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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Discussion paper"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Poskitt, Donald Stephen"
~subject:"Diskrete Entscheidung"
~subject:"Panel study"
~subject:"Statistical distribution"
~subject:"Statistical inference"
~subject:"Statistischer Test"
~subject:"optimality"
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Estimation theory
Diskrete Entscheidung
Panel study
Statistical distribution
Statistical inference
Statistischer Test
optimality
Schätztheorie
16
Time series analysis
7
Zeitreihenanalyse
7
ARMA model
3
ARMA-Modell
3
Bias
3
Estimation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätzung
3
Systematischer Fehler
3
Binary Dependent Variables
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
IV-Schätzung
2
Instrument Identification Power
2
Instrumental variables
2
Kausalanalyse
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Probit model
2
Probit-Modell
2
Whittle
2
conditional sum of squares
2
ARFIMA
1
Asymmetric Endogeneity
1
Autocorrelation
1
Autokorrelation
1
Average Treatment Effect
1
Cointegration
1
Endogeneity
1
Error correction
1
Heterogeneous Treatment Effect
1
Impact assessment
1
Induktive Statistik
1
Instrument Relevance
1
Kleinste-Quadrate-Methode
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16
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16
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Poskitt, Donald Stephen
Gao, Jiti
65
Peng, Bin
29
Hyndman, Rob J.
19
Giles, David E. A.
17
Martin, Gael M.
16
King, Maxwell L.
15
Baltagi, Badi H.
12
Krämer, Walter
12
MacKinnon, James G.
12
Zhang, Xibin
12
Frazier, David T.
11
Ullah, Aman
11
Yan, Yayi
11
Cheng, Tingting
10
Davidson, Russell
10
Dong, Chaohua
10
Hahn, Jinyong
10
Lee, Lung-Fei
10
Schmid, Timo
10
Tran-van-Hoa
10
Wooldridge, Jeffrey M.
10
Yang, Yanrong
10
Forchini, Giovanni
9
Ohtani, Kazuhiro
9
Parmeter, Christopher F.
9
Hassler, Uwe
8
Kumbhakar, Subal
8
Li, Qi
8
Phillips, Peter C. B.
8
Stengos, Thanasēs
8
Lee, Lung-fei
7
Linton, Oliver
7
Robert, Christian P.
7
Silva, João Santos
7
Silvapulle, Mervyn J.
7
Su, Liangjun
7
Tu, Yundong
7
Westerlund, Joakim
7
Han, Chirok
6
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Journal of forecasting
Discussion paper
Econometrics : open access journal
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
5
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Royal Statistical Society
2
Econometric reviews
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Foundations and trends in econometrics
1
International journal of forecasting
1
Working papers
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ECONIS (ZBW)
16
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Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
2
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
3
On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen
-
2020
Persistent link: https://www.econbiz.de/10012610875
Saved in:
4
Binary Outcomes, OLS, 2SLS and IV probit
Li, Chuhui
;
Poskitt, Donald Stephen
;
Windmeijer, Frank
; …
-
2019
Persistent link: https://www.econbiz.de/10012592232
Saved in:
5
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
6
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
7
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
-
2016
Persistent link: https://www.econbiz.de/10011781773
Saved in:
8
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
9
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
10
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
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