1975 …2019
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Research Output 1975 2019

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Conference Paper
2006

Properties of the sieve bootstrap for fractionally integrated and non-invertible processes

Poskitt, D. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 27 27 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes

Grose, S. D. & Poskitt, D. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 34 34 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Two canonical VARMA forms: Scalar component models versus Echelon form

Athanasopoulos, G., Poskitt, D. S. & Vahid, F., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 25 25 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

2005

Properties of the sieve bootstrap for non-invertible and fractionally integrated processes

Poskitt, D. S., 2005, Proceedings of the 9th World Congress of the Econometric Society. Newey, W. K., Persson, T. & Blundell, R. (eds.). New York NY USA: Econometric Society, p. 1 - 27 27 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Small concentration asymptotics and instrumental variables inference

Poskitt, D. S. & Skeels, C. L., 2005, Proceedings of the 9th World Congress of the Econometric Society. Newey, W. K., Persson, T. & Blundell, R. (eds.). New York NY USA: Econometric Society, p. 1 - 29 29 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review