Donald Stephen Poskitt : Citation Profile


Are you Donald Stephen Poskitt?

Monash University

9

H index

6

i10 index

359

Citations

RESEARCH PRODUCTION:

38

Articles

49

Papers

RESEARCH ACTIVITY:

   45 years (1978 - 2023). See details.
   Cites by year: 7
   Journals where Donald Stephen Poskitt has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 40 (10.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo408
   Updated: 2024-11-04    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Zhao, Xueyan (7)

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 (23)

Dufour, Jean-Marie (18)

Eisenstat, Eric (9)

Chan, Joshua (9)

Inoue, Atsushi (7)

Marcellino, Massimiliano (7)

Trenkler, Carsten (6)

Koop, Gary (6)

Garcia-Hiernaux, Alfredo (5)

Kilian, Lutz (5)

Cites to:

Phillips, Peter (33)

Andrews, Donald (19)

Lütkepohl, Helmut (17)

Startz, Richard (13)

Nelson, Charles (13)

Stock, James (12)

Vahid, Farshid (12)

Vytlacil, Edward (12)

Athanasopoulos, George (11)

Bollerslev, Tim (11)

Heckman, James (10)

Main data


Where Donald Stephen Poskitt has published?


Journals with more than one article published# docs
Journal of Time Series Analysis8
Journal of Econometrics5
Econometric Theory5
International Journal of Forecasting3
Econometric Reviews2
Journal of Business & Economic Statistics2
Computational Statistics & Data Analysis2
Journal of Multivariate Analysis2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics39
Papers / arXiv.org3
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3

Recent works citing Donald Stephen Poskitt (2024 and 2023)


YearTitle of citing document
2024Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2024Assessing 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.

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2023Sequential 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.

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2023The 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.

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2023On 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.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2023The 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.

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2024Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Wang, Haijun ; Chen, Kedong ; Yang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2023No 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.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024The use of voluntary health insurance in the access to specialist care: Evidence from the Italian NHS. (2024). Giammanco, Maria Daniela ; Brenna, Elenka. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124001058.

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2023Hukou Identity and Economic Behaviours: A Social Identity Perspective. (2023). Yang, Yang. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph23-02.

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2023Simultaneous 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.

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2023.

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2023Identification 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.

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2023Estimation 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.

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2023Approximating 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.

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2023Online 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.

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2023Testing 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.

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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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This paper has nother version. Agregated cites: 0
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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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This paper has nother version. Agregated cites: 0
paper
2022The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts In: Papers.
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paper1
2022The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts.(2022) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2023Solving the Forecast Combination Puzzle In: Papers.
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paper1
2023Solving the Forecast Combination Puzzle.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 1
paper
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
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article43
1993Specification of echelon form VARMA models..(1993) In: Statistic und Oekonometrie.
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This paper has nother version. Agregated cites: 43
paper
2000Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations. In: Journal of Business & Economic Statistics.
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article13
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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article8
2005A Note on the Specification and Estimation of ARMAX Systems In: Journal of Time Series Analysis.
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article2
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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This paper has nother version. Agregated cites: 3
paper
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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This paper has nother version. Agregated cites: 0
paper
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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article7
1996Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory.
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article42
2006ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS In: Econometric Theory.
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article5
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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article35
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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article5
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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This paper has nother version. Agregated cites: 5
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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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This paper has nother version. Agregated cites: 6
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2013Description length and dimensionality reduction in functional data analysis In: Computational Statistics & Data Analysis.
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article4
2009Description Length and Dimensionality Reduction in Functional Data Analysis.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2021Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling.
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article2
2008Conceptual frameworks and experimental design in simultaneous equations In: Economics Letters.
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article3
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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article4
2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 4
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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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This paper has nother version. Agregated cites: 4
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2016Vector autoregressive moving average identification for macroeconomic modeling: A new methodology In: Journal of Econometrics.
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article7
2019The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification In: Journal of Econometrics.
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article28
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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This paper has nother version. Agregated cites: 28
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2020Issues in the estimation of mis-specified models of fractionally integrated processes In: Journal of Econometrics.
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article0
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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article7
1986The selection and use of linear and bilinear time series models In: International Journal of Forecasting.
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article9
2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application In: International Journal of Forecasting.
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article7
1990Estimation and structure determination of multivariate input output systems In: Journal of Multivariate Analysis.
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article0
1994On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models In: Journal of Multivariate Analysis.
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article1
2002Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory In: Department of Economics - Working Papers Series.
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paper9
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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This paper has nother version. Agregated cites: 4
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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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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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paper8
2006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes In: Monash Econometrics and Business Statistics Working Papers.
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paper6
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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paper0
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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paper2
2012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors In: Monash Econometrics and Business Statistics Working Papers.
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paper5
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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paper0
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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paper0
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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This paper has nother version. Agregated cites: 4
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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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paper0
2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2023Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets 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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article4
2007Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases In: Annals of the Institute of Statistical Mathematics.
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article24
2017Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy In: Journal of Business & Economic Statistics.
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article9
2014Forecasting with EC-VARMA models In: Working Papers.
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paper0
1995Consistent Specification of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers.
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paper8
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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