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Bootstrap hausdorff confidence...
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ECONIS (ZBW)
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61
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:
62
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
63
Singular spectrum analysis of Grenander processes and sequential time series reconstruction
Poskitt, Donald Stephen
-
2016
Persistent link: https://www.econbiz.de/10011781767
Saved in:
64
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:
65
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Saved in:
66
Vector autoregressions and macroeconomic modeling : an error taxonomy
Poskitt, Donald Stephen
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 407-419
Persistent link: https://www.econbiz.de/10011705950
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67
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:
68
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:
69
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
70
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
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