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Issues in the estimation of mi...
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Martin, Gael M.
119
Poskitt, Donald Stephen
71
Maneesoonthorn, Worapree
25
Poskitt, D. S.
24
Forbes, Catherine Scipione
22
Frazier, David T.
22
Grose, Simone D.
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17
Wright, Jill
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Loiza-Maya, Ruben
8
Reidy, Andrew
8
Robert, Christian P.
8
Sanford, Andrew D.
7
Zhao, Xueyan
7
Athanasopoulos, George
6
McCabe, Brendan P.M.
6
Poskitt, D.S.
6
Vahid, Farshid
6
Harris, David
5
Lim, Guay C.
5
Martin, G. M.
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Ng, Jason
5
Skeels, C. L.
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Yao, Wenying
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Li, Chuhui
4
Lütkepohl, Helmut
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Nadarajah, K.
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Rahman Khan, Md. Atikur
4
Strickland, Chris M.
4
Feigin, Paul D.
3
Freeland, Keith
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Gould, Phillip
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Martin, Vance L.
3
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Department of Econometrics and Business Statistics, Monash Business School
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2
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10
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8
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ECONIS (ZBW)
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51
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
Saved in:
52
Recursive estimation of autoregressions
Hannan, Edward J.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
2
,
pp. 217-233
Persistent link: https://www.econbiz.de/10001065587
Saved in:
53
A method for the estimation and identification of transfer function model
Poskitt, Donald Stephen
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001094908
Saved in:
54
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
Saved in:
55
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:
56
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:
57
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
58
Description length and dimensionality reduction in functional data analysis
Poskitt, Donald Stephen
;
Sengarapillai, Arivalzahan
-
2009
Persistent link: https://www.econbiz.de/10008661975
Saved in:
59
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
Saved in:
60
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
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