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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
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen - 2005
Persistent link: https://www.econbiz.de/10003042639
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Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen - 2009
Persistent link: https://www.econbiz.de/10008661976
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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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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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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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The selection and use of linear and bilinear time series models
Poskitt, Donald Stephen - In: International journal of forecasting 2 (1986) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10001033750
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Stationary processes in time series analysis: the mathematical foundations
Lambert, Peter J.; Lambert, Peter J.; Poskitt, Donald … - 1983
Persistent link: https://www.econbiz.de/10000072480