D. S. Poskitt

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All published works

Action	Title	Year	Authors
+ PDF Chat	Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions	2024	Heshani Madigasekara D. S. Poskitt Lina Zhang Xueyan Zhao
+ PDF Chat	Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps	2024	Xiaolin Sun Xueyan Zhao D. S. Poskitt
+	Bootstrapping non‐stationary and irregular time series using singular spectral analysis	2024	D. S. Poskitt
+	Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions	2024	Heshani Madigasekara D. S. Poskitt Lina Zhang Xueyan Zhao
+	Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps	2024	Xiaolin Sun Xueyan Zhao D. S. Poskitt
+ PDF Chat	Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects	2020	Lina Zhang David T. Frazier D. S. Poskitt Xueyan Zhao
+ PDF Chat	Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	2020	Kanchana Nadarajah Gael M. Martin D. S. Poskitt
+	Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects	2020	Lina Zhang David T. Frazier D. S. Poskitt Xueyan Zhao
+ PDF Chat	Issues in the estimation of mis-specified models of fractionally integrated processes	2019	Gael M. Martin Kanchana Nadarajah D. S. Poskitt
+ PDF Chat	The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification	2018	Chuhui Li D. S. Poskitt Xueyan Zhao
+	Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts	2017	David Harris Gael M. Martin Indeewara Perera D. S. Poskitt
+	Autoregressive approximation in nonstandard situations: the non-invertible and fractionally integrated cases	2017	D. S. Poskitt
+	Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts	2017	David Harris Gael M. Martin Indeewara Perera D. S. Poskitt
+	Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application	2016	A. R. Khan D. S. Poskitt
+ PDF Chat	BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP	2016	D. S. Poskitt Gael M. Martin Simone D. Grose
+	Bias Correction of Semiparametric Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap	2016	D. S. Poskitt Gael M. Martin Simone D. Grose
+	Signal Identification in Singular Spectrum Analysis	2016	A. R. Khan D. S. Poskitt
+	Testing the Restrictions of the	2016	L. G. Godfrey D. S. Poskitt
+	Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction	2016	D. S. Poskitt
+	Bias Correction of Semiparametric Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap	2016	D. S. Poskitt Gael M. Martin Simone D. Grose
+ PDF Chat	Higher-order improvements of the sieve bootstrap for fractionally integrated processes	2015	D. S. Poskitt Simone D. Grose Gael M. Martin
+	Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes	2014	Gael M. Martin Kanchana Nadarajah D. S. Poskitt
+	A Note on Window Length Selection in Singular Spectrum Analysis	2013	A. R. Khan D. S. Poskitt
+	Inference in the Presence of Weak Instruments: A Selected Survey	2013	D. S. Poskitt
+	Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes	2013	D. S. Poskitt Simone D. Grose Gael M. Martin
+	Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap	2012	D. S. Poskitt Gael M. Martin Simone D. Grose
+ PDF Chat	Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form	2011	George Athanasopoulos D. S. Poskitt Farshid Vahid
+ PDF Chat	Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions	2011	Shuowen Hu D. S. Poskitt Xibin Zhang
+ PDF Chat	Description length and dimensionality reduction in functional data analysis	2011	D. S. Poskitt Arivalzahan Sengarapillai
+ PDF Chat	Assessing the magnitude of the concentration parameter in a simultaneous equations model	2009	D. S. Poskitt Christopher L. Skeels
+ PDF Chat	OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES	2008	Roger Gay D. S. Poskitt
+ PDF Chat	On the Selection of Irregular, Misspecified Regression Models: a Comment on Folklore	2008	D. S. Poskitt
+ PDF Chat	Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes	2007	D. S. Poskitt
+	Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small.	2007	D. S. Poskitt Christopher L. Skeels
+	Misspeciflcation and Bootstrap-based Inference in Non-Invertible and Fractionally Integrated Processes y	2007	Simone D. Grose D. S. Poskitt
+	Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small	2006	D. S. Poskitt Christopher L. Skeels
+	The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes	2006	Simone D. Grose D. S. Poskitt
+	Properties of the sieve bootstrap for fractionally integrated and non-invertible processes	2006	D. S. Poskitt
+	Small Concentration Asymptotics and Instrumental Variables Inference	2005	D. S. Poskitt Christopher L. Skeels
+ PDF Chat	ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS	2005	D. S. Poskitt Jing Zhang
+	Properties of the sieve bootstrap for non-invertible and fractionally integrated processes	2005	D. S. Poskitt
+	Determination of Cointegrating Rank in Partially Non-stationary Processes via a Generalised von-Neumann Criterion	2004	David Harris D. S. Poskitt
+	A Functional Data—Analytic Approach to Signal Discrimination	2001	Peter Hall D. S. Poskitt Brett Presnell
+	Double-blind Deconvolution: The Analysis of Post-synaptic Currents in Nerve Cells	1999	D. S. Poskitt Kutluyıl Doğançay Shin‐Ho Chung
+	Testing for Causation Using Infinite Order Vector Autoregressive Processes	1996	Helmut Lütkepohl D. S. Poskitt
+	ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS	1995	D. S. Poskitt M. O. Salau
+	A Note on Autoregressive Modeling	1994	D. S. Poskitt
+	On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models	1994	D. S. Poskitt M. O. Salau
+	Stable spectral factorization with applications to the estimation of time series models	1993	D. S. Poskitt M. O. Salau
+	SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA	1990	Margaret Mackisack D. S. Poskitt
+	Bayes Arma Model Determination: Some Empirical Evidence	1987	D. S. Poskitt
+	Determining a portfolio of linear time series models	1987	D. S. Poskitt A. R. Tremayne
+	A modified Hannan—Rissanen strategy for mixed autoregressive-moving average order determination	1987	D. S. Poskitt
+	Precision, Complexity and Bayesian Model Determination	1987	D. S. Poskitt
+	SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS	1986	D. S. Poskitt A. R. Tremayne
+	The selection and use of linear and bilinear time series models	1986	D. S. Poskitt A. R. Tremayne
+	On the posterior odds of time series models	1983	D. S. Poskitt A. R. Tremayne
+	A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS	1981	D. S. Poskitt A. R. Tremayne
+	Testing the specification of a fitted autoregressive-moving average model	1980	D. S. Poskitt A. R. Tremayne
+	Testing the Restrictions of the Almon Lag Technique	1975	L. G. Godfrey D. S. Poskitt

Common Coauthors

Coauthor	Papers Together
Gael M. Martin	11
Simone D. Grose	8
Xueyan Zhao	7
A. R. Tremayne	6
Christopher L. Skeels	4
A. R. Khan	3
Kanchana Nadarajah	3
Lina Zhang	3
M. O. Salau	3
David Harris	3
David T. Frazier	2
L. G. Godfrey	2
Xiaolin Sun	2
Indeewara Perera	2
Heshani Madigasekara	2
Shin‐Ho Chung	1
Shuowen Hu	1
Arivalzahan Sengarapillai	1
Lina Zhang	1
Farshid Vahid	1
George Athanasopoulos	1
Xibin Zhang	1
Chuhui Li	1
Helmut Lütkepohl	1
Brett Presnell	1
Jing Zhang	1
Kutluyıl Doğançay	1
Peter Hall	1
Roger Gay	1
Margaret Mackisack	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process	1980	Ritei Shibata	13
+	Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models	1995	Jan Beran	10
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	9
+ PDF Chat	Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration	2005	Morten Ørregaard Nielsen Per Frederiksen	8
+ PDF Chat	Efficient parameter estimation for self-similar processes	2006	Rainer Dahlhaus	8
+	Gaussian Semiparametric Estimation of Long Range Dependence	1995	Peter M. Robinson	8
+	Maximum likelihood estimation of stationary univariate fractionally integrated time series models	1992	Fallaw Sowell	8
+ PDF Chat	Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models	2003	Jurgen A. Doornik Marius Ooms	7
+ PDF Chat	Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes	2007	D. S. Poskitt	6
+ PDF Chat	Time Series: Theory and Methods	1992	Eric R. Ziegel Peter J. Brockwell Richard A. Davis	6
+ PDF Chat	Sieve Bootstrap for Time Series	1997	Peter Bühlmann Peter Bühlmann	6
+ PDF Chat	Adaptive Local Polynomial Whittle Estimation of Long-range Dependence	2004	Donald W. K. Andrews Yixiao Sun	6
+ PDF Chat	Edgeworth expansions for semiparametric Whittle estimation of long memory	2003	Liudas Giraitis Peter M. Robinson	6
+ PDF Chat	The Jackknife and the Bootstrap for General Stationary Observations	1989	Hans R. Künsch	6
+ PDF Chat	The Estimation of the Order of an ARMA Process	1980	E. J. Hannan	5
+	The Determination of the Order of an Autoregression	1979	E. J. Hannan Barry G. Quinn	5
+ PDF Chat	Autocorrelation, Autoregression and Autoregressive Approximation	1982	Hongzhi An Zhaoguo Chen E. J. Hannan	5
+	<i>Toeplitz Forms and Their Applications</i>	1958	Ulf Grenander Gábor Szegő Mark Kac	5
+	Approximating the distributions of econometric estimators and test statistics	1984	Thomas J. Rothenberg	5
+ PDF Chat	The Impact of Bootstrap Methods on Time Series Analysis	2003	Dimitris N. Politis	5
+ PDF Chat	Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order	2000	Edwin Choi Peter Hall	5
+ PDF Chat	On the range of validity of the autoregressive sieve bootstrap	2011	Jens-Peter Kreiß Efstathios Paparoditis Dimitris N. Politis	5
+	The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables	1980	P. C. B. Phillips	5
+	A General Approximation to the Distribution of Instrumental Variables Estimates	1971	J. D. Sargan W. M. Mikhail	4
+	Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions	1973	T. W. Anderson Takamitsu Sawa	4
+	Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments	1998	Jiahui Wang Eric Zivot	4
+ PDF Chat	Some Asymptotic Theory for the Bootstrap	1981	Peter J. Bickel David A. Freedman	4
+	Asymptotic properties of time domain gaussian estimators	1978	Robert Kohn	4
+	Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes	2003	Gilles Faÿ Éric Moulines Philippe Soulier	4
+	Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case	1982	Roberto S. Mariano	4
+	Recursive estimation of mixed autoregressive-moving average order	1982	E. J. Hannan J. Rissanen	4
+	Bias of some commonly-used time series estimates	1983	Dag Tjøstheim Jostein Paulsen	4
+	Exact Small Sample Theory in the Simultaneous Equations Model	1982	Peter C.B. Phillips	4
+ PDF Chat	Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments	2006	John C. Chao Norman R. Swanson	4
+	Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate	1979	T. W. Anderson Takamitsu Sawa	4
+ PDF Chat	A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter	2003	Donald W. K. Andrews Patrik Guggenberger	4
+	A Note on Window Length Selection in Singular Spectrum Analysis	2013	A. R. Khan D. S. Poskitt	4
+	The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes	2006	Simone D. Grose D. S. Poskitt	4
+	Partially Identified Econometric Models	1989	Peter C.B. Phillips	4
+	Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series	1989	Robert Vautard Michael Ghil	4
+	On the Estimation of Residual Variance and Order in Autoregressive Time Series	1985	Jostein Paulsen Dag Tjøstheim	4
+	Moment bounds for non-linear functionals of the periodogram	2010	Gilles Faÿ	4
+	Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator	1988	C. Dana Nelson Richard Startz	4
+	More Comments on C P	1995	Colin L. Mallows	3
+	The asymptotic theory of linear time-series models	1973	E. J. Hannan	3
+	Consistent Autoregressive Spectral Estimates	1974	Kenneth N. Berk	3
+ PDF Chat	Higher-order improvements of the sieve bootstrap for fractionally integrated processes	2015	D. S. Poskitt Simone D. Grose Gael M. Martin	3
+	Identification and Lack of Identification	1983	J. D. Sargan	3
+	An exact recursion for the composite nearest-neighbor degeneracy for a 2×<i>N</i> lattice space	1984	R. B. McQuistan J.L. Hock	3
+	The Existence of Moments of k-Class Estimators	1980	Terrence Kinal	3