Benedikt M. Pötscher : Citation Profile

Universität Wien

11

H index

14

i10 index

815

Citations

RESEARCH PRODUCTION:

39

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   41 years (1984 - 2025). See details.
   Cites by year: 19
   Journals where Benedikt M. Pötscher has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 33 (3.89 %)

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   Permalink: http://citec.repec.org/ppt1
   Updated: 2026-02-21    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Benedikt M. Pötscher.

Is cited by:

Chernozhukov, Victor (55)

Phillips, Peter (20)

Hansen, Christian (18)

Hendry, David (17)

Andrews, Donald (15)

Hansen, Bruce (14)

Medeiros, Marcelo (14)

Wan, Alan (13)

Magnus, Jan (13)

Prucha, Ingmar (13)

Smeekes, Stephan (12)

Cites to:

Leeb, Hannes (51)

Flachaire, Emmanuel (16)

Vogelsang, Timothy (14)

Kiefer, Nicholas (12)

Andrews, Donald (11)

Fan, Jianqing (7)

Wang, Hansheng (7)

Schneider, Ulrike (7)

Chesher, Andrew (7)

Bunzel, Helle (5)

Newey, Whitney (5)

Main data

Where Benedikt M. Pötscher has published?

Journals with more than one article published# docs
Econometric Theory17
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, Germany25
Papers / arXiv.org5
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Econometrics / University Library of Munich, Germany2

Recent works citing Benedikt M. Pötscher (2025 and 2024)

YearTitle of citing document
2024Seed innovations and performance of African indigenous vegetables producers: Evidence from Kenya. (2024). Mbeche, Robert ; Muendo, Kavoi ; Mithfer, Dagmar ; Alulu, Joseph. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344235.

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2025Deep Learning for Individual Heterogeneity. (2025). Misra, Sanjog ; Farrell, Max ; Liang, Tengyuan. In: Papers. RePEc:arx:papers:2010.14694.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2025A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915.

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2024High-Dimensional Granger Causality for Climatic Attribution. (2024). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2025Adapting to Misspecification. (2024). Sun, Liyang ; Kline, Patrick ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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2024Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:691-713.

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2024A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20.

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2024Treatment-effects estimation using lasso. (2024). Liu, DI. In: Chinese Stata Conference 2024. RePEc:boc:chin24:09.

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2025Is UWLS Really Better for Medical Research?. (2025). Reed, W. ; Hong, Sanghyun. In: Working Papers in Economics. RePEc:cbt:econwp:25/13.

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2024Estimation of l0 norm penalized models: A statistical treatment. (2024). Ouyang, Yuyuan ; Wang, Yu-Bo ; McMahan, Christopher S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s016794732300213x.

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2024Optimal nonparametric range-based volatility estimation. (2024). Bollerslev, Tim ; Li, Qiyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Reuvers, Hanno ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361.

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2024One instrument to rule them all: The bias and coverage of just-ID IV. (2024). Angrist, Joshua ; Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000295.

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2024Instrumental variable estimation with first-stage heterogeneity. (2024). Abadie, Alberto ; Shen, Shu ; Gu, Jiaying. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000702.

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2024Consistent causal inference for high-dimensional time series. (2024). Cordoni, Francesco ; Sancetta, Alessio. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002537.

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2025On testing for spatial or social network dependence in panel data allowing for network variability. (2025). Liu, Xiaodong ; Prucha, Ingmar R. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002768.

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2025Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. (2025). Doko Tchatoka, Firmin ; Dufour, Jean-Marie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001660.

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2025Penalized estimation of finite mixture models. (2025). Budanova, Sofya. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000120.

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2025Bootstrap based asymptotic refinements for high-dimensional nonlinear models. (2025). Rafi, Ahnaf ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000314.

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2025High dimensional binary choice model with unknown heteroskedasticity or instrumental variables. (2025). Yang, Thomas T ; Ouyang, FU. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500123x.

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2025A cluster plugin method for selecting the GLM lasso tuning parameters in models for unbalanced panel data. (2025). Liu, DI ; Drukker, David M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:34:y:2025:i:c:p:14-31.

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2025An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83.

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2025A Dirichlet-Multinomial mixture model of Statistical Science: Mapping the shift of a paradigm. (2025). Daevi, Rade ; Bilancia, Massimo. In: Journal of Informetrics. RePEc:eee:infome:v:19:y:2025:i:1:s1751157724001457.

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2024On the effect of short-run and long-run US economic expectations on oil and gold volatilities. (2024). Pino, Gabriel ; Jose, Barrales-Ruiz. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003040.

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2024Assessing external validity in practice. (2024). Galiani, Sebastian ; Quistorff, Brian. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000280.

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2024Heterogeneous effects of weather shocks on firm economic performance. (2024). Tarsia, Romano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124251.

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2024Heterogeneous effects of weather shocks on firm economic performance. (2024). Tarsia, Romano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128533.

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2025Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516.

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2024From Replications to Revelations: Heteroskedasticity-Robust Inference. (2024). Kranz, Sebastian. In: MPRA Paper. RePEc:pra:mprapa:122724.

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2024Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060.

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2025Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017.

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2024Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w.

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2025Bootstrap for inference after model selection and model averaging for likelihood models. (2025). Claeskens, Gerda ; Garcia-Angulo, Andrea C. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:3:d:10.1007_s00184-024-00956-2.

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2024How Certain are You of Your Minimum AIC or BIC Values?. (2024). I. M. L. Nadeesha Jayaweera, ; Trindade, Alexandre A. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:2:d:10.1007_s13171-024-00344-y.

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2024Comparing fundraising campaigns in healthcare using psychophysiological data: a network-based approach. (2024). Lolatto, Riccardo ; Mandolfo, Marco ; Bianchi, Annamaria ; Wit, Ernst ; Brombin, Chiara ; Balafas, Spyros ; Serio, Clelia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:5:d:10.1007_s10260-024-00761-1.

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2025Selecting the Most Effective Nudge: Evidence From a Large‐Scale Experiment on Immunization. (2025). Jackson, Matthew ; Banerjee, Abhijit ; Loza, Francine ; Sankar, Anirudh ; Shrestha, Maheshwor ; Dalpath, Suresh ; Chandrasekhar, Arun G ; Schrimpf, Anna ; Duflo, Esther ; Floretta, John ; Kannan, Harini. In: Econometrica. RePEc:wly:emetrp:v:93:y:2025:i:4:p:1183-1223.

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2024Agglomerative hierarchical clustering for selecting valid instrumental variables. (2024). Apfel, Nicolas ; Liang, Xiaoran. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1201-1219.

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2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

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Works by Benedikt M. Pötscher:

YearTitleTypeCited
2021How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? In: Papers.
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2023HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?.(2023) In: Econometric Theory.
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2020How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2023Valid Heteroskedasticity Robust Testing In: Papers.
[Full Text][Citation analysis]		paper1
2025VALID HETEROSKEDASTICITY ROBUST TESTING.(2025) In: Econometric Theory.
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This paper has nother version. Agregated cites: 1		article
2021Valid Heteroskedasticity Robust Testing.(2021) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2023Valid Heteroskedasticity Robust Testing.(2023) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2023A Modern Gauss-Markov Theorem? Really? In: Papers.
[Full Text][Citation analysis]		paper1
2022A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2022A Modern Gauss-Markov Theorem? Really?.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2024Comments on B. Hansens Reply to A Comment on: `A Modern Gauss-Markov Theorem, and Some Related Discussion In: Papers.
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2024Comments on B. Hansens Reply to A Comment on: `A Modern Gauss-Markov Theorem, and Some Related Discussion.(2024) In: MPRA Paper.
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2025A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics In: Papers.
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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]		article43
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]		article17
2001Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem.(2001) In: Vienna Economics Papers.
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2005MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory.
[Full Text][Citation analysis]		article286
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]		article7
2008CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”.(2008) In: Econometric Theory.
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2007THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher In: Econometric Theory.
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2008CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? In: Econometric Theory.
[Full Text][Citation analysis]		article78
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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2013ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article10
2013On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests.(2013) In: MPRA Paper.
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2017ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX In: Econometric Theory.
[Full Text][Citation analysis]		article4
2014On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.(2014) In: MPRA Paper.
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1988Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 In: Econometric Theory.
[Full Text][Citation analysis]		article0
1991Effects of Model Selection on Inference In: Econometric Theory.
[Full Text][Citation analysis]		article48
1991Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models In: Econometric Theory.
[Full Text][Citation analysis]		article6
1987A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process In: Working Papers.
[Citation analysis]		paper27
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 Parameters In: Econometrica.
[Citation analysis]		article15
1999Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet.(1999) In: Vienna Economics Papers.
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2004Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2004Modeling of time series arrays by multistep prediction or likelihood methods In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2018Controlling the size of autocorrelation robust tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2016Controlling the Size of Autocorrelation Robust Tests.(2016) In: MPRA Paper.
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1986A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1994Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1995Comment on Adaptive estimation in time series regression models by D.G. Steigerwald In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article51
2007On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding..(2007) In: MPRA Paper.
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1987Convergence results for maximum likelihood type estimators in multivariable ARMA models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
1989Convergence results for maximum likelihood type estimators in multivariable ARMA models II.(1989) In: Journal of Multivariate Analysis.
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2024Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance” In: Econometrics.
[Full Text][Citation analysis]		article0
1994On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper2
2009Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Distributional results for thresholding estimators in high-dimensional Gaussian regression models In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2012Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values In: MPRA Paper.
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2014On various confidence intervals post-model-selection In: MPRA Paper.
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2014On various confidence intervals post-model-selection.(2014) In: MPRA Paper.
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2007Confidence Sets Based on Sparse Estimators Are Necessarily Large In: MPRA Paper.
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2014Valid confidence intervals for post-model-selection predictors In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007On the distribution of the adaptive LASSO estimator In: MPRA Paper.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		article26
2007Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type In: Journal of Theoretical Probability.
[Full Text][Citation analysis]		article4
1984The uniqueness of the transfer function of linear systems from input-output observations In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
1985The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article2
1992Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
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2009Model Selection In: Springer Books.
[Citation analysis]		chapter0
1999Basic Elements of Asymptotic Theory In: Electronic Working Papers.
[Full Text][Citation analysis]		paper3
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 In: Vienna Economics Papers.
[Full Text][Citation analysis]		paper0
2001Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem In: Vienna Economics Papers.
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2003Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results In: Vienna Economics Papers.
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2024A Comment on: “A Modern Gauss–Markov Theorem” In: Econometrica.
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1999The variance of an integrated process need not diverge to infinity In: Econometrics.
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