9
H index
7
i10 index
356
Citations
Donald Stephen Poskitt : Citation Profile
Monash University | RESEARCH PRODUCTION: 40 Articles 49 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1978 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Donald Stephen Poskitt. | Is cited by:
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Main data
Where Donald Stephen Poskitt has published?
Recent works citing Donald Stephen Poskitt (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper |
| 2023 | Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998. Full description at Econpapers || Download paper |
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper |
| 2023 | On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference. (2023). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:82-104. Full description at Econpapers || Download paper |
| 2023 | The impact of informal and formal care disruption on older adults’ psychological distress during the COVID-19 pandemic in UK. (2023). Di Novi, Cinzia ; Sturaro, Caterina ; Martini, Gianmaria. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x23000230. Full description at Econpapers || Download paper |
| 2023 | No going back: COVID-19 disease threat perception and male migrants willingness to return to work in India. (2023). Tagat, Anirudh ; Roy, Shubhabrata ; Mukherjee, Shagata ; Kapoor, Hansika ; Chakravarty, Sujoy ; Arora, Varun. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:533-546. Full description at Econpapers || Download paper |
| 2023 | Hukou Identity and Economic Behaviours: A Social Identity Perspective. (2023). Yang, Yang. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph23-02. Full description at Econpapers || Download paper |
| 2023 | Simultaneous Decisions to Undertake Off-Farm Work and Straw Return: The Role of Cognitive Ability. (2023). Lyu, Jie ; Zeng, Jutao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1599-:d:1217025. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Identification of Causal Mechanisms from Randomized Experiments: A Framework for Endogenous Mediation Analysis. (2023). Peng, Jing. In: Information Systems Research. RePEc:inm:orisre:v:34:y:2023:i:1:p:67-84. Full description at Econpapers || Download paper |
| 2023 | Estimation of spatial-functional based-line logit model for multivariate longitudinal data. (2023). Zhang, Xiuzhen ; Xu, Tengteng. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01217-4. Full description at Econpapers || Download paper |
| 2023 | Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility. (2023). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02357-8. Full description at Econpapers || Download paper |
| 2023 | Online Health Information Seeking Behavior, Healthcare Access, and Health Status During Exceptional Times. (2023). Kovacic, Matija ; di Novi, Cinzia ; Orso, Cristina Elisa. In: Working Papers. RePEc:ven:wpaper:2023:26. Full description at Econpapers || Download paper |
| 2023 | Testing identifying assumptions in bivariate probit models. (2023). Bartalotti, Otavio ; Kedagni, Desire ; Acerenza, Santiago. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:407-422. Full description at Econpapers || Download paper |
Works by Donald Stephen Poskitt:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects.(2021) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts.(2022) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Solving the Forecast Combination Puzzle In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Solving the Forecast Combination Puzzle.(2023) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1996 | Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 40 |
| 1993 | Specification of echelon form VARMA models..(1993) In: Statistic und Oekonometrie. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2000 | Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 11 |
| 1999 | Double?blind deconvolution: the analysis of post?synaptic currents in nerve cells In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 1990 | SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1995 | ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2005 | A Note on the Specification and Estimation of ARMAX Systems In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2008 | Properties of the Sieve Bootstrap for Fractionally Integrated and Non?Invertible Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 22 |
| 2006 | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 1981 | A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2013 | Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2011 | Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Bias Correction of Persistence Measures in Fractionally Integrated Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Bias Correction of Persistence Measures in Fractionally Integrated Models.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Bias Correction of Persistence Measures in Fractionally Integrated Models.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | On Singular Spectrum Analysis And Stepwise Time Series Reconstruction In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 1986 | SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 1994 | A Note on Autoregressive Modeling In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 1996 | Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
| 2006 | ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2017 | BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 1991 | Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory. [Full Text][Citation analysis] | article | 34 |
| 1978 | Approximating the Exact Finite Sample Distribution of a Spectral Estimator. In: Econometrica. [Full Text][Citation analysis] | article | 0 |
| 2009 | Assessing the magnitude of the concentration parameter in a simultaneous equations model In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2004 | Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2012 | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2010 | Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Description length and dimensionality reduction in functional data analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2009 | Description Length and Dimensionality Reduction in Functional Data Analysis.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2008 | Conceptual frameworks and experimental design in simultaneous equations In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2007 | Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Higher-order improvements of the sieve bootstrap for fractionally integrated processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes.(2012) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Vector autoregressive moving average identification for macroeconomic modeling: A new methodology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2019 | The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2016 | The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification.(2016) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2020 | Issues in the estimation of mis-specified models of fractionally integrated processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Issues in the estimation of mis-specified models of fractionally integrated processes.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | On the specification of cointegrated autoregressive moving-average forecasting systems In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 1986 | The selection and use of linear and bilinear time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2017 | Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 1990 | Estimation and structure determination of multivariate input output systems In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 1994 | On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2002 | Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 9 |
| 2005 | Small Concentration Asymptotics and Instrumental Variables Inference In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Small Concentration Asymptotics and Instrumental Variables Inference.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Estimating Components in Finite Mixtures and Hidden Markov Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Some Results on the Identification and Estimation of Vector ARMAX Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | On The Identification and Estimation of Partially Nonstationary ARMAX Systems In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Description Length Based Signal Detection in singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Dual P-Values, Evidential Tension and Balanced Tests In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Determination of Long?run and Short?run Dynamics in EC?VARMA Models via Canonical Correlations.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | On The Theory and Practice of Singular Spectrum Analysis Forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Construction and visualization of optimal confidence sets for frequentist distributional forecasts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Binary Outcomes, OLS, 2SLS and IV Probit In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Binary outcomes, OLS, 2SLS and IV probit.(2022) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On GMM Inference: Partial Identification, Identification Strength, and Non-Standard In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Inference in the Presence of Weak Instruments: A Selected Survey In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 23 |
| 2017 | Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Forecasting with EC-VARMA models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Consistent Specification of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers. [Citation analysis] | paper | 8 |
| 1996 | The Analysis of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
| 1996 | Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model In: SFB 373 Discussion Papers. [Citation analysis] | paper | 7 |
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