

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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Journal of econometrics, 2019-03, Vol.209 (1), p.94-113

2019

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Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach

Journal of statistical planning and inference, 2021-03, Vol.211, p.41-79

2021

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Bayesian estimation for a semiparametric nonlinear volatility model

Economic modelling, 2021-05, Vol.98, p.361-370

2021

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Vector autoregressive moving average identification for macroeconomic modeling: A new methodology

Journal of econometrics, 2016-06, Vol.192 (2), p.468-484

Poskitt, D.S.

2016

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Issues in the estimation of mis-specified models of fractionally integrated processes

Journal of econometrics, 2020-04, Vol.215 (2), p.559-573

2020

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Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small

Journal of econometrics, 2007-07, Vol.139 (1), p.217-236

2007

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Conceptual frameworks and experimental design in simultaneous equations

Economics letters, 2008-07, Vol.100 (1), p.138-142

2008

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Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application

International journal of forecasting, 2017-01, Vol.33 (1), p.199-213

2017

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Description length and dimensionality reduction in functional data analysis

Computational statistics & data analysis, 2013-02, Vol.58, p.98-113

2013

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Testing for Causation Using Infinite Order Vector Autoregressive Processes

Econometric theory, 1996-03, Vol.12 (1), p.61-87

1996

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ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

Econometric theory, 2006-12, Vol.22 (6), p.1138-1175

Poskitt, D.S.

2006

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Estimating Orthogonal Impulse Responses via Vector Autoregressive Models

Econometric theory, 1991-12, Vol.7 (4), p.487-496

1991

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On the specification of cointegrated autoregressive moving-average forecasting systems

International journal of forecasting, 2003-07, Vol.19 (3), p.503-519

Poskitt, D.S.

2003

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ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

Australian & New Zealand journal of statistics, 2005-09, Vol.47 (3), p.269-286

2005

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A Note on Autoregressive Modeling

Econometric theory, 1994-12, Vol.10 (5), p.884-899

Poskitt, D.S.

1994

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A new analytical method of studying post-synaptic currents

Mathematical biosciences, 1999-10, Vol.161 (1), p.15-41

1999

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On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models

Journal of multivariate analysis, 1994-11, Vol.51 (2), p.294-317

1994

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Estimation and structure determination of multivariate input output systems

Journal of multivariate analysis, 1990-05, Vol.33 (2), p.157-182

Poskitt, D.S

1990

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Stable spectral factorization with applications to the estimation of time series models

Communications in statistics. Theory and methods, 1993-01, Vol.22 (2), p.347-367

1993

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The selection and use of linear and bilinear time series models

International journal of forecasting, 1986, Vol.2 (1), p.101-114

1986

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Higher-order improvements of the sieve bootstrap for fractionally integrated processes

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach

Bayesian estimation for a semiparametric nonlinear volatility model

Vector autoregressive moving average identification for macroeconomic modeling: A new methodology

Issues in the estimation of mis-specified models of fractionally integrated processes

Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small

Conceptual frameworks and experimental design in simultaneous equations

Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application

Description length and dimensionality reduction in functional data analysis

Testing for Causation Using Infinite Order Vector Autoregressive Processes

ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

Estimating Orthogonal Impulse Responses via Vector Autoregressive Models

On the specification of cointegrated autoregressive moving-average forecasting systems

ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

A Note on Autoregressive Modeling

A new analytical method of studying post-synaptic currents

On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models

Estimation and structure determination of multivariate input output systems

Stable spectral factorization with applications to the estimation of time series models

The selection and use of linear and bilinear time series models

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