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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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A note on autoregressive modeling
Poskitt, Donald Stephen - In: Econometric theory 10 (1994) 5, pp. 884-899
Persistent link: https://www.econbiz.de/10001175053
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On the identification and estimation of nonstationary and cointegrated ARMAX systems
Poskitt, Donald Stephen - In: Econometric theory 22 (2006) 6, pp. 1138-1175
Persistent link: https://www.econbiz.de/10003396958
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Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut - In: Econometric theory 7 (1991) 4, pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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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