1975 …2020

Research output per year

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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

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Projects

Research Output

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 journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

1 Citation (Scopus)

Construction and visualization of confidence sets for frequentist distributional forecasts

Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 92-104 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Li, C., Poskitt, D. S. & Zhao, X., Mar 2019, In : Journal of Econometrics. 209, 1, p. 91-113 20 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap

Poskitt, D. S., Martin, G. M. & Grose, S. D., Jun 2017, In : Econometric Theory. 33, 3, p. 578-609 32 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)