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
Collaborations and top research areas from the last five years
Projects
- 7 Finished
-
Identification Power and Instrument Strength in Discrete Outcome Models
Poskitt, D. (Primary Chief Investigator (PCI)), Zhao, X. (Chief Investigator (CI)), Tchatoka, F. S. D. (Chief Investigator (CI)), Renault, E. (Partner Investigator (PI)) & Windmeijer, F. (Partner Investigator (PI))
16/12/21 → 31/12/25
Project: Research
-
Partial Identification of Treatment Effects in Binary Response Models with Applications in Health Economics
Zhao, X. (Primary Chief Investigator (PCI)), Poskitt, D. (Chief Investigator (CI)) & Windmeijer, F. (Partner Investigator (PI))
ARC - Australian Research Council
30/06/14 → 31/12/19
Project: Research
-
Semi-Parametric Bootstrap-Based Inference in Long-Memory Models
Poskitt, D. (Primary Chief Investigator (PCI)) & Martin, G. (Chief Investigator (CI))
ARC - Australian Research Council
3/01/12 → 31/12/17
Project: Research
-
Vector ARMA Models and Macroeconomic Modelling: Some New Methodology and Algorithms
Athanasopoulos, G. (Primary Chief Investigator (PCI)), Kam, T. (Chief Investigator (CI)), Poskitt, D. (Chief Investigator (CI)) & Vahid-Araghi, F. (Chief Investigator (CI))
ARC - Australian Research Council, Monash University, Australian National University (ANU)
1/01/09 → 31/12/13
Project: Research
-
Estimation and Inference in Weakly Identified Models
Poskitt, D. (Primary Chief Investigator (PCI)), Forchini, G. (Chief Investigator (CI)) & Skeels, C. (Chief Investigator (CI))
ARC - Australian Research Council, University of Melbourne
2/01/07 → 31/12/11
Project: Research
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Bootstrapping non-stationary and irregular time series using singular spectral analysis
Poskitt, D. S., Jan 2025, In: Journal of Time Series Analysis. 46, 1, p. 81-112 32 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, L., Frazier, D. T., Poskitt, D. S. & Zhao, X., 2025, In: Econometric Reviews. 44, 7, p. 915-938 24 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
On GMM inference: partial identification, identification strength, and nonstandard asymptotics
Poskitt, D. S., Aug 2024, In: Econometric Theory. 40, p. 875-925 51 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
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 Access20 Link opens in a new tab Citations (Scopus) -
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
5 Link opens in a new tab Citations (Scopus)