Zobrazeno 1 - 10
of 208
pro vyhledávání: '"Poskitt, D"'
This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification assumptions
Externí odkaz:
http://arxiv.org/abs/2410.01159
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown parameters in the forecast combination are optimized according to criter
Externí odkaz:
http://arxiv.org/abs/2206.02376
This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV relevancy, IV stre
Externí odkaz:
http://arxiv.org/abs/2009.02642
The focus of this paper is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use animated grap
Externí odkaz:
http://arxiv.org/abs/1708.02234
We provide a comprehensive set of new results on the impact of mis-specifying the short run dynamics in fractionally integrated processes. We show that four alternative parametric estimators - frequency domain maximum likelihood, Whittle, time domain
Externí odkaz:
http://arxiv.org/abs/1407.1347
This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to data pre-fil
Externí odkaz:
http://arxiv.org/abs/1402.6781
Publikováno v:
Published in Journal of Econometrics, 2015. Volume 188, 94-100
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used to produce
Externí odkaz:
http://arxiv.org/abs/1311.0096
Autor:
Poskitt, D. S.
Publikováno v:
Econometric Theory, 2006 Dec 01. 22(6), 1138-1175.
Externí odkaz:
https://www.jstor.org/stable/4093216
Autor:
Poskitt, D. S., Yao, Wenying
Publikováno v:
Journal of Business & Economic Statistics, 2017 Jul 01. 35(3), 407-419.
Externí odkaz:
https://www.jstor.org/stable/44867737
Publikováno v:
Econometric Theory, 2017 Jun 01. 33(3), 578-609.
Externí odkaz:
https://www.jstor.org/stable/26357776