Narrow search
Showing 1 - 5 of 5
Cover Image
Some results on the identification and estimation of vector ARMAX processes
Poskitt, Donald Stephen - 2004
Persistent link: https://www.econbiz.de/10002121939
Cover Image
VAR modeling and business cycle analysis : a taxonomy of errors
Poskitt, Donald Stephen; Yao, Wenying - 2012
Persistent link: https://www.econbiz.de/10009565403
Cover Image
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen - In: Journal of econometrics 192 (2016) 2, pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Cover Image
Vector autoregressions and macroeconomic modeling : an error taxonomy
Poskitt, Donald Stephen; Yao, Wenying - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 407-419
Persistent link: https://www.econbiz.de/10011705950
Cover Image
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