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Werner Ploberger : Citation Profile


Are you Werner Ploberger?

Washington University in St. Louis

12

H index

13

i10 index

1930

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 68
   Journals where Werner Ploberger has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 13 (0.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl16
   Updated: 2018-02-17    RAS profile: 2015-02-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Werner Ploberger.

Is cited by:

Perron, Pierre (62)

Phillips, Peter (58)

Pesaran, M (50)

Balcilar, Mehmet (34)

GUPTA, RANGAN (34)

Zeileis, Achim (23)

Deng, Ai (23)

Miller, Stephen (21)

Mohaddes, Kamiar (19)

Pouliot, William (18)

Kurozumi, Eiji (18)

Cites to:

Phillips, Peter (31)

Andrews, Donald (20)

Krämer, Walter (6)

Park, Joon (5)

McAleer, Michael (4)

Sims, Christopher (4)

Xiao, Zhijie (4)

King, Maxwell (3)

Hansen, Bruce (3)

Davies, Robert (3)

Barndorff-Nielsen, Ole (3)

Main data


Where Werner Ploberger has published?


Journals with more than one article published# docs
Econometrica6
Journal of Econometrics5
Econometric Theory4
Statistical Papers2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11

Recent works citing Werner Ploberger (2018 and 2017)


YearTitle of citing document
2017Generalized Random Forests. (2017). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie . In: Papers. RePEc:arx:papers:1610.01271.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). , Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). Rice, Jonathan ; Walsh, Graeme ; O'Grady, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

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2017Carbon Dioxide Emissions and Economic Growth: An Assessment based on Production and Consumption Emission Inventories. (2017). Tomberger, Patrick ; Oberdabernig, Doris ; Francois, Joseph ; Fernández-Amador, Octavio ; Fernandez-Amador, Octavio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11841.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2017Latent Variable Nonparametric Cointegrating Regression. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013.

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2017The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Salha, Angelic ; Azar, Samih Antoine . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-05.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Missing money found causing Australias inflation. (2017). Makin, Anthony ; Ratnasiri, Shyama ; Robson, Alex . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:156-162.

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2017Carbon Dioxide Emissions and Economic Growth: An Assessment Based on Production and Consumption Emission Inventories. (2017). Oberdabernig, Doris ; Francois, Joseph ; Fernández-Amador, Octavio ; Tomberger, Patrick ; Fernandez-Amador, Octavio . In: Ecological Economics. RePEc:eee:ecolec:v:135:y:2017:i:c:p:269-279.

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2017Is MORE LESS? The role of data augmentation in testing for structural breaks. (2017). Rao, Yao ; McCabe, Brendan. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:131-134.

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2017A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Byrne, Joseph ; Cao, Shuo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Siegmann, Arjen ; Stefanova, Denitsa . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Fair weather or foul? The macroeconomic effects of El Niño. (2017). Mohaddes, Kamiar ; Raissi, Mehdi ; Cashin, Paul . In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:37-54.

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2017Measuring the natural rate of interest: International trends and determinants. (2017). Holston, Kathryn ; Williams, John C ; Laubach, Thomas . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Unsal, Filiz D ; Dridi, Jemma. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:71-84.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2017The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

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2017The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186.

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2017Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

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2017Tax measures and household financial behaviour: Evidence from France. (2017). Schalck, Christophe . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:127-135.

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2017Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach. (2017). Hsieh, Chih-Sheng ; Lee, Lung-Fei ; Han, Xiaoyi . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:97-120.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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2018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches. (2018). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Working Papers. RePEc:emu:wpaper:15-35.pdf.

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2017.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

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2017Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2018Predictability of Euro Area Revisions. (2018). Glass, Katharina. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201801.

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2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; Teräsvirta, Timo ; Gonzalez, Andres. In: SSE/EFI Working Paper Series in Economics and Finance. RePEc:hhs:hastef:0604.

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2017Power Properties of the Modified CUSUM Tests. (2017). Jiang, Peiyun ; Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-05.

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2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

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2017Is technology still a major driver of health expenditure in the United States? Evidence from cointegration analysis with multiple structural breaks. (2017). Ketenci, Natalya. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:17:y:2017:i:1:d:10.1007_s10754-016-9196-2.

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2017TESTING GARCH-X TYPE MODELS. (2017). Pedersen, Rasmus Sondergaard ; Rahbek, Anders . In: Discussion Papers. RePEc:kud:kuiedp:1715.

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2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

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2017Bayesian estimation based on summary statistics: Double asymptotics and practice. (2017). Phillips, Peter ; GAO, Jiti ; Cb, Peter ; Cheng, Tingting . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-4.

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2017The interest rate effects of government debt maturity. (2017). Chadha, Jagjit ; Zampolli, Fabrizio ; Turner, Philip. In: NIESR Discussion Papers. RePEc:nsr:niesrd:476.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2017Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations. (2017). Shahbaz, Muhammad ; Haouas, Ilham ; Hussain, Syed Jawad ; Ferrer, Roman . In: MPRA Paper. RePEc:pra:mprapa:82713.

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2017On the Observational Implications of Knightian Uncertainty. (2017). Zhong, Weifeng ; Hassett, Kevin . In: MPRA Paper. RePEc:pra:mprapa:82998.

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2017The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan. (2017). Calin, Adrian Cantemir ; Khan, Khalid ; Kedong, Yin ; Khurshid, Adnan . In: Romanian Economic Journal. RePEc:rej:journl:v:20:y:2017:i:63:p:29-52.

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2017TAX REFORM, INFLATION, FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH IN MALAYSIA. (2017). Mardani, Abbas ; Zavadskas, Edmundas Kazimieras ; Golam, Asan Ali ; Streimikiene, Dalia ; Ismail, Suraya ; Loganathan, Nanthakumar . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:152-165.

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2017PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST. (2017). Wang, Kai-Hua ; Iovu, Cristina ; Ma, JI ; Chang, Hsu-Ling ; Su, Chi-Wei. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:166-181.

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2017Eğitimin Ekonomik Büyüme Üzerindeki Etkileri: PISA Katılımcıları Üzerinde Bir Uygulama (1990-2014). (2017). Yalinkaya, Omer . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170301.

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2017Determinants of Economic Growth in Emerging Countries Under Structural Breaks Consideration. (2017). Ketenci, Natalya ; Uslu, Ari Levent ; Aydoan, Ebru Tomris . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170302.

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2017Long waves in prices: new evidence from wavelet analysis. (2017). Gallegati, Marco ; Semmler, Willi ; Ramsey, James B. In: Cliometrica. RePEc:spr:cliomt:v:11:y:2017:i:1:d:10.1007_s11698-015-0137-y.

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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bekiros, Stelios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

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2017Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis. (2017). di sanzo, silvestro ; Graziano, Giovanni ; Bella, Mariano. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:2:d:10.1007_s40797-017-0056-0.

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2017The fisher relationship in Nigeria. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Balparda, Borja . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9355-9.

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2017Growth in India’s Service Sector: Implications of Structural Breaks. (2017). Chatterjee, Biswajit ; Choudhury, Purba Roy . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:1:d:10.1007_s40953-016-0045-4.

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2017Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies. (2017). Chowdhury, Kushal Banik ; Sarkar, Nityananda . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:3:d:10.1007_s40953-016-0059-y.

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2017How does inflation determine inflation uncertainty? A Chinese perspective. (2017). Su, Chi-Wei ; Li, Xiao-Lin ; Chang, Hsu-Ling ; Yu, Hui . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0341-2.

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2017Demographic structure and monetary policy effectiveness: evidence from Taiwan. (2017). Chen, Wen-Yi . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0407-1.

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2017Dating multiple change points in the correlation matrix. (2017). Galeano, Pedro ; Wied, Dominik. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

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2017Donor Compensation and the Elimination of the Organ Shortage in Spain: Evidence from Break Point Analysis. (2017). Upadhyaya, Kamal ; Mixon, Franklin G. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:6:y:2017:i:2:f:6_2_1.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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2017A near optimal test for structural breaks when forecasting under square error loss. (2017). Boot, Tom ; Pick, Andreas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170039.

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2017Semiparametric inference for non-LAN models. (2017). Zhou, BO. In: Other publications TiSEM. RePEc:tiu:tiutis:0ea4fd8a-937d-4c19-8f77-f74e3afca230.

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2017How large are fiscal multipliers in Turkey?. (2017). En, Huseyin ; Kaya, Aye . In: EconStor Preprints. RePEc:zbw:esprep:162763.

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2017Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:150.

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2017The interest rate pass-through in the low interest rate environment: Evidence from Germany. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:151.

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Works by Werner Ploberger:


YearTitleTypeCited
2010Testing for cycles in multiple time series In: Journal of Time Series Analysis.
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article1
2003An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional In: Oxford Bulletin of Economics and Statistics.
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article1
1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection In: Econometric Theory.
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article49
1992Posterior Odds Testing for a Unit Root with Data-Based Model Selection.(1992) In: Cowles Foundation Discussion Papers.
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paper
2008ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS In: Econometric Theory.
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article6
2004Admissible and Nonadmissible Test in Unit-Root-like Situations.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 6
paper
1988Comment In: Econometric Theory.
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article0
1990The Local Power of the CUSUM and CUSUM of Squares Tests In: Econometric Theory.
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article35
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1054
1994Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica.
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This paper has another version. Agregated cites: 1054
article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper121
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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article
1992Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics In: Cowles Foundation Discussion Papers.
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paper2
1993Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers.
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paper5
1994Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers.
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paper4
1996Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers.
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1998Rissanens Theorem and Econometric Time Series In: Cowles Foundation Discussion Papers.
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paper2
1999Empirical Limits for Time Series Econometric Models In: Cowles Foundation Discussion Papers.
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paper24
2003Empirical Limits for Time Series Econometric Models.(2003) In: Econometrica.
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2010Optimal Estimation under Nonstandard Conditions In: Cowles Foundation Discussion Papers.
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paper7
2012Optimal estimation under nonstandard conditions.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 7
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1991Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations In: Cowles Foundation Discussion Papers.
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paper7
1988Testing for Structural Change in Dynamic Models. In: Econometrica.
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article71
1992The CUSUM Test with OLS Residuals. In: Econometrica.
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article174
1996An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica.
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article64
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
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article123
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
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2004On the inadmissibility of classical tests in unit-root-type situations In: Econometric Society 2004 North American Winter Meetings.
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2000Empirical Limits for Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
1986On studentizing a test for structural change In: Economics Letters.
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article15
1987Mean adjustment and the CUSUM test for structural change In: Economics Letters.
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article0
2004A complete class of tests when the likelihood is locally asymptotically quadratic In: Journal of Econometrics.
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article10
1989A new test for structural stability in the linear regression model In: Journal of Econometrics.
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article130
1996A trend-resistant test for structural change based on OLS residuals In: Journal of Econometrics.
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article9
1987A modification of the CUSUM test in the linear regression model with lagged dependent variables In: Hannover Economic Papers (HEP).
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paper4
1989A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables..(1989) In: Empirical Economics.
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2013Rate-optimal tests for jumps in diffusion processes In: Statistical Papers.
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1999Consequences of fractionally integrated regressors In: Technical Reports.
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