Articles with public access mandates - D. S. PoskittLearn more
Not available anywhere: 1
Decomposing Identification Gains and Evaluating Instrument Identification Power
L Zhang, DT Frazier, DS Poskitt, X Zhao
Monash University, 2021
Mandates: Australian Research Council
Available somewhere: 11
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
C Li, DS Poskitt, X Zhao
Journal of Econometrics 209 (1), 94-113, 2019
Mandates: Australian Research Council
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology
DS Poskitt
Journal of econometrics 192 (2), 468-484, 2016
Mandates: Australian Research Council
Binary outcomes, OLS, 2SLS and IV probit
C Li, DS Poskitt, F Windmeijer, X Zhao
Econometric Reviews 41 (8), 859-876, 2022
Mandates: Australian Research Council
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
DS Poskitt, SD Grose, GM Martin
Journal of Econometrics 188 (1), 94-110, 2015
Mandates: Australian Research Council
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
G Athanasopoulos, DS Poskitt, F Vahid, W Yao
Journal of Applied Econometrics 31 (6), 1100-1119, 2016
Mandates: Australian Research Council
Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
DS Poskitt, GM Martin, SD Grose
Econometric Theory 33 (3), 578-609, 2017
Mandates: Australian Research Council
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach
K Nadarajah, GM Martin, DS Poskitt
Journal of Statistical Planning and Inference 211, 41-79, 2021
Mandates: Australian Research Council
Issues in the estimation of mis-specified models of fractionally integrated processes
GM Martin, K Nadarajah, DS Poskitt
Journal of Econometrics 215 (2), 559-573, 2020
Mandates: Australian Research Council
Bias correction of persistence measures in fractionally integrated models
SD Grose, GM Martin, DS Poskitt
Journal of Time Series Analysis 36 (5), 721-740, 2015
Mandates: Australian Research Council
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets
D Poskitt, X Zhao
Available at SSRN 4477452, 2023
Mandates: Australian Research Council
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS
DS Poskitt
Econometric Theory, 1-51, 2020
Mandates: Australian Research Council
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