The following pages link to D. S. Poskitt (Q280240):
Displaying 11 items.
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- A Bayes procedure for the identification of univariate time series models (Q1082767) (← links)
- Unit canonical correlations between future and past (Q1104009) (← links)
- An approach to testing linear time series models (Q1162092) (← links)
- Diagnostic tests for multiple time series models (Q1165544) (← links)
- Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
- On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296) (← links)
- The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification (Q1740276) (← links)
