Prof Donald Poskitt - Researcher Profile

Biography

Donald works in the Faculty of Business & Economics at Monash University as a Professor.

Qualifications

ECONOMICS HONOURS

Institution: University of York

Year awarded: 2005

MATHEMATICS(STATISTICS)

Institution: University of York

Year awarded: 2005

MATHEMATICS AND STATISTICS

Institution: London University

Year awarded: 2005

Publications

Journal Articles

Hu, S., Poskitt, D.S., Zhang, X., 2012, Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Computational Statistics and Data Analysis [P], vol 56, issue 3, Elsevier BV, Amsterdam Netherlands, pp. 732-740.

Athanasopoulos, G., Poskitt, D.S., Vahid-Araghi, F., 2012, Two canonical VARMA forms: Scalar component models vis-a-vis the Echelon form, Econometric Reviews [P], vol 31, issue 1, Taylor & Francis Inc, Philadelphia USA, pp. 60-83.

Poskitt, D., Skeels, C.L., 2009, Assessing the magnitude of the concentration parameter in a simultaneous equations model, Econometrics Journal [P], vol 12, issue 1, Wiley-Blackwell Publishinig Ltd., United Kingdom, pp. 26-44.

Poskitt, D., Skeels, C.L., 2008, Conceptual frameworks and experimental design in simultaneous equations, Economics Letters, vol 100, issue 1, Elsevier BV, North-Holland, Netherlands, pp. 138-142.

Poskitt, D., 2008, On the selection of irregular, misspecified regression models: A comment on folklore, Journal of the Japan Statistical Society [P], vol 38, issue 1, Nihon Tokei Gakkai, Tokyo Japan, pp. 75-86.

Gay, R., Poskitt, D., 2008, Optimal semiparametric inference for the tail index based on ratios of the largest extremes, Australian & New Zealand Journal of Statistics, vol 50, issue 4, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 361-380.

Poskitt, D., 2008, Properties of the sieve bootstrap for fractionally integrated and non-invertible processes, Journal of Time Series Analysis, vol 29, issue 2, Wiley-Blackwell Publishing Ltd, UK, pp. 224-250.

Poskitt, D., Skeels, C.L., 2007, Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small, Journal of Econometrics, vol 139, issue 1, Elsevier BV, North-Holland, Netherlands, pp. 217-236.

Poskitt, D., 2007, Autoregressive approximation in nonstandard situations: The fractionally integrated and non-invertible cases, Annals of the Institute of Statistical Mathematics, vol 59, issue 4, Springer, Germany, pp. 697-725.

Poskitt, D.S., 2006, On the identification and estimation of nonstationary and cointegrated ARMAX systems, Econometric Theory, vol 22, issue 6, Cambridge University Press, UK, pp. 1138-1175.

Poskitt, D.S., 2005, A note on the specification and estimation of ARMAX systems, Journal of Time Series Analysis, vol 26, issue 2, Blackwell Publishing Ltd, UK, pp. 157-183.

Poskitt, D.S., Zhang, J., 2005, Estimating components in finite mixtures and hidden Markov models, Australian and New Zealand Journal of Statistics, vol 47, issue 3, Blackwell Science Ltd, Australia, pp. 269-286.

Harris, D.C., Poskitt, D.S., 2004, Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion, Econometrics Journal, vol 7, issue 1, Blackwell Publishing Ltd, UK, pp. 191-217.

Poskitt, D., 2003, On the specification of cointegrated autoregressive moving-average forecasting systems, International Journal of Forecasting, vol 19, issue 3, Elsevier BV, North-Holland, Netherlands, pp. 503-519.

Hall, P., Poskitt, D., Presnell, B., 2001, A functional data-analytic approach to signal discrimination, Technometrics, vol 43, issue 1, American Statistical Association, USA, pp. 1-9.

Poskitt, D., 2000, Strongly consistent determination of cointegrating rank via canonical correlations, Journal of Business and Economic Statistics, vol 18, issue 1, American Statistical Association, USA, pp. 77-90.

Conference Proceedings

Poskitt, D.S., 2006, Properties of the sieve bootstrap for fractionally integrated and non-invertible processes, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society, 04 July to 07 July 2006, The Econometric Society, http://esam06.anu.edu.au, pp. 1-27.

Grose, S.D., Poskitt, D.S., 2006, The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society, 04 July 2006 to 07 July 2006, The Econometric Society, http://esam06.anu.edu.au, pp. 1-34.

Athanasopoulos, G., Poskitt, D.S., Vahid, F., 2006, Two canonical VARMA forms: Scalar component models versus Echelon form, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society, 04 July 2006 to 07 July 2006, The Econometric Society, http://esam06.anu.edu.au, pp. 1-25.

Poskitt, D.S., 2005, Properties of the sieve bootstrap for non-invertible and fractionally integrated processes, Proceedings of the 9th World Congress of the Econometric Society, 19 August 2005 to 24 August 2005, Econometric Society, New York NY USA, pp. 1-27.

Poskitt, D.S., Skeels, C.L., 2005, Small concentration asymptotics and instrumental variables inference, Proceedings of the 9th World Congress of the Econometric Society, 19 August 2005 to 24 August 2005, Econometric Society, New York NY USA, pp. 1-29.

Postgraduate Research Supervisions

Current Supervision

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Consistent estimation of panel data models with multifactor structures under short time dimension situations.

Supervisors:

Poskitt, D (Main).

Program of Study:

(MASTER'S BY RESEARCH).

Thesis Title:

Density forecasting using a functional data approach.

Supervisors:

Hyndman, R (Main), Poskitt, D (Associate).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Discrete choice models and applications on Australia data.

Supervisors:

Poskitt, D (Joint), Zhao, X (Joint-co).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Forecasting of life tables and life expectancy: a functional data approach.

Supervisors:

Hyndman, R (Main), Poskitt, D (Associate).

Program of Study:

(MASTER'S BY RESEARCH).

Thesis Title:

Issues of misspecification in long memory models.

Supervisors:

Martin, G (Joint), Poskitt, D (Joint-co).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

On the identification of binary response models for panel data.

Supervisors:

Poskitt, D (Main).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Self assessed health: an analysis of the influence of question wording and response options.

Supervisors:

Poskitt, D (Main), Harris, M (Associate), Lorgelly, P (Associate).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Singular spectrum analysis for times series forecasting.

Supervisors:

Hyndman, R (Joint), Poskitt, D (Joint-co).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

VARMA models and macroeconomic modelling: some new methodology and algorithms.

Supervisors:

Vahid-Araghi, F (Main), Anderson, H (Associate), Athanasopoulos, G (Associate), Poskitt, D (Associate).

Completed Supervision

Student:

Arivalzahan, S.

Program of Study:

Discrimination and classification in functional data analysis. (PHD) 2007.

Supervisors:

Hyndman, R (Joint), Poskitt, D (Joint-Co).

Student:

Athanasopoulos, G.

Program of Study:

Essays on alternative methods of identification and estimation of vector autoregressive moving average models. (PHD) 2005.

Supervisors:

Poskitt, D (Joint-Co).

Student:

Khandakar, Y.

Program of Study:

Automatic ARIMA forecasting. (PHD) 2009.

Supervisors:

Hyndman, R (Main), Poskitt, D (Associate).

Student:

Shang, H.

Program of Study:

Visualizing and forecasting functional time series. (PHD) 2010.

Supervisors:

Hyndman, R (Main), Poskitt, D (Associate).

Student:

Yasmeen, F.

Program of Study:

Functional linear models for mortality forecasting. (PHD) 2010.

Supervisors:

Hyndman, R (Main), Poskitt, D (Associate).