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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2013
Persistent link: https://www.econbiz.de/10010245441
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
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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
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On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen - In: International journal of forecasting 19 (2003) 3, pp. 503-519
Persistent link: https://www.econbiz.de/10001793035
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On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen - 2004
Persistent link: https://www.econbiz.de/10002474731
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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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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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Forecasting with EC-VARMA models
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10010409854
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Econometric reviews 31 (2012) 1/3, pp. 60-83
Persistent link: https://www.econbiz.de/10009515972