Werner Ploberger : Citation Profile


Are you Werner Ploberger?

Washington University in St. Louis

12

H index

14

i10 index

2061

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 73
   Journals where Werner Ploberger has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 13 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl16
   Updated: 2018-12-08    RAS profile: 2015-02-20    
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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 (69)

Phillips, Peter (61)

Pesaran, M (50)

GUPTA, RANGAN (35)

Balcilar, Mehmet (34)

Zeileis, Achim (27)

Deng, Ai (23)

Miller, Stephen (22)

Mohaddes, Kamiar (19)

Kurozumi, Eiji (18)

Pouliot, William (18)

Cites to:

Phillips, Peter (31)

Andrews, Donald (20)

Krämer, Walter (6)

Park, Joon (5)

Xiao, Zhijie (4)

Sims, Christopher (4)

McAleer, Michael (4)

Davies, Robert (3)

Shephard, Neil (3)

Hansen, Bruce (3)

Perron, Pierre (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
2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2018). Zhang, Shuwei ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-04.

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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices. (2018). Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-05.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018Generalized Random Forests. (2018). 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). Sant'Anna, 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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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2018Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018On LASSO for Predictive Regression. (2018). Hyung, JI ; Gao, Zhan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1810.03140.

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2018The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822.

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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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2017Likelihood ratio tests for a dose-response effect using multiple nonlinear regression models. (2017). Gutjahr, Georg ; Bornkamp, Bjorn. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:1:p:197-205.

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2017System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. (2017). Li, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:1-24.

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2017Financial Depth and the Asymmetric Impact of Monetary Policy. (2017). Caglayan, Mustafa ; Mouratidis, Kostas ; Kocaaslan, Ozge Kandemir . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1195-1218.

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2017Extracting and analyzing the warming trend in global and hemispheric temperatures. (2017). Perron, Pierre ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-008.

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2017Characterizing and attributing the warming trend in sea and land surface temperatures. (2017). Perron, Pierre ; Martins, Luis ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-009.

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2017Continuous Record Asymptotics for Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-010.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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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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2018A New Approach for Detecting Shifts in Forecast Accuracy. (2018). Chiu, Ching-Wai ; Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/24.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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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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2017Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?. (2017). Ghysels, Eric ; Liu, Hanwei . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12180.

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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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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2017Hybrid Stochastic Local Unit Roots. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113.

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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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2018Inequality and relative saving rates at the top. (2018). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Paper Series. RePEc:ecb:ecbwps:20182204.

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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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2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Rudkin, Simon ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10.

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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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2018A simple test on structural change in long-memory time series. (2018). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94.

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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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2018Testing for jumps and jump intensity path dependence. (2018). Corradi, Valentina ; Swanson, Norman R ; Silvapulle, Mervyn J. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:248-267.

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2018A frequentist approach to Bayesian asymptotics. (2018). Cheng, Tingting ; PEter, ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:359-378.

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2018Nonparametric tests for conditional symmetry. (2018). Delgado, Miguel A ; Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:447-471.

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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 ; Cao, Shuo ; Byrne, Joseph. 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). Stefanova, Denitsa ; Siegmann, Arjen. 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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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2017Fair weather or foul? The macroeconomic effects of El Niño. (2017). Raissi, Mehdi ; Mohaddes, Kamiar ; 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). Williams, John ; Laubach, Thomas ; Holston, Kathryn. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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2018Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Nguyen, Anh ; 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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2018Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635.

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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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2018Debt and growth: Is there a constant tipping point?. (2018). Yang, Lixiong ; Su, Jen-Je. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:133-143.

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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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2018Stock return predictability and model instability: Evidence from mainland China and Hong Kong. (2018). Hong, Hui ; Ryan, James ; Obrien, Fergal ; Chen, Naiwei. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:132-142.

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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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2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method. (2018). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Huseyin. In: Renewable Energy. RePEc:eee:renene:v:126:y:2018:i:c:p:594-604.

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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 Institute Working Papers. 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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2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018IMPACT OF CLIMATE DYNAMICS ON CYCLICAL PROPERTIES OF WINE PRODUCTION IN DOURO REGION USING A TIME-FREQUENCY APPROACH. (2018). Cunha, Mario ; Richter, Christian. In: Working Papers. RePEc:guc:wpaper:47.

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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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2018Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2018). Kang, Byunghoon . In: Working Papers. RePEc:lan:wpaper:240829404.

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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). Turner, Philip ; Chadha, Jagjit ; Zampolli, Fabrizio . In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:476.

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2018Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

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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). Shahzad, Syed Jawad Hussain ; 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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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2018). Kim, Hyeongwoo ; Zhang, Shuwei. In: MPRA Paper. RePEc:pra:mprapa:89326.

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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices. (2018). Kim, Hyeongwoo ; Lin, Ying. In: MPRA Paper. RePEc:pra:mprapa:89345.

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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 ; Loganathan, Nanthakumar ; Zavadskas, Edmundas Kazimieras ; Golam, Asan Ali ; Streimikiene, Dalia ; Ismail, Suraya. 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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2018A robust adaptive-to-model enhancement test for parametric single-index models. (2018). Niu, Cuizhen ; Zhu, Lixing. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0626-9.

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2017Long waves in prices: new evidence from wavelet analysis. (2017). Semmler, Willi ; Gallegati, Marco ; 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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More than 100 citations found, this list is not complete...

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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article52
1992Posterior Odds Testing for a Unit Root with Data-Based Model Selection.(1992) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 52
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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article36
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1131
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: 1131
article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper125
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 125
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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paper0
1998Rissanens Theorem and Econometric Time Series In: Cowles Foundation Discussion Papers.
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paper3
1999Empirical Limits for Time Series Econometric Models In: Cowles Foundation Discussion Papers.
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paper28
2003Empirical Limits for Time Series Econometric Models.(2003) In: Econometrica.
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This paper has another version. Agregated cites: 28
article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
1991Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
1988Testing for Structural Change in Dynamic Models. In: Econometrica.
[Full Text][Citation analysis]
article74
1992The CUSUM Test with OLS Residuals. In: Econometrica.
[Full Text][Citation analysis]
article186
1996An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica.
[Full Text][Citation analysis]
article68
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]
article133
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 133
paper
2004On the inadmissibility of classical tests in unit-root-type situations In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
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.
[Full Text][Citation analysis]
article10
1989A new test for structural stability in the linear regression model In: Journal of Econometrics.
[Full Text][Citation analysis]
article136
1996A trend-resistant test for structural change based on OLS residuals In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
1987A modification of the CUSUM test in the linear regression model with lagged dependent variables In: Hannover Economic Papers (HEP).
[Citation analysis]
paper4
1989A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables..(1989) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 4
article
2013Rate-optimal tests for jumps in diffusion processes In: Statistical Papers.
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article1
2014Detecting fuzzy periodic patterns in futures spreads In: Statistical Papers.
[Full Text][Citation analysis]
article0
1995Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2014Optimal Test for Markov Switching Parameters In: Econometrica.
[Full Text][Citation analysis]
article15
1999Consequences of fractionally integrated regressors In: Technical Reports.
[Full Text][Citation analysis]
paper0

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