1975 …2019
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Research Output 1975 2019

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Chapter (Book)
1998

Consistent Estimation of the Number of Cointegrating Relations in a Vector Autoregressive Model

Poskitt, D. S. & Lütkepohl, H., 1998, Econometrics in Theory and Practice,. Springer-Verlag London Ltd., p. 87-100 14 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1988

A Decision Theoretic Approach to Order Determination and Structure Selection in Vector Linear Processes

Poskitt, D. S., 1988, Bayesian Analysis of Time Series and Dynamic Models. New York: Marcel Dekker, p. 53-74 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1984

Model Selection and Diagnostic Checking in Univariate Time Series Analysis

Poskitt, D. S. & Tremayne, A., 1984, Time Series Analysis: Theory and Practice. Amsterdam: North-Holland, Vol. 5. p. 19-39 21 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review