11
H index
13
i10 index
712
Citations
Universität Wien | 11 H index 13 i10 index 712 Citations RESEARCH PRODUCTION: 35 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 15 |
Journal of Econometrics | 7 |
Journal of Multivariate Analysis | 3 |
Metrika: International Journal for Theoretical and Applied Statistics | 3 |
Econometrica | 2 |
Journal of Time Series Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 23 |
Papers / arXiv.org | 3 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Econometrics / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper |
2022 | Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings. (2017). Spindler, Martin ; Luo, YE. In: Papers. RePEc:arx:papers:1801.00364. Full description at Econpapers || Download paper |
2022 | Many Average Partial Effects: with An Application to Text Regression. (2019). CHIANG, HAROLD. In: Papers. RePEc:arx:papers:1812.09397. Full description at Econpapers || Download paper |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2021 | Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704. Full description at Econpapers || Download paper |
2021 | Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894. Full description at Econpapers || Download paper |
2021 | Evaluating Effects of Tuition Fees: Lasso for the Case of Germany. (2019). Schienle, Melanie ; Gorgen, Konstantin. In: Papers. RePEc:arx:papers:1909.08299. Full description at Econpapers || Download paper |
2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper |
2021 | Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694. Full description at Econpapers || Download paper |
2022 | Non-Identifiability in Network Autoregressions. (2020). Martellosio, Federico. In: Papers. RePEc:arx:papers:2011.11084. Full description at Econpapers || Download paper |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper |
2021 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060. Full description at Econpapers || Download paper |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
2021 | Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235. Full description at Econpapers || Download paper |
2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
2021 | Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369. Full description at Econpapers || Download paper |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper |
2022 | Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285. Full description at Econpapers || Download paper |
2022 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper |
2022 | Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281. Full description at Econpapers || Download paper |
2022 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper |
2022 | Allowing for weak identification when testing GARCH-X type models. (2022). Ketz, Philipp. In: Papers. RePEc:arx:papers:2210.11398. Full description at Econpapers || Download paper |
2022 | A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915. Full description at Econpapers || Download paper |
2022 | Unlucky Number 13? Manipulating Evidence Subject to Snooping. (2022). Hassler, Uwe ; Pohle, Marcoliver. In: International Statistical Review. RePEc:bla:istatr:v:90:y:2022:i:2:p:397-410. Full description at Econpapers || Download paper |
2022 | Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638. Full description at Econpapers || Download paper |
2021 | A double machine learning approach to estimate the effects of musical practice on student’s skills. (2021). Knaus, Michael. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:282-300. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944. Full description at Econpapers || Download paper |
2021 | Economic predictions with big data: the illusion of sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20212542. Full description at Econpapers || Download paper |
2021 | A computational technique to classify several fractional Brownian motion processes. (2021). Mahmoudi, Mohammad Reza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005063. Full description at Econpapers || Download paper |
2022 | Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807. Full description at Econpapers || Download paper |
2022 | Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832. Full description at Econpapers || Download paper |
2022 | Shrinkage estimation of panel data models with interactive effects. (2022). Liang, Jufang ; Chen, Xingyi. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004699. Full description at Econpapers || Download paper |
2021 | An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276. Full description at Econpapers || Download paper |
2021 | Shrinkage for categorical regressors. (2021). Mareckova, Jana ; Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:161-189. Full description at Econpapers || Download paper |
2021 | Model selection in utility-maximizing binary prediction. (2021). Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:96-124. Full description at Econpapers || Download paper |
2021 | Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46. Full description at Econpapers || Download paper |
2022 | Maximum likelihood estimation for score-driven models. (2022). Lucas, Andre ; Koopman, Siem Jan ; van Brummelen, Janneke ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:325-346. Full description at Econpapers || Download paper |
2022 | Constrained estimation using penalization and MCMC. (2022). Leung, Michael ; Li, Jessie ; Hong, Han ; Gallant, Ronald A. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:85-106. Full description at Econpapers || Download paper |
2022 | Nonparametric estimation of the random coefficients model: An elastic net approach. (2022). Osterhaus, Maximilian ; Hetzenecker, Stephan ; Heiss, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:299-321. Full description at Econpapers || Download paper |
2021 | Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75. Full description at Econpapers || Download paper |
2022 | Testing for coefficient differences across nested linear regression specifications. (2022). Blackburn, Mckinley L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:1-18. Full description at Econpapers || Download paper |
2021 | Liquidity costs on intraday power markets: Continuous trading versus auctions. (2021). Wozabal, David ; Kuppelwieser, Thomas. In: Energy Policy. RePEc:eee:enepol:v:154:y:2021:i:c:s0301421521001683. Full description at Econpapers || Download paper |
2021 | Do gender wage differences within households influence womens empowerment and welfare? Evidence from Ghana. (2021). Danquah, Michael ; Owusu, Solomon ; Boakye, Ernest Owusu ; Iddrisu, Abdul Malik. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:916-932. Full description at Econpapers || Download paper |
2022 | Attenuation of agglomeration economies: Evidence from the universe of Chinese manufacturing firms. (2022). Liu, Shimeng. In: Journal of Urban Economics. RePEc:eee:juecon:v:130:y:2022:i:c:s0094119022000353. Full description at Econpapers || Download paper |
2022 | Asymptotic properties of the weighted-average least squares (WALS) estimator. (2022). De Luca, Giuseppe ; Peracchi, Franco ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:2203. Full description at Econpapers || Download paper |
2021 | A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3. Full description at Econpapers || Download paper |
2021 | Star Wars at Central Banks. (2021). Malin, Benjamin ; Fitchett, Hamish. In: Staff Report. RePEc:fip:fedmsr:89864. Full description at Econpapers || Download paper |
2021 | Comment on Star Wars: The Empirics Strike Back. (2021). Malin, Benjamin ; Gorajek, Adam. In: Staff Report. RePEc:fip:fedmsr:93460. Full description at Econpapers || Download paper |
2022 | Identification of Generators’ Economic Withholding Behavior Based on a SCAD-Logit Model in Electricity Spot Market. (2022). Xie, Jingdong ; Cheng, Siyuan ; Sun, BO. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:11:p:4135-:d:831728. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Spatiotemporal Variation in Gross Primary Productivity and Their Responses to Climate in the Great Lakes Region of Sub-Saharan Africa during 2001–2020. (2022). Wang, Fei ; Chen, Baozhang ; Kayiranga, Alphonse ; Guo, Lifeng ; Zhang, Huifang ; Hategekimana, Yves ; Dilawar, Adil ; Nthangeni, Winny. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2610-:d:757134. Full description at Econpapers || Download paper |
2021 | Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408. Full description at Econpapers || Download paper |
2021 | Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. (2021). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:110899. Full description at Econpapers || Download paper |
2022 | Testing for the appropriate level of clustering in linear regression models. (2020). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1428. Full description at Econpapers || Download paper |
2022 | Cluster-Robust Inference: A Guide to Empirical Practice. (2021). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: Working Paper. RePEc:qed:wpaper:1456. Full description at Econpapers || Download paper |
2021 | Star Wars at Central Banks. (2021). Bank, Joel ; Gorajek, Adam ; Fitchett, Hamish ; Malin, Benjamin ; Staib, Andrew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-02. Full description at Econpapers || Download paper |
2021 | Better than the best? Answers via model ensemble in density-based clustering. (2021). Casa, Alessandro ; Menardi, Giovanna ; Scrucca, Luca. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:3:d:10.1007_s11634-020-00423-6. Full description at Econpapers || Download paper |
2022 | Asymptotic linear expansion of regularized M-estimators. (2022). Werner, Tino. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:1:d:10.1007_s10463-021-00792-5. Full description at Econpapers || Download paper |
2022 | Whittle estimation for continuous-time stationary state space models with finite second moments. (2022). Mayer, Celeste ; Fasen-Hartmann, Vicky. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:2:d:10.1007_s10463-021-00802-6. Full description at Econpapers || Download paper |
2022 | Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation. (2022). Takeuchi, Ichiro ; le Duy, Vo Nguyen ; Inatsu, YU ; Tsukurimichi, Toshiaki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:6:d:10.1007_s10463-022-00846-2. Full description at Econpapers || Download paper |
2022 | Macroeconometric forecasting using a cluster of dynamic factor models. (2022). Glocker, Christian ; Kaniovski, Serguei. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02129-w. Full description at Econpapers || Download paper |
2022 | Solving optimal stopping problems under model uncertainty via empirical dual optimisation. (2022). Kratschmer, Volker ; Hubner, Tobias ; Belomestny, Denis. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00480-z. Full description at Econpapers || Download paper |
2022 | Meta-analytic Gaussian Network Aggregation. (2022). , Mike ; Isvoranu, Adela-Maria ; Epskamp, Sacha. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:1:d:10.1007_s11336-021-09764-3. Full description at Econpapers || Download paper |
2022 | Objective Bayesian Edge Screening and Structure Selection for Ising Networks. (2022). Ntzoufras, I ; Waldorp, L J ; Huth, K ; Marsman, M. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:1:d:10.1007_s11336-022-09848-8. Full description at Econpapers || Download paper |
2022 | Guest Editors’ Introduction to The Special Issue “Network Psychometrics in Action”: Methodological Innovations Inspired by Empirical Problems. (2022). Rhemtulla, Mijke ; Marsman, Maarten. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:1:d:10.1007_s11336-022-09861-x. Full description at Econpapers || Download paper |
2022 | Frequentist Model Averaging in Structure Equation Model With Ordinal Data. (2022). Jin, Shaobo. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:3:d:10.1007_s11336-021-09837-3. Full description at Econpapers || Download paper |
2021 | Bootstrapping multiple linear regression after variable selection. (2021). Olive, David J. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01108-9. Full description at Econpapers || Download paper |
2022 | Regularization and variable selection in Heckman selection model. (2022). Ogundimu, Emmanuel O. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:2:d:10.1007_s00362-021-01246-z. Full description at Econpapers || Download paper |
2022 | Asymptotic properties of the weighted average least squares (WALS) estimator. (2022). Peracchi, Franco ; Magnus, Jan ; de Luca, Giuseppe. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220022. Full description at Econpapers || Download paper |
2021 | An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105. Full description at Econpapers || Download paper |
2022 | Weighted Average Estimation in Panel Data. (2022). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202209. Full description at Econpapers || Download paper |
2021 | Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborgmoller, Mikkel ; Montiel, Jose Luis. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1789-1823. Full description at Econpapers || Download paper |
2021 | Bootstrap With Cluster?Dependence in Two or More Dimensions. (2021). Menzel, Konrad. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2143-2188. Full description at Econpapers || Download paper |
2021 | Economic Predictions With Big Data: The Illusion of Sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2409-2437. Full description at Econpapers || Download paper |
2021 | The Size?Power Tradeoff in HAR Inference. (2021). Lewis, Daniel ; Stock, James H ; Lazarus, Eben. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2497-2516. Full description at Econpapers || Download paper |
2021 | When Moving?Average Models Meet High?Frequency Data: Uniform Inference on Volatility. (2021). Xiu, Dacheng ; Da, Rui. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:6:p:2787-2825. Full description at Econpapers || Download paper |
2022 | Locally Robust Semiparametric Estimation. (2022). Robins, James M ; Newey, Whitney K ; Ichimura, Hidehiko ; Escanciano, Juan Carlos ; Chernozhukov, Victor. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:4:p:1501-1535. Full description at Econpapers || Download paper |
2022 | Covariate distribution balance via propensity scores. (2022). Song, Xiaojun ; Xu, QI. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1093-1120. Full description at Econpapers || Download paper |
2021 | Linear regression with many controls of limited explanatory power. (2021). Muller, Ulrich K ; Li, Chenchuan. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:405-442. Full description at Econpapers || Download paper |
2021 | Testing a Constant Mean Function Using Functional Regression. (2021). Cho, Jin Seo ; White, Halbert ; Huang, Meng. In: Working papers. RePEc:yon:wpaper:2021rwp-190. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Valid Heteroskedasticity Robust Testing In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Valid Heteroskedasticity Robust Testing.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A Modern Gauss-Markov Theorem? Really? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Discussion 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] | article | 0 |
1990 | ESTIMATION 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] | article | 7 |
1988 | DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
1995 | Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2001 | THE 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] | article | 3 |
2003 | THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 42 |
2000 | The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations.(2000) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2004 | NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
2001 | Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem.(2001) In: Vienna Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2005 | MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory. [Full Text][Citation analysis] | article | 239 |
2006 | 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] | article | 8 |
2003 | Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results.(2003) In: Vienna Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2007 | THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2008 | CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
2003 | Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?.(2003) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2005 | Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2008 | CORRIGENDUM: 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] | article | 0 |
2013 | ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2011 | On the Order of Magnitude of Sums of Negative Powers of Integrated Processes.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2013 | On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2014 | On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1988 | Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1991 | Effects of Model Selection on Inference In: Econometric Theory. [Full Text][Citation analysis] | article | 45 |
1991 | Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
1987 | A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process In: Working Papers. [Citation analysis] | paper | 26 |
1989 | A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2007 | Sparse Estimators and the Oracle Property, or the Return of Hodges Estimator In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
2008 | Sparse estimators and the oracle property, or the return of Hodges estimator.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
2002 | Lower 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] | article | 14 |
1999 | Lower 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2004 | Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | Modeling of time series arrays by multistep prediction or likelihood methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2018 | Controlling the size of autocorrelation robust tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2016 | Controlling the Size of Autocorrelation Robust Tests.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1986 | A 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] | article | 16 |
1994 | Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
1995 | Comment on Adaptive estimation in time series regression models by D.G. Steigerwald In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2009 | On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 41 |
2007 | On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding..(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
1987 | Convergence results for maximum likelihood type estimators in multivariable ARMA models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
1989 | Convergence results for maximum likelihood type estimators in multivariable ARMA models II.(1989) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
1994 | On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | Distributional results for thresholding estimators in high-dimensional Gaussian regression models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2012 | Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2014 | On various confidence intervals post-model-selection In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | On various confidence intervals post-model-selection.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | Confidence Sets Based on Sparse Estimators Are Necessarily Large In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2014 | Valid confidence intervals for post-model-selection predictors In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | On the distribution of the adaptive LASSO estimator In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2006 | The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2017 | Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Confidence sets based on penalized maximum likelihood estimators In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2018 | Comment 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] | paper | 0 |
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1984 | The 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] | article | 0 |
1985 | The 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] | article | 2 |
1992 | Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
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