Skip to contents

  2. Poskitt, Donald Stephen [Author]

    On GMM inference : partial identification, identification strength, and non-standard asymptotics

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2020

    Published in: Monash University: Working paper ; 2020,40

  3. Poskitt, Donald Stephen [Author]

    Singular spectrum analysis of Grenander processes and sequential time series reconstruction

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, August 2016

    Published in: Monash University: Working paper ; 2016,1500

  4. Poskitt, Donald Stephen [Author]; Zhao, Xueyan [Author]

    Bootstrap hausdorff confidence regions for average treatment effect identified sets

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]

    Published in: Monash University: Working paper ; 2023,9

  5. Li, Chuhui [Author]; Poskitt, Donald Stephen [Author]; Zhao, Xueyan [Author]

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

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, August 2016

    Published in: Monash University: Working paper ; 2016,1600

  7. Zhang, Lina [Author]; Frazier, David T. [Author]; Poskitt, Donald Stephen [Author]; Zhao, Xueyan [Author]

    Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects - [(updated version of working paper no. 34/20)]

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021

    Published in: Monash University: Working paper ; 2021,21

  8. Zhang, Lina [Author]; Frazier, David T. [Author]; Poskitt, Donald Stephen [Author]; Zhao, Xueyan [Author]

    Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020

    Published in: Monash University: Working paper ; 2020,34

  9. Li, Chuhui [Author]; Poskitt, Donald Stephen [Author]; Windmeijer, Frank [Author]; Zhao, Xueyan [Author]

    Binary Outcomes, OLS, 2SLS and IV probit

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019

    Published in: Monash University: Working paper ; 2019,5

  10. Nadarajah, K. [Author]; Martin, Gael M. [Author]; Poskitt, Donald Stephen [Author]

    Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2019

    Published in: Monash University: Working paper ; 2019,7

  11. Harris, David [Author]; Martin, Gael M. [Author]; Perera, Indeewara [Author]; Poskitt, Donald Stephen [Author]

    Construction and visualization of optimal confidence sets for frequentist distributional forecasts

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, August 2017

    Published in: Monash University: Working paper ; 2017,09

  12. Martin, Gael M. [Author]; Nadarajah, K. [Author]; Poskitt, Donald Stephen [Author]

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

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2018

    Published in: Monash University: Working paper ; 2018,18

  13. Grose, Simone D. [Author]; Martin, Gael M. [Author]; Poskitt, Donald Stephen [Author]

    Bias correction of persistence measures in fractionally integrated models - [Revised 13, 29]

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, September 2014

    Published in: Monash University: Working paper ; 2014,1900

  14. Athanasopoulos, George [Author]; Poskitt, Donald Stephen [Author]; Vahid, Farshid [Author]; Yao, Wenying [Author]

    Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014

    Published in: Monash University: Working paper ; 2014,2200

  15. Nadarajah, K. [Author]; Martin, Gael M. [Author]; Poskitt, Donald Stephen [Author]

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

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Victoria: Monash University, Department of Econometrics and Business Statistics, June 2014

    Published in: Monash University: Working paper ; 2014,1800

  16. Frazier, David T. [Author]; Covey, Ryan [Author]; Martin, Gael M. [Author]; Poskitt, Donald Stephen [Author]

    Solving the forecast combination puzzle

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]

    Published in: Monash University: Working paper ; 2023,18

  17. Zischke, Ryan [Author]; Martin, Gael M. [Author]; Frazier, David T. [Author]; Poskitt, Donald Stephen [Author]

    The impact of sampling variability on estimated combinations of distributional forecasts

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]

    Published in: Monash University: Working paper ; 2022,6