Projects per year
Personal profile
Biography
Donald Poskitt is a professor in the Department of Econometrics and Business Statistics.
Alma Mater:
University of York
London School of Economics
Supervisors: Professor R. A. Cooper
Professor K. F. Wallis
Previous Positions:
Lecturer/Senior Lecturer - University of York
Associate Professor - University of New England (Armidale)
Research Fellow/Senior Lecturer/Reader - Australian National University
Recipient:
American Statistical Association award for Outstanding Statistical Application
Research area keywords
- Econometric Theory and Practice
- Forecasting Methods
- Time Series Analysis
- Dynamic Systems
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Identification Power and Instrument Strength in Discrete Outcome Models
Poskitt, D., Zhao, X., Tchatoka, F. S. D., Renault, E. & Windmeijer, F.
17/08/21 → 15/12/24
Project: Research
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Partial Identification of Treatment Effects in Binary Response Models with Applications in Health Economics
Zhao, X., Poskitt, D. & Windmeijer, F.
Australian Research Council (ARC)
30/06/14 → 31/12/19
Project: Research
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Semi-Parametric Bootstrap-Based Inference in Long-Memory Models
Australian Research Council (ARC)
3/01/12 → 31/12/17
Project: Research
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Vector ARMA Models and Macroeconomic Modelling: Some New Methodology and Algorithms
Athanasopoulos, G., Kam, T., Poskitt, D. & Vahid-Araghi, F.
Australian Research Council (ARC), Monash University, Australian National University (ANU)
1/01/09 → 31/12/13
Project: Research
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Estimation and Inference in Weakly Identified Models
Poskitt, D., Forchini, G. & Skeels, C.
Australian Research Council (ARC), University of Melbourne
2/01/07 → 31/12/11
Project: Research
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Binary outcomes, OLS, 2SLS and IV probit
Li, C., Poskitt, D. S., Windmeijer, F. & Zhao, X., 2022, In: Econometric Reviews. 41, 8, p. 859-876 18 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, S., Poskitt, D. S. & Zhang, X., May 2021, In: Economic Modelling. 98, p. 361-370 10 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach
Nadarajah, K., Martin, G. M. & Poskitt, D. S., Mar 2021, In: Journal of Statistical Planning and Inference. 211, p. 41-79 39 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, G. M., Nadarajah, K. & Poskitt, D. S., Apr 2020, In: Journal of Econometrics. 215, 2, p. 559-573 15 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
On singular spectrum analysis and stepwise time series reconstruction
Poskitt, D. S., Jan 2020, In: Journal of Time Series Analysis. 41, 1, p. 67-94 28 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus)