Donald Stephen Poskitt
Names
| first: |
Donald |
| middle: |
Stephen |
| last: |
Poskitt |
Identifer
Contact
Affiliations
-
Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects (RePEc:arx:papers:2009.02642)
by Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao - The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts (RePEc:arx:papers:2206.02376)
by Ryan Zischke & Gael M. Martin & David T. Frazier & D. S. Poskitt - Solving the Forecast Combination Puzzle (RePEc:arx:papers:2308.05263)
by David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt - Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps (RePEc:arx:papers:2410.01159)
by Xiaolin Sun & Xueyan Zhao & D. S. Poskitt - Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions (RePEc:arx:papers:2411.04450)
by Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao - Specification of Echelon-Form VARMA Models (RePEc:bes:jnlbes:v:14:y:1996:i:1:p:69-79)
by Lutkepohl, Helmut & Poskitt, D S - Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations (RePEc:bes:jnlbes:v:18:y:2000:i:1:p:77-90)
by Poskitt, Don S - Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells (RePEc:bla:jorssb:v:61:y:1999:i:1:p:191-212)
by D. S. Poskitt & K. Dogancay & S.‐H. Chung - Some Properties Of Autoregressive Estimates For Processes With Mixed Spectra (RePEc:bla:jtsera:v:11:y:1990:i:4:p:325-337)
by M. S. Mackisack & D. S. Poskitt - On The Relationship Between Generalized Least Squares And Gaussian Estimation Of Vector Arma Models (RePEc:bla:jtsera:v:16:y:1995:i:6:p:617-645)
by D. S. Poskitt & M. O. Salau - A Time Series Application Of The Use Of Monte Carlo Methods To Compare Statistical Tests (RePEc:bla:jtsera:v:2:y:1981:i:4:p:263-277)
by D. S. Poskitt & A. R. Tremayne - A Note on the Specification and Estimation of ARMAX Systems (RePEc:bla:jtsera:v:26:y:2005:i:2:p:157-183)
by D. S. Poskitt - Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes (RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250)
by D. S. Poskitt - Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes (RePEc:bla:jtsera:v:34:y:2013:i:2:p:141-155)
by Md Atikur Rahman Khan & D. S. Poskitt - Bias Correction of Persistence Measures in Fractionally Integrated Models (RePEc:bla:jtsera:v:36:y:2015:i:5:p:721-740)
by Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt - On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (RePEc:bla:jtsera:v:41:y:2020:i:1:p:67-94)
by Donald S. Poskitt - Some Aspects Of The Performance Of Diagnostic Checks In Bivariate Time Series Models (RePEc:bla:jtsera:v:7:y:1986:i:3:p:217-233)
by D. S. Poskitt & A. R. Tremayne - A Note on Autoregressive Modeling (RePEc:cup:etheor:v:10:y:1994:i:05:p:884-899_00)
by Poskitt, D.S. - Testing for Causation Using Infinite Order Vector Autoregressive Processes (RePEc:cup:etheor:v:12:y:1996:i:01:p:61-87_00)
by Lütkepohl, Helmut & POSKITT, D.S. - On The Identification And Estimation Of Nonstationary And Cointegrated Armax Systems (RePEc:cup:etheor:v:22:y:2006:i:06:p:1138-1175_06)
by Poskitt, D.S. - Bias Correction Of Semiparametric Long Memory Parameter Estimators Via The Prefiltered Sieve Bootstrap (RePEc:cup:etheor:v:33:y:2017:i:03:p:578-609_00)
by Poskitt, D. S. & Martin, Gael M. & Grose, Simone D. - Estimating Orthogonal Impulse Responses via Vector Autoregressive Models (RePEc:cup:etheor:v:7:y:1991:i:04:p:487-496_00)
by Lütkepohl, Helmut & Poskitt, D.S. - Approximating the Exact Finite Sample Distribution of a Spectral Estimator (RePEc:ecm:emetrp:v:46:y:1978:i:1:p:21-32)
by Poskitt, D S - Assessing the magnitude of the concentration parameter in a simultaneous equations model (RePEc:ect:emjrnl:v:12:y:2009:i:1:p:26-44)
by D. S. Poskitt & C. L. Skeels - Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:191-217)
by D. Harris & D. S. Poskitt - Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (RePEc:eee:csdana:v:56:y:2012:i:3:p:732-740)
by Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin - Description length and dimensionality reduction in functional data analysis (RePEc:eee:csdana:v:58:y:2013:i:c:p:98-113)
by Poskitt, D.S. & Sengarapillai, Arivalzahan - Bayesian estimation for a semiparametric nonlinear volatility model (RePEc:eee:ecmode:v:98:y:2021:i:c:p:361-370)
by Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin - Conceptual frameworks and experimental design in simultaneous equations (RePEc:eee:ecolet:v:100:y:2008:i:1:p:138-142)
by Poskitt, D.S. & Skeels, C.L. - Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (RePEc:eee:econom:v:139:y:2007:i:1:p:217-236)
by Poskitt, D.S. & Skeels, C.L. - Higher-order improvements of the sieve bootstrap for fractionally integrated processes (RePEc:eee:econom:v:188:y:2015:i:1:p:94-110)
by Poskitt, D.S. & Grose, Simone D. & Martin, Gael M. - Vector autoregressive moving average identification for macroeconomic modeling: A new methodology (RePEc:eee:econom:v:192:y:2016:i:2:p:468-484)
by Poskitt, D.S. - The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification (RePEc:eee:econom:v:209:y:2019:i:1:p:94-113)
by Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan - Issues in the estimation of mis-specified models of fractionally integrated processes (RePEc:eee:econom:v:215:y:2020:i:2:p:559-573)
by Martin, Gael M. & Nadarajah, K. & Poskitt, D.S. - On the specification of cointegrated autoregressive moving-average forecasting systems (RePEc:eee:intfor:v:19:y:2003:i:3:p:503-519)
by Poskitt, D. S. - The selection and use of linear and bilinear time series models (RePEc:eee:intfor:v:2:y:1986:i:1:p:101-114)
by Poskitt, D. S. & Tremayne, A. R. - Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application (RePEc:eee:intfor:v:33:y:2017:i:1:p:199-213)
by Khan, M. Atikur Rahman & Poskitt, D.S. - Estimation and structure determination of multivariate input output systems (RePEc:eee:jmvana:v:33:y:1990:i:2:p:157-182)
by Poskitt, D. S. - On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models (RePEc:eee:jmvana:v:51:y:1994:i:2:p:294-317)
by Poskitt, D. S. & Salau, M. O. - Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory (RePEc:mlb:wpaper:862)
by D.S. Poskitt & C.L. Skeels - Small Concentration Asymptotics and Instrumental Variables Inference (RePEc:mlb:wpaper:948)
by D.S. Poskitt & C.L. Skeels - Estimating Components in Finite Mixtures and Hidden Markov Models (RePEc:msh:ebswps:2004-10)
by D.S. Poskitt & Jing Zhang - Some Results on the Identification and Estimation of Vector ARMAX Processes (RePEc:msh:ebswps:2004-12)
by D.S. Poskitt - Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small (RePEc:msh:ebswps:2004-19)
by D. S. Poskitt & C. L. Skeels - On The Identification and Estimation of Partially Nonstationary ARMAX Systems (RePEc:msh:ebswps:2004-20)
by D. S. Poskitt - Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model (RePEc:msh:ebswps:2004-29)
by D. S. Poskitt & C. L. Skeels - Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases (RePEc:msh:ebswps:2005-16)
by D. S. Poskitt - Small Concentration Asymptotics and Instrumental Variables Inference (RePEc:msh:ebswps:2005-4)
by D. S. Poskitt & C. L. Skeels - Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (RePEc:msh:ebswps:2006-12)
by D. S. Poskitt - The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes (RePEc:msh:ebswps:2006-15)
by S. D. Grose & D. S. Poskitt - Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form (RePEc:msh:ebswps:2007-10)
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid - Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory (RePEc:msh:ebswps:2009-12)
by D.S. Poskitt - Description Length and Dimensionality Reduction in Functional Data Analysis (RePEc:msh:ebswps:2009-13)
by D. S. Poskitt & Arivalzahan Sengarapillai - Description Length Based Signal Detection in singular Spectrum Analysis (RePEc:msh:ebswps:2010-13)
by Md Atikur Rahman Khan & D.S. Poskitt - Dual P-Values, Evidential Tension and Balanced Tests (RePEc:msh:ebswps:2010-15)
by D.S. Poskitt & Arivalzahan Sengarapillai - Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions (RePEc:msh:ebswps:2010-21)
by Shuowen Hu & D.S. Poskitt & Xibin Zhang - Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes (RePEc:msh:ebswps:2011-22)
by Md Atikur Rahman Khan & D.S. Poskitt - Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis (RePEc:msh:ebswps:2011-23)
by Md Atikur Rahman Khan & D.S. Poskitt - VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors (RePEc:msh:ebswps:2012-11)
by D.S. Poskitt & Wenying Yao - Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap (RePEc:msh:ebswps:2012-8)
by D.S. Poskitt & Gael M. Martin & Simone D. Grose - Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes (RePEc:msh:ebswps:2012-9)
by D.S. Poskitt & Simone D. Grose & Gael M. Martin - Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes (RePEc:msh:ebswps:2013-25)
by D.S. Poskitt & Simone D. Grose & Gael M. Martin - Bias Correction of Persistence Measures in Fractionally Integrated Models (RePEc:msh:ebswps:2013-29)
by Simone D. Grose & Gael M. Martin & Donald S. Poskitt - Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap (RePEc:msh:ebswps:2014-10)
by D.S. Poskitt & Gael M. Martin & Simone D. Grose - Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes (RePEc:msh:ebswps:2014-18)
by K. Nadarajah & Gael M. Martin & D.S. Poskitt - Bias Correction of Persistence Measures in Fractionally Integrated Models (RePEc:msh:ebswps:2014-19)
by Simone D. Grose & Gael M. Martin & D.S. Poskitt - Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations (RePEc:msh:ebswps:2014-22)
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao - On The Theory and Practice of Singular Spectrum Analysis Forecasting (RePEc:msh:ebswps:2014-3)
by M. Atikur Rahman Khan & D.S. Poskitt - Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction (RePEc:msh:ebswps:2016-15)
by D.S. Poskitt - The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification (RePEc:msh:ebswps:2016-16)
by Chuhui Li & Donald S. Poskitt & Xueyan Zhao - Construction and visualization of optimal confidence sets for frequentist distributional forecasts (RePEc:msh:ebswps:2017-9)
by David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt - Issues in the estimation of mis-specified models of fractionally integrated processes (RePEc:msh:ebswps:2018-18)
by Gael M Martin & K. Nadarajah & Donald S Poskitt - Binary Outcomes, OLS, 2SLS and IV Probit (RePEc:msh:ebswps:2019-5)
by Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao - Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach (RePEc:msh:ebswps:2019-7)
by Kanchana Nadarajah & Gael M Martin & Donald S Poskitt - Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects (RePEc:msh:ebswps:2020-34)
by Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao - On GMM Inference: Partial Identification, Identification Strength, and Non-Standard (RePEc:msh:ebswps:2020-40)
by Don S. Poskitt - Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects (RePEc:msh:ebswps:2021-21)
by Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao - The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts (RePEc:msh:ebswps:2022-6)
by Ryan Zischke & Gael M. Martin & David T. Frazier & Donald S. Poskitt - Solving the Forecast Combination Puzzle (RePEc:msh:ebswps:2023-18)
by David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt - Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets (RePEc:msh:ebswps:2023-9)
by Donald S. Poskitt & Xueyan Zhao - Inference in the Presence of Weak Instruments: A Selected Survey (RePEc:now:fnteco:0800000017)
by Poskitt, D. S. & Skeels, C. L. - Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (RePEc:spr:aistmt:v:59:y:2007:i:4:p:697-725)
by D. Poskitt - Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (RePEc:taf:emetrv:v:31:y:2012:i:1:p:60-83)
by George Athanasopoulos & D. Poskitt & Farshid Vahid - Binary outcomes, OLS, 2SLS and IV probit (RePEc:taf:emetrv:v:41:y:2022:i:8:p:859-876)
by Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao - Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy (RePEc:taf:jnlbes:v:35:y:2017:i:3:p:407-419)
by D. S. Poskitt & Wenying Yao - Forecasting with EC-VARMA models (RePEc:tas:wpaper:17835)
by Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying - Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations (RePEc:wly:japmet:v:31:y:2016:i:6:p:1100-1119)
by George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao - Specification of echelon form VARMA models (RePEc:wop:humbse:9305)
by D.S. Poskitt - Consistent Specification of Cointegrated Autoregressive Moving-Average Systems (RePEc:zbw:sfb373:199554)
by Poskitt, D. & Lütkepohl, H. - The Analysis of Cointegrated Autoregressive Moving-Average Systems (RePEc:zbw:sfb373:199658)
by Poskitt, D. - Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model (RePEc:zbw:sfb373:199674)
by Lütkepohl, H. & Poskitt, D. S.