1975 …2019
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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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2003 2019

Research Output 1975 2019

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

On singular spectrum analysis and stepwise time series reconstruction

Poskitt, D. S., 2019, (Accepted/In press) In : Journal of Time Series Analysis. 28 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

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

Forecasting stochastic processes using singular spectrum analysis: aspects of the theory and application

Khan, M. A. R. & Poskitt, D. S., Jan 2017, In : International Journal of Forecasting. 33, 1, p. 199-213 15 p.

Research output: Contribution to journalArticleResearchpeer-review