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Bootstrap hausdorff confidence regions for average treatment effect identified sets
Poskitt, Donald Stephen; Zhao, Xueyan - 2023
Persistent link: https://www.econbiz.de/10014451350
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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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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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Description length and dimensionality reduction in functional data analysis
Poskitt, Donald Stephen; Sengarapillai, Arivalzahan - 2009
Persistent link: https://www.econbiz.de/10008661975
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - 2013 - Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
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Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen; Martin, Gael M.; Grose, Simone D. - 2014 - Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - 2012
Persistent link: https://www.econbiz.de/10009565411
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Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen; Martin, Gael M.; Grose, Simone D. - 2012
Persistent link: https://www.econbiz.de/10009565418
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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
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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