Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
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
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
Cover Image
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
Cover Image
Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen - 2006
Persistent link: https://www.econbiz.de/10003361014
Cover Image
Description length and dimensionality reduction in functional data analysis
Poskitt, Donald Stephen; Sengarapillai, Arivalzahan - 2009
Persistent link: https://www.econbiz.de/10008661975
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