Donald Stephen Poskitt : Citation Profile

Monash University

9

H index

9

i10 index

406

Citations

RESEARCH PRODUCTION:

41

Articles

52

Papers

RESEARCH ACTIVITY:

   47 years (1978 - 2025). See details.
   Cites by year: 8
   Journals where Donald Stephen Poskitt has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 41 (9.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo408
   Updated: 2025-12-27    RAS profile: 2025-07-07    
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Relations with other researchers

Works with:

Zhao, Xueyan (7)

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 (10)

Eisenstat, Eric (10)

Garcia-Hiernaux, Alfredo (8)

Psaradakis, Zacharias (7)

Arteche, Josu (7)

Marcellino, Massimiliano (7)

Wilms, Ines (7)

Cites to:

Phillips, Peter (32)

Lütkepohl, Helmut (17)

Andrews, Donald (17)

Heckman, James (16)

Vytlacil, Edward (15)

Nelson, Charles (13)

Startz, Richard (13)

Vahid, Farshid (12)

Stock, James (12)

Athanasopoulos, George (11)

Bollerslev, Tim (11)

Main data

Where Donald Stephen Poskitt has published?

Journals with more than one article published# docs
Journal of Time Series Analysis9
Journal of Econometrics5
Econometric Theory5
International Journal of Forecasting3
Econometric Reviews3
Journal of Multivariate Analysis2
Computational Statistics & Data Analysis2
Econometrics Journal2
Journal of Business & Economic Statistics2

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.org6
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3

Recent works citing Donald Stephen Poskitt (2025 and 2024)

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

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2024The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Valuing an Engagement Surface using a Large Scale Dynamic Causal Model. (2024). More, Sushant ; Kohli, Naman ; Ravi, Lakshmi ; Chen, Hua ; Mandalapu, Dinesh ; Khawand, Chris ; Kannan, Ashwin Viswanathan ; Mukerji, Abhimanyu. In: Papers. RePEc:arx:papers:2408.11967.

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2024Remittances, Migrations Intentions, and Labor Participation in Kosovo. (2024). Zhushi, Genc ; Qehaja, Driton. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:145-159.

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2024The roles of foreign and domestic ownership in the corruption–firm innovation nexus. (2024). Tasane, Helery ; Ashyrov, Gaygysyz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:167-202.

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2025Bridging credit gaps for sustainable agriculture: The role of rural savings and credit cooperatives among smallholder farmers. (2025). Kipkogei, Shadrack ; Geng, Xianhui ; Wang, Shangao ; Mwalupaso, Gershom Endelani. In: Agricultural Economics. RePEc:caa:jnlage:v:71:y:2025:i:5:id:436-2024-agricecon.

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2024Impact of, Human Capital, Economic Factors, Energy Consumption, and Urban Growth on Environmental Sustainability in Morocco: An ARDL Approach. (2024). Hamid, Lakhmaiss ; el Asli, Hamdi ; Mohamed, Azeroual ; Zineb, Afif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-65.

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2025Bayesian analysis for functional coefficient conditional autoregressive range model with applications. (2025). Qian, Yixin ; Wang, Bin ; Yu, Enping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003602.

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2025Types of employment and well-being of rural residents: A multinomial endogenous switching regression application. (2025). Owusu, Victor ; Boansi, David ; Zheng, Hongyun ; Ma, Wanglin. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000422.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2025Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112.

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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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2024A consistent moment equations for binary probit models with endogenous variables using instrumental variables. (2024). de Grange, Louis ; Gonzlez, Felipe ; Troncoso, Rodrigo ; Marechal, Matthieu. In: Journal of choice modelling. RePEc:eee:eejocm:v:53:y:2024:i:c:s1755534524000551.

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

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

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2024Online health information seeking behavior, healthcare access, and health status during exceptional times. (2024). Di Novi, Cinzia ; Kovacic, Matija ; Orso, Cristina Elisa. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:675-690.

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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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2024Semiparametric distribution regression with instruments and monotonicity. (2024). Wied, Dominik. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000605.

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2024Subscription price discounts of stock warrants and cost of potential ownership dilution. (2024). Ng, Sin-Huei ; Lee, Chin-Chong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006841.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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

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2025Dimensions of womens decision-making power and the influence on quality early prenatal care in Burkina Faso. (2025). Ngaba, Eric Allara. In: Social Science & Medicine. RePEc:eee:socmed:v:380:y:2025:i:c:s0277953625005660.

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2024Triadic relationship of remittances, migration and labor force. (2024). Qehaja, Driton ; Zhushi, Genc. In: International Journal of Development Issues. RePEc:eme:ijdipp:ijdi-01-2024-0017.

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2025Enhancing Wildfire Detection via Trend Estimation Under Auto-Regression Errors. (2025). Pang, Shuo ; Li, Jiahao ; Wang, Lingxiao ; Liu, Xiyuan ; Mahmud, Khan Raqib. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1046-:d:1618791.

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2024E-cigarettes and Smoking: Correlation, Causation, and Selection Bias. (2024). Prieger, James ; Choi, A. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:47:y:2024:i:4:d:10.1007_s10603-024-09573-y.

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2025The effects of selection and moral hazard in additional health insurance in a universal healthcare system: evidence from Taiwan. (2025). Hsu, Shuofen ; Lin, Chaohsin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:2:d:10.1057_s41288-024-00333-0.

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2025Understanding Evacuation Behavior During Cyclones: Evidence from Bangladesh. (2025). Hasan, Mohammad Asif ; Mozumder, Pallab ; Halim, Nafisa ; Meng, Sisi. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:9:y:2025:i:1:d:10.1007_s41885-024-00157-1.

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2025Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model. (2025). Shang, Han Lin ; Yang, Yang ; Chen, Sizhe. In: Journal of Population Research. RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09352-z.

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2024Promoting the adoption of climate-smart agricultural technologies among maize farmers in Ghana: using digital advisory services. (2024). Asante, Bright O ; Ma, Wanglin ; Prah, Stephen ; Temoso, Omphile. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:29:y:2024:i:3:d:10.1007_s11027-024-10116-6.

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2024Identification of canonical models for vectors of time series: a subspace approach. (2024). Garcia-Hiernaux, Alfredo ; Casals, Jose ; Jerez, Miguel. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01451-y.

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2025Binary Response Model With Many Weak Instruments. (2025). Seong, Dakyung. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:214-230.

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2024Impact of digital financial inclusion on the participation in farmer‐based organisations, structured market and off‐farm work in Ghana. (2024). Asante, Bright ; Prah, Stephen ; Boateng, Forster K ; Ankrah, Daniel Adu. In: Journal of International Development. RePEc:wly:jintdv:v:36:y:2024:i:2:p:1254-1273.

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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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2025Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects.(2025) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
2022The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts In: Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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
2024Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps In: Papers.
[Full Text][Citation analysis]		paper0
2024Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions In: Papers.
[Full Text][Citation analysis]		paper0
2025Sequential Scoring Rule Evaluation for Forecast Method Selection In: Papers.
[Full Text][Citation analysis]		paper0
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article44
1993Specification of echelon form VARMA models..(1993) In: Statistic und Oekonometrie.
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This paper has nother version. Agregated cites: 44		paper
2000Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article13
1999Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
1990SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1995ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article8
2005A Note on the Specification and Estimation of ARMAX Systems In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2008Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article23
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.
[Full Text][Citation analysis]		article1
2013Moment 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]		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.
[Full Text][Citation analysis]		article1
1986SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1994A Note on Autoregressive Modeling In: Econometric Theory.
[Full Text][Citation analysis]		article7
1996Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory.
[Full Text][Citation analysis]		article42
2006ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2017BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article2
1991Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory.
[Full Text][Citation analysis]		article35
1978Approximating the Exact Finite Sample Distribution of a Spectral Estimator. In: Econometrica.
[Full Text][Citation analysis]		article0
2009Assessing the magnitude of the concentration parameter in a simultaneous equations model In: Econometrics Journal.
[Full Text][Citation analysis]		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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2004Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal.
[Full Text][Citation analysis]		article5
2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article4
2008Conceptual frameworks and experimental design in simultaneous equations In: Economics Letters.
[Full Text][Citation analysis]		article3
2007Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2015Higher-order improvements of the sieve bootstrap for fractionally integrated processes In: Journal of Econometrics.
[Full Text][Citation analysis]		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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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		paper
2016Vector autoregressive moving average identification for macroeconomic modeling: A new methodology In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2019The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification In: Journal of Econometrics.
[Full Text][Citation analysis]		article41
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: 41		paper
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.
[Full Text][Citation analysis]		article7
1986The selection and use of linear and bilinear time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
1990Estimation and structure determination of multivariate input output systems In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
1994On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
2002Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper9
2005Small Concentration Asymptotics and Instrumental Variables Inference In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper0
2004Some Results on the Identification and Estimation of Vector ARMAX Processes In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2004Approximating 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]		paper2
2004On The Identification and Estimation of Partially Nonstationary ARMAX Systems In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2005Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper8
2006The 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]		paper0
2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		paper1
2010Description Length Based Signal Detection in singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2010Dual P-Values, Evidential Tension and Balanced Tests In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2011Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper2
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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This paper has nother version. Agregated cites: 2		article
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.
[Full Text][Citation analysis]		paper0
2017Construction and visualization of optimal confidence sets for frequentist distributional forecasts In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2023Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2013Inference in the Presence of Weak Instruments: A Selected Survey In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article4
2007Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article24
2017Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2014Forecasting with EC-VARMA models In: Working Papers.
[Full Text][Citation analysis]		paper0
1995Consistent Specification of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers.
[Citation analysis]		paper8
1996The Analysis of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers.
[Citation analysis]		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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