11
H index
14
i10 index
767
Citations
Benedikt M. Pötscher : Citation Profile
Universität Wien | RESEARCH PRODUCTION: 36 Articles 39 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1984 - 2023). 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:
| Cites to:
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Main data
Where Benedikt M. Pötscher has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 16 |
| Journal of Econometrics | 7 |
| Metrika: International Journal for Theoretical and Applied Statistics | 3 |
| Journal of Multivariate Analysis | 3 |
| Journal of Time Series Analysis | 2 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 24 |
| Papers / arXiv.org | 3 |
| Econometrics / University Library of Munich, Germany | 2 |
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Recent works citing Benedikt M. Pötscher (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2023 | 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 |
| 2023 | 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 |
| 2023 | 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 |
| 2023 | Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358. Full description at Econpapers || Download paper |
| 2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper |
| 2023 | High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996. Full description at Econpapers || Download paper |
| 2023 | Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265. Full description at Econpapers || Download paper |
| 2023 | Risk effects of GM corn: Evidence from crop insurance outcomes and high?dimensional methods. (2023). Rejesus, Roderick M ; Goodwin, Barry K ; Aglasan, Serkan. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:1:p:110-126. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
| 2023 | Visualization and assessment of model selection uncertainty. (2023). Li, Rong ; Wang, Linna ; Qin, Yichen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001785. Full description at Econpapers || Download paper |
| 2023 | Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299. Full description at Econpapers || Download paper |
| 2023 | High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345. Full description at Econpapers || Download paper |
| 2023 | Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468. Full description at Econpapers || Download paper |
| 2023 | Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65. Full description at Econpapers || Download paper |
| 2023 | Shrinkage estimation of network spillovers with factor structured errors. (2023). Martellosio, Federico ; Higgins, Ayden. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:66-87. Full description at Econpapers || Download paper |
| 2023 | Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352. Full description at Econpapers || Download paper |
| 2023 | Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535. Full description at Econpapers || Download paper |
| 2023 | Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143. Full description at Econpapers || Download paper |
| 2023 | Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980. Full description at Econpapers || Download paper |
| 2023 | Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056. Full description at Econpapers || Download paper |
| 2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
| 2023 | Identification of auction models using order statistics. (2023). Xiao, Ruli ; Luo, Yao. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001513. Full description at Econpapers || Download paper |
| 2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. Full description at Econpapers || Download paper |
| 2023 | Uniformly valid inference based on the Lasso in linear mixed models. (2023). Schneider, Ulrike ; Krivobokova, Tatyana ; Kramlinger, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000763. Full description at Econpapers || Download paper |
| 2023 | JUE Insight: Difference-in-differences with geocoded microdata. (2023). Butts, Kyle. In: Journal of Urban Economics. RePEc:eee:juecon:v:133:y:2023:i:c:s0094119022000705. Full description at Econpapers || Download paper |
| 2023 | DS-HECK: double-lasso estimation of Heckman selection model. (2023). Murtazashvili, Irina ; Prokhorov, Artem ; Liu, DI ; Hirukawa, Masayuki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02406-w. Full description at Econpapers || Download paper |
| 2023 | On consistency for time series model selection. (2023). Kengne, William. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09284-6. Full description at Econpapers || Download paper |
| 2023 | A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers || Download paper |
| 2023 | When can we ignore measurement error in the running variable?. (2023). Kolesar, Michal ; Dong, Yingying. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:735-750. Full description at Econpapers || Download paper |
Works by Benedikt M. Pötscher:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?.(2023) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | 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 nother version. Agregated cites: 0 | paper | |
| 2023 | Valid Heteroskedasticity Robust Testing.(2023) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | 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 nother version. Agregated cites: 0 | paper | |
| 2022 | A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 nother 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 | 17 |
| 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 nother version. Agregated cites: 17 | paper | |
| 2005 | MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory. [Full Text][Citation analysis] | article | 265 |
| 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 | 7 |
| 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 | 70 |
| 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 nother version. Agregated cites: 70 | paper | |
| 2005 | Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | 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 nother version. Agregated cites: 0 | paper | |
| 2016 | ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2013 | On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 nother 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 | 48 |
| 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 nother 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 | 78 |
| 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 nother version. Agregated cites: 78 | 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 nother 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 | 1 |
| 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 | 9 |
| 2016 | Controlling the Size of Autocorrelation Robust Tests.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 46 |
| 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 nother version. Agregated cites: 46 | 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 nother 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 | 2 |
| 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 nother 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 | 8 |
| 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 |
| 1999 | Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures In: Empirical Economics. [Full Text][Citation analysis] | article | 26 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 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 |
| 1999 | Basic Elements of Asymptotic Theory In: Electronic Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | The variance of an integrated process need not diverge to infinity In: Econometrics. [Full Text][Citation analysis] | paper | 3 |
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