Donald Stephen Poskitt : Citation Profile


Are you Donald Stephen Poskitt?

Monash University

9

H index

7

i10 index

335

Citations

RESEARCH PRODUCTION:

40

Articles

46

Papers

RESEARCH ACTIVITY:

   44 years (1978 - 2022). See details.
   Cites by year: 7
   Journals where Donald Stephen Poskitt has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 39 (10.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo408
   Updated: 2023-01-28    RAS profile: 2022-10-04    
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Relations with other researchers


Works with:

Windmeijer, Frank (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Donald Stephen Poskitt.

Is cited by:

Lütkepohl, Helmut (26)

Kapetanios, George (24)

Dufour, Jean-Marie (18)

Vavra, Marian (11)

Chan, Joshua (9)

Eisenstat, Eric (9)

Psaradakis, Zacharias (8)

Marcellino, Massimiliano (7)

Inoue, Atsushi (7)

Trenkler, Carsten (6)

Koop, Gary (6)

Cites to:

Phillips, Peter (31)

Lütkepohl, Helmut (17)

Andrews, Donald (15)

Nelson, Charles (13)

Startz, Richard (13)

Stock, James (12)

Vytlacil, Edward (11)

Bollerslev, Tim (11)

Vahid, Farshid (11)

Athanasopoulos, George (10)

Heckman, James (10)

Main data


Where Donald Stephen Poskitt has published?


Journals with more than one article published# docs
Journal of Time Series Analysis9
Econometric Theory5
Journal of Econometrics5
International Journal of Forecasting3
Econometrics Journal2
Journal of Business & Economic Statistics2
Computational Statistics & Data Analysis2
Econometric Reviews2
Journal of Multivariate Analysis2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics37
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
Papers / arXiv.org2

Recent works citing Donald Stephen Poskitt (2022 and 2021)


YearTitle of citing document
2021Keeping the farm business in the family: the case of farm and non-farm family businesses in the midwestern United States. (2021). Marshall, Maria I ; Wiatt, Renee D ; Edobor, Edeoba W. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316345.

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2021Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2022Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2022Adoption patterns and productivity impacts of agricultural mechanization services. (2022). Lu, Qinan ; Du, Xiaodong ; Qiu, Huanguang. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:826-845.

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2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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2022Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Body tail adaptive kernel density estimation for nonnegative heavy-tailed data. (2021). Smail, Adjabi ; Nabil, Zougab ; Yasmina, Ziane. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:27:y:2021:i:1:p:57-69:n:3.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2022Forecasting of a complex phenomenon using stochastic data-based techniques under non-conventional schemes: The SARS-CoV-2 virus spread case. (2022). Samaniego, Esteban P ; Ochoa-Sanchez, Ana ; Mendoza, Daniel E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922003071.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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2021The impact of grade retention on juvenile crime. (2021). Grau, Nicolas ; Reyes, Tatiana ; Diaz, Juan ; Rivera, Jorge. In: Economics of Education Review. RePEc:eee:ecoedu:v:84:y:2021:i:c:s0272775721000728.

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2022An indirect proof for the asymptotic properties of VARMA model estimators. (2022). Melard, Guy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:96-111.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2021Early marriage and maternal health care utilisation: Evidence from sub-Saharan Africa. (2021). Shi, Hui ; Cheng, Wenli ; Li, Chuhui. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000794.

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2021Forecasting realised volatility: Does the LASSO approach outperform HAR?. (2021). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001050.

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2021The role of marketing channels in consumers’ promotional point redemption decisions. (2021). Li, Chen ; Kim, Junhee ; Swaminathan, Srinivasan. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:314-323.

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2022Modelling and forecasting based on recursive incomplete pseudoinverse matrices. (2022). Oreilly, Philip ; Morrison, John P ; Kyziropoulos, Panagiotis E ; filelis -Papadopoulos, Christos K ; Filelis-Papadopoulos, Christos K. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:197:y:2022:i:c:p:358-376.

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2022Perception of corruption and public support for redistribution in Latin America. (2022). Ramos, Xavier ; Oviedo, Monica ; Hauk, Esther. In: European Journal of Political Economy. RePEc:eee:poleco:v:74:y:2022:i:c:s0176268021001403.

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2022Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:597-612.

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2022Does Construction of High-Standard Farmland Improve Recycle Behavior of Agricultural Film? Evidence from Sichuan, China. (2022). Xu, Rong ; He, Qiang ; Zhang, Jialan ; Qi, Yanbin ; Deng, Xin. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:10:p:1632-:d:935580.

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2021.

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2022The Interplay between Digitalization, Education and Financial Development: A European Case Study. (2022). Luminita, Emanuela Marinela ; Mnohoghitnei, Irina ; Horobet, Alexandra ; Belascu, Lucian. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:135-:d:769185.

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2021.

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2021Testing Identifying Assumptions in Bivariate Probit Models. (2021). Kedagni, Desire ; Bartalotti, Otavio ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202103290700001124.

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2021Flood Insurance Market Penetration and Expectations of Disaster Assistance. (2021). Petrolia, Daniel ; Landry, Craig ; Turner, Dylan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:79:y:2021:i:2:d:10.1007_s10640-021-00565-x.

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2021On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments. (2020). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Economics Papers. RePEc:nuf:econwp:2009.

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2022Access to climate information services and climate-smart agriculture in Kenya: a gender-based analysis. (2022). Muange, Elijah N ; Ngigi, Marther W. In: Climatic Change. RePEc:spr:climat:v:174:y:2022:i:3:d:10.1007_s10584-022-03445-5.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Monitoring memory parameter change-points in long-memory time series. (2021). Chen, Zhanshou ; Li, Fuxiao ; Xiao, Yanting. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01840-4.

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2021Prediction of dissolved oxygen, biochemical oxygen demand, and chemical oxygen demand using hydrometeorological variables: case study of Selangor River, Malaysia. (2021). Shahid, Shamsuddin ; Beyaztas, Ufuk ; Alakili, Intisar ; Salih, Sinan Q ; Yaseen, Zaher Mundher. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:5:d:10.1007_s10668-020-00927-3.

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Confidence intervals with higher accuracy for short and long-memory linear processes. (2022). Ould-Haye, Mohamedou ; Nasari, Masoud M. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01265-w.

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2021River Stage Forecasting using Enhanced Partial Correlation Graph. (2021). Gottumukkala, Raju ; Raghavan, Vijay ; Katragadda, Satya ; Venna, Siva R. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:35:y:2021:i:12:d:10.1007_s11269-021-02933-0.

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2022Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series. (2022). Martos, Gabriel ; de Carvalho, Miguel. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:167-180.

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2022Singular spectrum analysis for value at risk in stochastic volatility models. (2022). Arteche, Josu ; Garciaenriquez, Javier. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:3-16.

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2021Weak Identification in Discrete Choice Models. (2021). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1336.

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Works by Donald Stephen Poskitt:


YearTitleTypeCited
2022Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects In: Papers.
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2020Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2021Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects.(2021) In: Monash Econometrics and Business Statistics Working Papers.
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2022The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts In: Papers.
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2022The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts.(2022) In: Monash Econometrics and Business Statistics Working Papers.
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paper
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
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article40
1993Specification of echelon form VARMA models..(1993) In: Statistic und Oekonometrie.
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This paper has another version. Agregated cites: 40
paper
2000Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations. In: Journal of Business & Economic Statistics.
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article11
1999Double?blind deconvolution: the analysis of post?synaptic currents in nerve cells In: Journal of the Royal Statistical Society Series B.
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article0
1990SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA In: Journal of Time Series Analysis.
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article2
1995ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS In: Journal of Time Series Analysis.
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article7
2005A Note on the Specification and Estimation of ARMAX Systems In: Journal of Time Series Analysis.
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article2
2008Properties of the Sieve Bootstrap for Fractionally Integrated and Non?Invertible Processes In: Journal of Time Series Analysis.
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article22
2006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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1981A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS In: Journal of Time Series Analysis.
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article1
2013Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes In: Journal of Time Series Analysis.
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article3
2011Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2015Bias Correction of Persistence Measures in Fractionally Integrated Models In: Journal of Time Series Analysis.
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2013Bias Correction of Persistence Measures in Fractionally Integrated Models.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2014Bias Correction of Persistence Measures in Fractionally Integrated Models.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2020On Singular Spectrum Analysis And Stepwise Time Series Reconstruction In: Journal of Time Series Analysis.
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article0
1986SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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article1
1994A Note on Autoregressive Modeling In: Econometric Theory.
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article5
1996Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory.
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article40
2006ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS In: Econometric Theory.
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article3
2017BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP In: Econometric Theory.
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article2
1991Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory.
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article34
1978Approximating the Exact Finite Sample Distribution of a Spectral Estimator. In: Econometrica.
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article0
2009Assessing the magnitude of the concentration parameter in a simultaneous equations model In: Econometrics Journal.
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article4
2004Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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2004Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal.
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article5
2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis.
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article6
2010Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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2013Description length and dimensionality reduction in functional data analysis In: Computational Statistics & Data Analysis.
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2009Description Length and Dimensionality Reduction in Functional Data Analysis.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2021Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling.
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2008Conceptual frameworks and experimental design in simultaneous equations In: Economics Letters.
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article2
2007Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small In: Journal of Econometrics.
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article2
2015Higher-order improvements of the sieve bootstrap for fractionally integrated processes In: Journal of Econometrics.
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article3
2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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2013Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2016Vector autoregressive moving average identification for macroeconomic modeling: A new methodology In: Journal of Econometrics.
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2019The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification In: Journal of Econometrics.
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2016The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification.(2016) In: Monash Econometrics and Business Statistics Working Papers.
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2020Issues in the estimation of mis-specified models of fractionally integrated processes In: Journal of Econometrics.
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2014Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2018Issues in the estimation of mis-specified models of fractionally integrated processes.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2003On the specification of cointegrated autoregressive moving-average forecasting systems In: International Journal of Forecasting.
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article6
1986The selection and use of linear and bilinear time series models In: International Journal of Forecasting.
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article8
2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application In: International Journal of Forecasting.
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1990Estimation and structure determination of multivariate input output systems In: Journal of Multivariate Analysis.
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1994On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models In: Journal of Multivariate Analysis.
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2002Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory In: Department of Economics - Working Papers Series.
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2005Small Concentration Asymptotics and Instrumental Variables Inference In: Department of Economics - Working Papers Series.
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2005Small Concentration Asymptotics and Instrumental Variables Inference.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2004Estimating Components in Finite Mixtures and Hidden Markov Models In: Monash Econometrics and Business Statistics Working Papers.
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2004Some Results on the Identification and Estimation of Vector ARMAX Processes In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2004Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2004On The Identification and Estimation of Partially Nonstationary ARMAX Systems In: Monash Econometrics and Business Statistics Working Papers.
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2005Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases. In: Monash Econometrics and Business Statistics Working Papers.
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2006The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes In: Monash Econometrics and Business Statistics Working Papers.
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2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers.
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2012Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form.(2012) In: Econometric Reviews.
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2009Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory In: Monash Econometrics and Business Statistics Working Papers.
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2010Description Length Based Signal Detection in singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers.
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2010Dual P-Values, Evidential Tension and Balanced Tests In: Monash Econometrics and Business Statistics Working Papers.
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2011Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers.
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2012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors In: Monash Econometrics and Business Statistics Working Papers.
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2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap In: Monash Econometrics and Business Statistics Working Papers.
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2014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2014Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations In: Monash Econometrics and Business Statistics Working Papers.
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2016Determination of Long?run and Short?run Dynamics in EC?VARMA Models via Canonical Correlations.(2016) In: Journal of Applied Econometrics.
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2014On The Theory and Practice of Singular Spectrum Analysis Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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2016Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction In: Monash Econometrics and Business Statistics Working Papers.
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2017Construction and visualization of optimal confidence sets for frequentist distributional forecasts In: Monash Econometrics and Business Statistics Working Papers.
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2019Binary Outcomes, OLS, 2SLS and IV Probit In: Monash Econometrics and Business Statistics Working Papers.
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2022Binary outcomes, OLS, 2SLS and IV probit.(2022) In: Econometric Reviews.
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2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach In: Monash Econometrics and Business Statistics Working Papers.
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2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard In: Monash Econometrics and Business Statistics Working Papers.
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2013Inference in the Presence of Weak Instruments: A Selected Survey In: Foundations and Trends(R) in Econometrics.
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2007Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases In: Annals of the Institute of Statistical Mathematics.
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article21
2017Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy In: Journal of Business & Economic Statistics.
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2014Forecasting with EC-VARMA models In: Working Papers.
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1995Consistent Specification of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers.
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1996The Analysis of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers.
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paper1
1996Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model In: SFB 373 Discussion Papers.
[Citation analysis]
paper7

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