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Theory
Estimation theory
39
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Poskitt, Donald Stephen
24
Lütkepohl, Helmut
4
Martin, Gael M.
4
Athanasopoulos, George
3
Vahid, Farshid
3
Grose, Simone D.
2
Harris, David
2
Rahman Khan, Md. Atikur
2
Yao, Wenying
2
Covey, Ryan
1
Frazier, David T.
1
Hannan, Edward J.
1
Hu, Shuowen
1
Khan, M. Atikur Rahman
1
MacDougall, A. J.
1
Perera, Indeewara
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Royal Statistical Society
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Econometric reviews
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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1
The econometrics journal
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ECONIS (ZBW)
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Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001441609
Saved in:
2
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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3
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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4
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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5
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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6
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
Saved in:
7
Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut
- In:
Econometric theory
12
(
1996
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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8
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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9
Assessing instrumental variable relevance : an alternative measure and some exact finite sample theory
Poskitt, Donald Stephen
;
Skeels, Christopher L.
-
2002
Persistent link: https://www.econbiz.de/10001722318
Saved in:
10
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
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