D. Poskitt

发表

Prediction and Regulation by Linear Least‐Squares Methods

P. Whittle, D. Poskitt, 1984 .

Recursive estimation of autoregressions

E. Hannan, D. Poskitt, A. Mcdougall, 1989 .

Diagnostic Tests for Multiple Time Series Models

D. Poskitt, A. Tremayne, 1982 .

A Note on Autoregressive Modeling

D. Poskitt, 1994, Econometric Theory.

Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis

Atikur R. Khan, D. Poskitt, 2011 .

A Functional Data—Analytic Approach to Signal Discrimination

Peter Hall, D. S. Poskitt, Brett Presnell, 2001, Technometrics.

An Approach to Testing Linear Times Series Models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1981 .

Precision, Complexity and Bayesian Model Determination

D. Poskitt, 1987 .

Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes

D. Poskitt, 2008 .

SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA

M. S. Mackisack, Donald Poskitt, D. Poskitt, 1990 .

Signal Identification in Singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2016 .

Description Length Based Signal Detection in singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2010 .

Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts

D. Poskitt, G. Martin, D. Harris, 2018, Journal of Computational and Graphical Statistics.

Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model

D. Poskitt, Christopher L Skeels, Donald Poskitt, 2009 .

Autoregressive frequency estimation

M. S. Mackisack, Donald Poskitt, D. Poskitt, 1989 .

Bayesian estimation for a semiparametric nonlinear volatility model

D. Poskitt, Xibin Zhang, Shuowen Hu, 2020 .

Testing the specification of a fitted autoregressive-moving average model

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1980 .

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

D. Poskitt, G. Martin, K. Nadarajah, 2014, Journal of Econometrics.

On The Theory and Practice of Singular Spectrum Analysis Forecasting

D. Poskitt, M. Khan, 2014 .

Bounds for Average Treatment Effect : A Comparison of Non-parametric and Quasi Maximum Likelihood Estimators

D. Poskitt, Xueyan Zhao, Chuhui Li, 2019 .

Some Results on the Identification and Estimation of Vector ARMAX Processes

D. Poskitt, 2004 .

Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory

D. Poskitt, 2009 .

Dual P-Values, Evidential Tension and Balanced Tests

D. Poskitt, Arivalzahan Sengarapillai, 2010 .

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

D. Poskitt, 2016 .

Autoregressive approximation in nonstandard situations: the non-invertible and fractionally integrated cases

D. Poskitt, 2017 .

Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap

D. Poskitt, S. Grose, G. Martin, 2014, 1402.6781.

BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP

D. Poskitt, S. Grose, G. Martin, 2016, Econometric Theory.

A Note on the Specification and Estimation of ARMAX Systems

D. Poskitt, 2005 .

Markov chain models, time series analysis and extreme value theory

Shin-Ho Chung, D. Poskitt, 1996, Advances in Applied Probability.

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

D. Poskitt, G. Martin, K. Nadarajah, 2019, Journal of Statistical Planning and Inference.

The selection and use of linear and bilinear time series models

Donald Poskitt, Andrew Tremayne, D. Poskitt, 1986 .

Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects

David T. Frazier, D. Poskitt, Xueyan Zhao, 2020, 2009.02642.

Binary outcomes, OLS, 2SLS and IV probit

D. Poskitt, F. Windmeijer, Xueyan Zhao, 2022, Econometric Reviews.

Inference in the presence of weak instruments : a selected survey

D. Poskitt, Christopher L Skeels, 2013 .

Conceptual frameworks and experimental design in simultaneous equations

Donald Poskitt, Christopher L. Skeels, D. Poskitt, 2008 .

Small Concentration Asymptotics and Instrumental Variables Inference

D. Poskitt, Christopher L Skeels, 2005 .

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

D. Poskitt, Christopher L Skeels, 2007 .

A new analytical method of studying post-synaptic currents.

S. Chung, D. Poskitt, K. Doğançay, 1999, Mathematical biosciences.

ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

Jing Zhang, Donald Poskitt, D. Poskitt, 2005 .

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions

Shuowen Hu, Xibin Zhang, D. S. Poskitt, 2012, Comput. Stat. Data Anal..

ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

D. Poskitt, 2006, Econometric Theory.

Specification of Echelon-Form VARMA Models

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1996 .

Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations

Farshid Vahid, George Athanasopoulos, Donald Poskitt, 2016 .

On Singular Spectrum Analysis And Stepwise Time Series Reconstruction

D. Poskitt, 2019, Journal of Time Series Analysis.

Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases

Donald Poskitt, D. Poskitt, 2007 .

The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes

D. Poskitt, S. Grose, 2006 .

Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts

David Harris, Gael M. Martin, D. S. Poskitt, 2017, 1708.02234.

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

D. Poskitt, Xueyan Zhao, Chuhui Li, 2019, Journal of Econometrics.

Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory

D. Poskitt, Christopher L Skeels, 2002 .

Approximating the Exact Finite Sample Distribution of a Spectral Estimator

D. Poskitt, 1978 .

Bias Correction of Persistence Measures in Fractionally Integrated Models

D. Poskitt, S. Grose, G. Martin, 2013, 1312.4675.

Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes

D. Poskitt, Md Atikur Rahman Khan, D. S. Poskitt, 2013 .

Testing Misspecification in Vector Time Series Models with Exogenous Variables

D. Poskitt, A. Tremayne, 1984 .

Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells

S. Chung, D. Poskitt, K. Doğançay, 1999 .

Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form

Farshid Vahid, George Athanasopoulos, D. S. Poskitt, 2012 .

Strongly Consistent Determination of Cointegrating Rank Via Canonical Correlations

D. Poskitt, 2000 .

Estimation and structure determination of multivariate input output systems

D. Poskitt, 1990 .

Estimating Orthogonal Impulse Responses via Vector Autoregressive Models

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1991, Econometric Theory.

A Note on Window Length Selection in Singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2013 .

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

Donald Poskitt, D. Poskitt, M. Atikur Rahman Khan, 2017 .

Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction

D. Poskitt, 2016 .

OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES

D. Poskitt, R. Gay, 2008 .

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

D. Poskitt, M. Salau, 1993 .

On the Identification and Estimation of Partially Nonstationary ARMAX Systems

D. Poskitt, 2017 .

Unit canonical correlations between future and past

E. J. Hannan, Donald Poskitt, E. Hannan, 1988 .

Testing for Causation Using Infinite Order Vector Autoregressive Processes

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1996, Econometric Theory.

Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy

D. Poskitt, Wenying Yao, 2017 .

VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors

D. Poskitt, Wenying Yao, 2012 .

A Method for the Estimation and Identification of Transfer Function Models

Donald Poskitt, D. Poskitt, 1989 .

Discussion Papers in Economics Dynamics of Output Growth, Consumption and Physical Capital in Two-sector Models of Endogenous Growth No. 2000/46 Portfolio Return Autocorrelation and Non-synchronous Trading in Uk Equities Portfolio Return Autocorrelation and Non-synchronous Trading in Uk Equities

D. Poskitt, A. Clare, K. Cuthbertson, 2022 .

On the specification of cointegrated autoregressive moving-average forecasting systems

Donald Poskitt, D. Poskitt, 2003 .

Solving the Forecast Combination Puzzle

David T. Frazier, D. Poskitt, G. Martin, 2023, 2308.05263.

Misspecification and Boostrap-based Inference in Non-Invertible and Fractionally Integrated Processes†

D. Poskitt, S. Grose, 2007 .

Determining a portfolio of linear time series models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1987 .

Testing the Restrictions of the

D. Poskitt, L. Godfrey, 2016 .

Testing the Restrictions of the Almon Lag Technique

D. Poskitt, L. Godfrey, 1975 .

ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS

Donald Poskitt, M. O. Salau, D. Poskitt, 1995 .

Consistent Specification of Cointegrated Autoregressive Moving-Average Systems

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1995 .

Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small

D. Poskitt, Christopher L Skeels, 2004 .

Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets

D. Poskitt, Xueyan Zhao, 2023, SSRN Electronic Journal.

Periodogram-Based Estimators of Fractal Properties

Peter Hall, Donald Poskitt, P. Hall, 1995 .

Identification of Echelon Canonical Forms for Vector Linear Processes Using Least Squares

Donald Poskitt, D. Poskitt, 1992 .

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

D. Poskitt, S. Grose, G. Martin, 2013, 1311.0096.