Benedikt M. Pötscher : Citation Profile

Are you Benedikt M. Pötscher?

Universität Wien

11

H index

13

i10 index

712

Citations

RESEARCH PRODUCTION:

35

Articles

36

Papers

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 18
   Journals where Benedikt M. Pötscher has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 30 (4.04 %)

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   Permalink: http://citec.repec.org/ppt1
   Updated: 2023-01-28    RAS profile: 2022-08-16    
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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 (42)

Phillips, Peter (19)

Hendry, David (16)

Andrews, Donald (15)

Hansen, Bruce (14)

Magnus, Jan (13)

Wan, Alan (13)

Prucha, Ingmar (13)

Knaus, Michael (12)

Liu, Chu-An (12)

Kock, Anders (12)

Cites to:

Leeb, Hannes (51)

Flachaire, Emmanuel (16)

Vogelsang, Timothy (14)

Kiefer, Nicholas (12)

Andrews, Donald (11)

White, Halbert (9)

Schneider, Ulrike (7)

Wang, Hansheng (7)

Fan, Jianqing (7)

Chesher, Andrew (6)

Bunzel, Helle (5)

Main data

Where Benedikt M. Pötscher has published?

Journals with more than one article published# docs
Econometric Theory15
Journal of Econometrics7
Journal of Multivariate Analysis3
Metrika: International Journal for Theoretical and Applied Statistics3
Econometrica2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany23
Papers / arXiv.org3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Econometrics / University Library of Munich, Germany2

Recent works citing Benedikt M. Pötscher (2022 and 2021)

YearTitle of citing document
2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08.

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2022.

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2021Estimation 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.

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2022Many Average Partial Effects: with An Application to Text Regression. (2019). CHIANG, HAROLD. In: Papers. RePEc:arx:papers:1812.09397.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

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2021Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

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2021Evaluating Effects of Tuition Fees: Lasso for the Case of Germany. (2019). Schienle, Melanie ; Gorgen, Konstantin. In: Papers. RePEc:arx:papers:1909.08299.

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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2021Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

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2022Non-Identifiability in Network Autoregressions. (2020). Martellosio, Federico. In: Papers. RePEc:arx:papers:2011.11084.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Simultaneous 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.

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2021Theory 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.

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2021Minimax 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.

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2021Theory 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.

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2021Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2022Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2022Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281.

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2022Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2022Allowing for weak identification when testing GARCH-X type models. (2022). Ketz, Philipp. In: Papers. RePEc:arx:papers:2210.11398.

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2022A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915.

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2022Unlucky 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.

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2022Skill, 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.

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2021A 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.

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2022.

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2021Mark 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.

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2021Economic predictions with big data: the illusion of sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20212542.

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2021A 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.

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2022Conditional 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.

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2022Testing 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.

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2022Shrinkage 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.

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2021An 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.

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2021Shrinkage for categorical regressors. (2021). Mareckova, Jana ; Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:161-189.

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2021Model 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.

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2021Identification 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.

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2022Maximum 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.

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2022Constrained 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.

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2022Nonparametric 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.

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2021Evaluating 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.

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2022Testing 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.

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2021Liquidity 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.

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2021Do 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.

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2022Attenuation 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.

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2022Asymptotic 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.

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2021A 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.

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2021Star Wars at Central Banks. (2021). Malin, Benjamin ; Fitchett, Hamish. In: Staff Report. RePEc:fip:fedmsr:89864.

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2021Comment on Star Wars: The Empirics Strike Back. (2021). Malin, Benjamin ; Gorajek, Adam. In: Staff Report. RePEc:fip:fedmsr:93460.

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2022Identification 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.

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2022.

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2022.

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2022Spatiotemporal 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.

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

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2021Size-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.

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2022Testing for the appropriate level of clustering in linear regression models. (2020). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1428.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2021). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: Working Paper. RePEc:qed:wpaper:1456.

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2021Star 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.

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2021Better 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.

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2022Asymptotic 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.

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2022Whittle 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.

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2022Conditional 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.

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2022Macroeconometric 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.

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2022Solving 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.

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2022Meta-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.

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2022Objective 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.

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2022Guest 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.

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2022Frequentist 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.

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2021Bootstrapping 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.

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2022Regularization 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.

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2022Asymptotic 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.

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2021An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105.

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2022Weighted Average Estimation in Panel Data. (2022). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202209.

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2021Local 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.

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2021Bootstrap 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.

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2021Economic 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.

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2021The 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.

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2021When 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.

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2022Locally 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.

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2022Covariate 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.

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2021Linear 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.

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2021Testing a Constant Mean Function Using Functional Regression. (2021). Cho, Jin Seo ; White, Halbert ; Huang, Meng. In: Working papers. RePEc:yon:wpaper:2021rwp-190.

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Works by Benedikt M. Pötscher:

YearTitleTypeCited
2021How 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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2022Valid Heteroskedasticity Robust Testing In: Papers.
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2021Valid Heteroskedasticity Robust Testing.(2021) In: MPRA Paper.
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2022A Modern Gauss-Markov Theorem? Really? In: Papers.
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2022A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper.
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2022A Modern Gauss-Markov Theorem? Really?.(2022) 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.
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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]		article7
1988DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
1995Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila In: Econometric Theory.
[Full Text][Citation analysis]		article1
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]		article3
2003THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article42
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations.(2000) In: Econometrics.
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2004NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM In: Econometric Theory.
[Full Text][Citation analysis]		article18
2001Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem.(2001) In: Vienna Economics Papers.
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This paper has another version. Agregated cites: 18		paper
2005MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory.
[Full Text][Citation analysis]		article239
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]		article8
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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