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Donald Stephen Poskitt

Global rank #4096 95%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1986

Most Recent: 2021

RePEc ID: ppo408 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.34
Last 10 Years 0.00 4.36 2.18 0.00 11.23
All Time 0.00 6.03 11.23 0.00 24.13

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 19.02

Publications (17)

Year Article Journal Tier Authors
2021 Bayesian estimation for a semiparametric nonlinear volatility model Economic Modeling C 3
2020 Issues in the estimation of mis-specified models of fractionally integrated processes Journal of Econometrics A 3
2019 The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification Journal of Econometrics A 3
2017 BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP Econometric Theory B 3
2017 Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application International Journal of Forecasting B 2
2017 Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy Journal of Business & Economic Statistics A 2
2016 Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations Journal of Applied Econometrics B 4
2016 Vector autoregressive moving average identification for macroeconomic modeling: A new methodology Journal of Econometrics A 1
2015 Higher-order improvements of the sieve bootstrap for fractionally integrated processes Journal of Econometrics A 3
2008 Conceptual frameworks and experimental design in simultaneous equations Economics Letters C 2
2007 Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small Journal of Econometrics A 2
2006 ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS Econometric Theory B 1
2003 On the specification of cointegrated autoregressive moving-average forecasting systems International Journal of Forecasting B 1
1996 Testing for Causation Using Infinite Order Vector Autoregressive Processes Econometric Theory B 2
1994 A Note on Autoregressive Modeling Econometric Theory B 1
1991 Estimating Orthogonal Impulse Responses via Vector Autoregressive Models Econometric Theory B 2
1986 The selection and use of linear and bilinear time series models International Journal of Forecasting B 2