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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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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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On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen - 2020
Persistent link: https://www.econbiz.de/10012610875
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Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut - In: Econometrics in theory and practice : Festschrift for …, (pp. 87-100). 1998
Persistent link: https://www.econbiz.de/10001301453
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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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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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Recursive estimation of autoregressions
Hannan, Edward J. - In: Journal of the Royal Statistical Society 51 (1989) 2, pp. 217-233
Persistent link: https://www.econbiz.de/10001065587
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A method for the estimation and identification of transfer function model
Poskitt, Donald Stephen - In: Journal of the Royal Statistical Society 51 (1989) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001094908
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Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen; Skeels, Christopher L. - 2004
Persistent link: https://www.econbiz.de/10002474716