Li, Chuhui; Poskitt, Donald S.; Windmeijer, Frank; Zhao, Xueyan Binary outcomes, OLS, 2SLS and IV probit. (English) Zbl 07584732 Econom. Rev. 41, No. 8, 859-876 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Poskitt, D. S.; Skeels, C. L. Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small. (English) Zbl 1418.62532 J. Econom. 139, No. 1, 217-236 (2007). MSC: 62P20 62E20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Poskitt, D. S. Extimation and structure determination of multivariate input systems. (English) Zbl 0701.62089 J. Multivariate Anal. 33, No. 2, 157-182 (1990). MSC: 62M10 62F12 62M99 × Cite Format Result Cite Review PDF Full Text: DOI
Poskitt, D. S. A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination. (English) Zbl 0634.62087 Biometrika 74, 781-790 (1987). Reviewer: D.Rasch MSC: 62M10 62F12 × Cite Format Result Cite Review PDF