Benedikt M Pötscher : Citation Profile

Are you Benedikt M Pötscher?

Universität Wien

10

H index

10

i10 index

511

Citations

RESEARCH PRODUCTION:

32

Articles

31

Papers

RESEARCH ACTIVITY:

   36 years (1984 - 2020). See details.
   Cites by year: 14
   Journals where Benedikt M Pötscher has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 25 (4.66 %)

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   Permalink: http://citec.repec.org/ppt1
   Updated: 2020-10-17    RAS profile: 2020-06-09    
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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 Benedikt M Pötscher.

Is cited by:

Chernozhukov, Victor (39)

Hendry, David (15)

Prucha, Ingmar (13)

Liu, Chu-An (12)

Andrews, Donald (12)

Magnus, Jan (12)

Wan, Alan (12)

Hansen, Bruce (12)

Kock, Anders (12)

Phillips, Peter (10)

Hassler, Uwe (9)

Cites to:

Leeb, Hannes (46)

Vogelsang, Timothy (14)

Kiefer, Nicholas (12)

Flachaire, Emmanuel (11)

Andrews, Donald (9)

Schneider, Ulrike (7)

Fan, Jianqing (7)

Phillips, Peter (7)

Wang, Hansheng (7)

White, Halbert (7)

Bunzel, Helle (5)

Main data

Where Benedikt M Pötscher has published?

Journals with more than one article published# docs
Econometric Theory13
Journal of Econometrics7
Metrika: International Journal for Theoretical and Applied Statistics3
Journal of Multivariate Analysis3
Econometrica2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany20
Econometrics / University Library of Munich, Germany2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Benedikt M Pötscher (2020 and 2019)

YearTitle of citing document
2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Genetically Modified Rootworm-Resistant Corn, Risk, and Weather: Evidence from High Dimensional Methods. (2020). Rejesus, Roderick ; Goodwin, Barry K ; Aglasan, Serkan. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:305181.

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2019Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1607.00286.

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2019Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2019A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Students Skills. (2019). Knaus, Michael. In: Papers. RePEc:arx:papers:1805.10300.

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2019Shrinkage for Categorical Regressors. (2019). Mareckova, Jana ; Heiler, Phillip. In: Papers. RePEc:arx:papers:1901.01898.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2019Heterogeneous Endogenous Effects in Networks. (2019). Peng, Sida. In: Papers. RePEc:arx:papers:1908.00663.

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2019The Ridge Path Estimator for Linear Instrumental Variables. (2019). Sowell, Fallaw ; Sengupta, Nandana. In: Papers. RePEc:arx:papers:1908.09237.

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2019Adjusted QMLE for the spatial autoregressive parameter. (2019). Hillier, Grant ; Martellosio, Federico. In: Papers. RePEc:arx:papers:1909.08141.

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2020Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2019Inference after lasso model selection. (2019). Drukker, David. In: 2019 Stata Conference. RePEc:boc:scon19:3.

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2020Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2020). Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8137.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2019Estimation of Weak Factor Models. (2019). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053.

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2020Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053r.

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2020Inference in Weak Factor Models. (2020). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1080.

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2020The LASSO on latent indices for regression modeling with ordinal categorical predictors. (2020). Welsh, A H ; Muller, Samuel ; Francis, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:149:y:2020:i:c:s0167947320300426.

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2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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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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2019Dynamic semiparametric models for expected shortfall (and Value-at-Risk). (2019). Ziegel, Johanna F ; Patton, Andrew J ; Chen, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:388-413.

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2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

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2019Smoothed GMM for quantile models. (2019). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

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2019Panel data quantile regression with grouped fixed effects. (2019). Volgushev, Stanislav. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:68-91.

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2020Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Inference for high-dimensional instrumental variables regression. (2020). Lederer, Johannes ; Gold, David ; Tao, Jing. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:79-111.

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2020Asymptotic F tests under possibly weak identification. (2020). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:140-177.

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2019Option prices and implied volatility in the crude oil market. (2019). Lorentzen, Sindre ; Soini, Vesa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539.

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2020Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses. (2020). Pauly, Markus ; Zimmermann, Georg ; Bathke, Arne C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19301666.

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2019On Using the t -Ratio as a Diagnostic. (2019). Magnus, Jan R. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:24-:d:235466.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples. (2020). Sowell, Fallaw ; Sengupta, Nandana. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:39-:d:422323.

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2019On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study. (2019). Sun, Yiguo ; Xiao, Hui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:109-:d:243056.

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2019Inference on Winners. (2019). McCloskey, Adam ; Kitagawa, Toru ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:25456.

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2019On Testing Continuity and the Detection of Failures. (2019). Peng, Sida ; Backus, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:26016.

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2019Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2019). Wüthrich, Kaspar ; Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: NBER Working Papers. RePEc:nbr:nberwo:26562.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

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2019On Hodges’ superefficiency and merits of oracle property in model selection. (2019). Zhou, Xian ; Wu, Xianyi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0670-0.

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2020Strong model dependence in statistical analysis: goodness of fit is not enough for model choice. (2020). Eguchi, Shinto ; Copas, John . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:2:d:10.1007_s10463-018-0691-8.

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2019Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap. (2019). Scrucca, Luca ; Murphy, Thomas Brendan ; Ohagan, Adrian ; Gormley, Isobel Claire. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00897-9.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013.

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2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Liao, Zhipeng ; Shi, Xiaoxia. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

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2019Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves. (2019). Phillips, Peter ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-153.

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2019The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

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Works by Benedikt M Pötscher:

YearTitleTypeCited
2020How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? In: Papers.
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2020How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?.(2020) In: MPRA Paper.
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2019Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin In: Biometrics.
[Full Text][Citation analysis]		article0
1990ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
1988DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1995Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions†by P. Kabaila In: Econometric Theory.
[Full Text][Citation analysis]		article0
2001THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article1
2003THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article38
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations.(2000) In: Econometrics.
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2005MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory.
[Full Text][Citation analysis]		article164
2006PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS In: Econometric Theory.
[Full Text][Citation analysis]		article6
2003Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results.(2003) In: Vienna Economics Papers.
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2007THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher In: Econometric Theory.
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2008CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? In: Econometric Theory.
[Full Text][Citation analysis]		article57
2003Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?.(2003) In: Cowles Foundation Discussion Papers.
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2005Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?.(2005) In: MPRA Paper.
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2008CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results†In: Econometric Theory.
[Full Text][Citation analysis]		article0
2016ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2013On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests.(2013) In: MPRA Paper.
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2017ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX In: Econometric Theory.
[Full Text][Citation analysis]		article3
2014On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.(2014) In: MPRA Paper.
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1988Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 In: Econometric Theory.
[Full Text][Citation analysis]		article0
1991Effects of Model Selection on Inference In: Econometric Theory.
[Full Text][Citation analysis]		article38
1991Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models In: Econometric Theory.
[Full Text][Citation analysis]		article3
1987A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process In: Working Papers.
[Citation analysis]		paper21
1989A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes..(1989) In: Econometrica.
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2007Sparse Estimators and the Oracle Property, or the Return of Hodges Estimator In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper48
2008Sparse estimators and the oracle property, or the return of Hodges estimator.(2008) In: Journal of Econometrics.
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2002Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parame In: Econometrica.
[Citation analysis]		article11
1999Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet.(1999) In: Vienna Economics Papers.
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2004Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2004Modeling of time series arrays by multistep prediction or likelihood methods In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2018Controlling the size of autocorrelation robust tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2016Controlling the Size of Autocorrelation Robust Tests.(2016) In: MPRA Paper.
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1986A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
1994Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1995Comment on Adaptive estimation in time series regression models by D.G. Steigerwald In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article26
2007On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding..(2007) In: MPRA Paper.
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1987Convergence results for maximum likelihood type estimators in multivariable ARMA models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
1989Convergence results for maximum likelihood type estimators in multivariable ARMA models II.(1989) In: Journal of Multivariate Analysis.
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1994On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1
2009Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011On the Order of Magnitude of Sums of Negative Powers of Integrated Processes In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Distributional results for thresholding estimators in high-dimensional Gaussian regression models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values In: MPRA Paper.
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2014On various confidence intervals post-model-selection In: MPRA Paper.
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2014On various confidence intervals post-model-selection.(2014) In: MPRA Paper.
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2007Confidence Sets Based on Sparse Estimators Are Necessarily Large In: MPRA Paper.
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2014Valid confidence intervals for post-model-selection predictors In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007On the distribution of the adaptive LASSO estimator In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2006The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2017Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing In: MPRA Paper.
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2008Confidence sets based on penalized maximum likelihood estimators In: MPRA Paper.
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2018Comment on Model Confidence Bounds for Variable Selection by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin In: MPRA Paper.
[Full Text][Citation analysis]		paper0
1999Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures In: Empirical Economics.
[Full Text][Citation analysis]		article22
1984The uniqueness of the transfer function of linear systems from input-output observations In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
1985The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article1
1992Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
1999Basic Elements of Asymptotic Theory In: Electronic Working Papers.
[Full Text][Citation analysis]		paper3
2001Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem In: Vienna Economics Papers.
[Full Text][Citation analysis]		paper1
1999The variance of an integrated process need not diverge to infinity In: Econometrics.
[Full Text][Citation analysis]		paper3

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