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On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen - In: Econometric theory 40 (2024) 4, pp. 875-925
Persistent link: https://www.econbiz.de/10015154309
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen - 2005
Persistent link: https://www.econbiz.de/10003042639
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Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen - 2009
Persistent link: https://www.econbiz.de/10008661976
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Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen - 2006
Persistent link: https://www.econbiz.de/10003361014
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On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen - 2020
Persistent link: https://www.econbiz.de/10012610875
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Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen; Skeels, Christopher L. - 2004
Persistent link: https://www.econbiz.de/10002474716
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Estimating components in finite mixtures and hidden Markov models
Poskitt, Donald Stephen; Zhang, Jing - 2004
Persistent link: https://www.econbiz.de/10002121825
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Some results on the identification and estimation of vector ARMAX processes
Poskitt, Donald Stephen - 2004
Persistent link: https://www.econbiz.de/10002121939
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Assessing the magnitude of the concentration parameter in a simultaneous equations model
Poskitt, Donald Stephen; Skeels, Christopher L. - 2004
Persistent link: https://www.econbiz.de/10002728501
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Small concentration asymptotics and instrumental variables inference
Poskitt, Donald Stephen; Skeels, Christopher L. - 2005
Persistent link: https://www.econbiz.de/10002728759