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Theorie
Theory
58
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49
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47
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45
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45
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39
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Martin, Gael M.
36
Poskitt, Donald Stephen
26
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12
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11
Forbes, Catherine Scipione
10
Loiza-Maya, Ruben
7
McCabe, Brendan Peter Martin
7
Lütkepohl, Helmut
4
Athanasopoulos, George
3
Harris, David
3
Panagiotelis, Anastasios
3
Vahid, Farshid
3
Grose, Simone D.
2
Huber, Florian
2
Koop, Gary
2
Martin, Vance
2
Ng, Jason
2
Nibbering, Didier
2
Rahman Khan, Md. Atikur
2
Ramírez, Andrés
2
Yao, Wenying
2
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1
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1
Babai, M. Zied
1
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1
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1
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1
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1
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1
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1
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1
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1
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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
32
International journal of forecasting
5
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4
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3
Journal of applied econometrics
2
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2
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2
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1
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1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Journal of multinational financial management
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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1
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Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
2
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Saved in:
3
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
4
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
5
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
6
Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen
-
2006
Persistent link: https://www.econbiz.de/10003361014
Saved in:
7
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:
8
A note on autoregressive modeling
Poskitt, Donald Stephen
- In:
Econometric theory
10
(
1994
)
5
,
pp. 884-899
Persistent link: https://www.econbiz.de/10001175053
Saved in:
9
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
10
Dual P-values, evidential tension and balanced tests
Poskitt, Donald Stephen
;
Sengarapillai, Arivalzahan
-
2010
Persistent link: https://www.econbiz.de/10008662296
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