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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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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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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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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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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