Werner Ploberger : Citation Profile


Are you Werner Ploberger?

Washington University in St. Louis

12

H index

14

i10 index

2211

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 78
   Journals where Werner Ploberger has often published
   Relations with other researchers
   Recent citing documents: 238.    Total self citations: 13 (0.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppl16
   Updated: 2020-05-16    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 (70)

Phillips, Peter (63)

Pesaran, M (50)

GUPTA, RANGAN (36)

Balcilar, Mehmet (34)

Zeileis, Achim (27)

Deng, Ai (23)

Miller, Stephen (23)

Olmo, Jose (20)

Mohaddes, Kamiar (19)

Pouliot, William (18)

Cites to:

Phillips, Peter (31)

Andrews, Donald (20)

Krämer, Walter (6)

Park, Joon (5)

Sims, Christopher (4)

Xiao, Zhijie (4)

McAleer, Michael (4)

Shephard, Neil (3)

Davies, Robert (3)

Perron, Pierre (3)

King, Maxwell (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
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36.

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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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2019Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2019). Thompson, Henry ; Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-01.

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2019Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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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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2019Specification Tests for the Propensity Score. (2019). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

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2020Nonparametric 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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2020Generalized 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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2020On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2019Inference on Functionals under First Order Degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1901.04861.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

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2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982.

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2020Econometric issues with Laubach and Williams estimates of the natural rate of interest. (2020). Buncic, Daniel. In: Papers. RePEc:arx:papers:2002.11583.

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2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

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

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2019Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis. (2019). Cárdenas Hurtado, Camilo ; Hernandez-Montes, Maria Alejandra ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1063.

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2019The Global Financial Cycle and US Monetary Policy in an Interconnected World. (2019). Galesi, Alessandro ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:744.

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2019VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083.

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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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2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

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2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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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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2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:994.

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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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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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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). Walsh, Graeme ; Rice, Jonathan ; 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). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. 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 ; Amengual, Dante ; Carrasco, Marine. 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). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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

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2017Latent Variable Nonparametric Cointegrating Regression. (2017). , Peter ; PEter, ; Lieberman, Offer. 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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2019Model checking for regressions: An approach bridging between local smoothing and global smoothing methods. (2019). Chiu, Sung Nok ; Li, Lingzhu ; Zhu, Lixing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:64-82.

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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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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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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). Phillips, Peter ; GAO, Jiti ; PEter, ; Cheng, Tingting. 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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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2019Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Shen, Shu ; Hsu, Yu-Chin. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2019Specification tests for the propensity score. (2019). Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:379-404.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (2019). Kuersteiner, Guido M. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:243-261.

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2019On the transfer of technology from universities: The impact of the Bayh–Dole Act of 1980 on the institutionalization of university research. (2019). van Hasselt, Martijn ; Link, Albert. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:472-481.

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2019Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.

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2020On double-boundary non-crossing probability for a class of compound processes with applications. (2020). Tan, Senren ; Kaishev, Vladimir K ; Ignatov, Zvetan G ; Dimitrova, Dimitrina S. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:602-613.

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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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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:12-19.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships. (2019). Haug, Alfred ; Ucal, Meltem. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:297-307.

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2019Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019.

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2019OPEC behavior: The volume of oil reserves announced. (2019). Meibodi, Ali Emami ; Araghi, Ebrahim Siami ; Behrouzifar, Morteza . In: Energy Policy. RePEc:eee:enepol:v:127:y:2019:i:c:p:500-522.

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2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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2019Out-of-sample equity premium prediction in the presence of structural breaks. (2019). Yin, Anwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304745.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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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 ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. 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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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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article54
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: 54
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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article40
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1221
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: 1221
article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper132
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 132
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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paper5
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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paper8
2012Optimal estimation under nonstandard conditions.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
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]
article79
1992The CUSUM Test with OLS Residuals. In: Econometrica.
[Full Text][Citation analysis]
article197
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]
article146
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 146
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]
article143
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]
article24
1999Consequences of fractionally integrated regressors In: Technical Reports.
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paper0

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