Benedikt M Pötscher : Citation Profile


Are you Benedikt M Pötscher?

Universität Wien

9

H index

9

i10 index

404

Citations

RESEARCH PRODUCTION:

36

Articles

29

Papers

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 11
   Journals where Benedikt M Pötscher has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 23 (5.39 %)

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   Permalink: http://citec.repec.org/ppt1
   Updated: 2019-06-16    RAS profile: 2019-01-18    
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Relations with other researchers


Works with:

Leeb, Hannes (2)

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 (28)

Prucha, Ingmar (14)

Hendry, David (13)

Wan, Alan (12)

Andrews, Donald (12)

Hansen, Bruce (11)

Liu, Chu-An (10)

Hassler, Uwe (9)

Kock, Anders (9)

Phillips, Peter (8)

Su, Liangjun (6)

Cites to:

Leeb, Hannes (46)

Vogelsang, Timothy (14)

Kiefer, Nicholas (12)

Andrews, Donald (9)

Wang, Hansheng (7)

Fan, Jianqing (7)

White, Halbert (5)

Bunzel, Helle (5)

West, Kenneth (4)

Guggenberger, Patrik (4)

Prucha, Ingmar (3)

Main data


Where Benedikt M Pötscher has published?


Journals with more than one article published# docs
Econometric Theory18
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, Germany19
Econometrics / University Library of Munich, Germany2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Benedikt M Pötscher (2018 and 2017)


YearTitle of citing document
2018Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2017Quantile 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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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Patton, Andrew J ; Chen, Rui ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1707.05108.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings. (2017). Luo, YE ; Spindler, Martin. In: Papers. RePEc:arx:papers:1801.00364.

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2018Should We Adjust for the Test for Pre-trends in Difference-in-Difference Designs?. (2018). Roth, Jonathan. In: Papers. RePEc:arx:papers:1804.01208.

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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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2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

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2018How to avoid the zero-power trap in testing for correlation. (2018). Preinerstorfer, David. In: Papers. RePEc:arx:papers:1812.10752.

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

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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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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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2017Outcome†adaptive lasso: Variable selection for causal inference. (2017). Shortreed, Susan M ; Ertefaie, Ashkan. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1111-1122.

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2018Covariate selection with group lasso and doubly robust estimation of causal effects. (2018). Koch, Brandon ; Wolfson, Julian ; Vock, David M. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:8-17.

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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). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013.

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2017Inference for biased transformation models. (2017). ZHU, LI XING ; Wang, Tao ; Zhao, Junlong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:105-120.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017Asymptotic F and t tests in an efficient GMM setting. (2017). Sun, Yixiao ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:277-295.

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2017Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Nonparametric estimation and inference under shape restrictions. (2017). Lee, Sokbae (Simon) ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:108-126.

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2018Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

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2018Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

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2018A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

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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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2017Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. (2017). Pigini, Claudia ; Bartolucci, Francesco ; Bacci, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:112-131.

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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2017Hypothesis tests for large density matrices of quantum systems based on Pauli measurements. (2017). Kim, Donggyu ; Wang, Yazhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:31-51.

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2017What led to the establishment of a rail-oriented city? Determinants of urban rail supply in Tokyo, Japan, 1950–2010. (2017). Abe, Ryosuke ; Kato, Hironori. In: Transport Policy. RePEc:eee:trapol:v:58:y:2017:i:c:p:72-79.

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2017Weighted-average least squares estimation of generalized linear models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:1711.

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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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2017Confidence bands for coefficients in high dimensional linear models with error-in-variables. (2017). Chernozhukov, Victor ; Kaul, Abhishek ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:22/17.

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2018Using penalized likelihood to select parameters in a random coefficients multinomial logit model. (2018). Horowitz, Joel L ; Nesheim, Lars. In: CeMMAP working papers. RePEc:ifs:cemmap:29/18.

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2018High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18.

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2018A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Students Skills. (2018). Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp11547.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Knaus, Michael C ; Strittmatter, Anthony ; Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

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2018Asymptotic post-selection inference for the Akaike information criterion. (2018). Charkhi, Ali ; Claeskens, Gerda. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:645-664..

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2017A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. (2017). mur, jesus ; Herrera, Marcos ; Ruiz-Marin, Manuel . In: Working Papers. RePEc:slt:wpaper:18.

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2017On the impact of model selection on predictor identification and parameter inference. (2017). Pfeiffer, Ruth M ; Carroll, Raymond J ; Redd, Andrew . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-016-0690-2.

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2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market. (2017). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1145-x.

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2017Variable selection in discrete survival models including heterogeneity. (2017). Groll, Andreas ; Tutz, Gerhard. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:23:y:2017:i:2:d:10.1007_s10985-016-9359-y.

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2017Weighted-Average Least Squares Estimation of Generalized Linear Models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170029.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Knaus, Michael ; Ch, Anthony Strittmatterunisg ; Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17.

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2018Targeted undersmoothing. (2018). Kozbur, Damian ; Hansen, Christian ; Misra, Sanjog. In: ECON - Working Papers. RePEc:zur:econwp:282.

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2018Testing-Based Forward Model Selection. (2018). Kozbur, Damian. In: ECON - Working Papers. RePEc:zur:econwp:283.

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2018Inference in additively separable models with a high-dimensional set of conditioning variables. (2018). Kozbur, Damian. In: ECON - Working Papers. RePEc:zur:econwp:284.

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Works by Benedikt M Pötscher:


YearTitleTypeCited
1990ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES In: Journal of Time Series Analysis.
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1988DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS In: Journal of Time Series Analysis.
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article0
1995Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila In: Econometric Theory.
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article0
2001THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES In: Econometric Theory.
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article1
2003THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS In: Econometric Theory.
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article36
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.
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article127
2006PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS In: Econometric Theory.
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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. P tscher In: Econometric Theory.
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article0
2008GUEST EDITORS EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS In: Econometric Theory.
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article5
2008CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? In: Econometric Theory.
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article36
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 In: Econometric Theory.
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2013ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES In: Econometric Theory.
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2011On the Order of Magnitude of Sums of Negative Powers of Integrated Processes.(2011) In: MPRA Paper.
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2016ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article3
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.
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article2
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.
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1989Pseudo Orthogonality and Granger Causality in Dynamic Data In: Econometric Theory.
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1990Comment In: Econometric Theory.
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1991Effects of Model Selection on Inference In: Econometric Theory.
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article38
1991Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models In: Econometric Theory.
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article3
1993Efficiency of Maximum Likelihood In: Econometric Theory.
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article0
1987A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process In: Working Papers.
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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.
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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.
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article8
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.
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article0
2004Modeling of time series arrays by multistep prediction or likelihood methods In: Journal of Econometrics.
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article5
2018Controlling the size of autocorrelation robust tests In: Journal of Econometrics.
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article0
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.
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article14
1994Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure In: Journal of Econometrics.
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article7
1995Comment on Adaptive estimation in time series regression models by D.G. Steigerwald In: Journal of Econometrics.
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article0
2009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding In: Journal of Multivariate Analysis.
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article18
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.
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article1
1989Convergence results for maximum likelihood type estimators in multivariable ARMA models II 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.
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2009Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference In: MPRA Paper.
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2010Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators In: MPRA Paper.
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2011Distributional results for thresholding estimators in high-dimensional Gaussian regression models In: MPRA Paper.
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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.
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2007On the distribution of the adaptive LASSO estimator In: MPRA Paper.
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2006The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation In: MPRA Paper.
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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.
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1999Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures In: Empirical Economics.
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article18
1984The uniqueness of the transfer function of linear systems from input-output observations In: Metrika: International Journal for Theoretical and Applied Statistics.
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1985The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model In: Metrika: International Journal for Theoretical and Applied Statistics.
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1992Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
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1999Basic Elements of Asymptotic Theory In: Electronic Working Papers.
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2001Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem In: Vienna Economics Papers.
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1999The variance of an integrated process need not diverge to infinity In: Econometrics.
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