Narrow search
Showing 1 - 10 of 205
Cover Image
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - In: Journal of econometrics 188 (2015) 1, pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Cover Image
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Journal of applied econometrics 31 (2016) 6, pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Cover Image
Forecasting stochastic processes using singular spectrum analysis : aspects of the theory and application
Rahman Khan, Md. Atikur; Poskitt, Donald Stephen - In: International journal of forecasting 33 (2017) 1, pp. 199-213
Persistent link: https://www.econbiz.de/10011754700
Cover Image
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen - In: Journal of econometrics 192 (2016) 2, pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Cover Image
Vector autoregressions and macroeconomic modeling : an error taxonomy
Poskitt, Donald Stephen; Yao, Wenying - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 407-419
Persistent link: https://www.econbiz.de/10011705950
Cover Image
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Cover Image
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - In: Journal of econometrics 215 (2020) 2, pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Cover Image
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen; Poskitt, Donald Stephen; Zhang, Xibin - In: Economic modelling 98 (2021), pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Cover Image
Binge drinking and antisocial and unlawful behaviours in Australia
Yang, Ou; Zhao, Xueyan; Srivastava, Pratima Ramful - In: The economic record : er 92 (2016) 297, pp. 222-240
Persistent link: https://www.econbiz.de/10011562501
Cover Image
A panel data model of length of stay in hospitals for hip replacements
Yan, Meng; Gao, Jiti; Zhang, Xibin; Zhao, Xueyan - In: Econometric reviews 40 (2021) 7, pp. 688-707
Persistent link: https://www.econbiz.de/10012624530