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Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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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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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
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - 2016
Persistent link: https://www.econbiz.de/10011781773
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - In: Journal of econometrics 209 (2019) 1, pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
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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