Details about Werner Ploberger

Access statistics for papers by Werner Ploberger.

Last updated 2007-08-04. Update your information in the RePEc Author Service.

Short-id: ppl16

Working Papers

2004

1. Admissible and Nonadmissible Test in Unit-Root-like Situations
   Econometric Society 2004 North American Summer Meetings, Econometric Society
2. On the inadmissibility of classical tests in unit-root-type situations
   Econometric Society 2004 North American Winter Meetings, Econometric Society

2000

3. Empirical Limits for Time Series Models
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1999

4. Empirical Limits for Time Series Econometric Models
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   See Also Journal Article in Econometrica (2003)

1998

5. Rissanen's Theorem and Econometric Time Series
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1996

6. Tests of Seasonal and Non-Seasonal Serial Correlation
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1995

7. Asymptotic power of the integrated conditional moment test against global and large local alternatives
   Discussion Paper, Tilburg University, Center for Economic Research
8. Asymptotic theory of integrated conditional moment tests
   Discussion Paper, Tilburg University, Center for Economic Research View citations
   See Also Journal Article in Econometrica (1997)

1994

9. Testing for Serial Correlation Against an ARMA(1,1) Process
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1993

10. Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1992

11. Optimal Changepoint Tests for Normal Linear Regression
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Journal of Econometrics (1996)
12. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Econometrica (1994)
13. Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
14. Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1991

15. Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1987

16. A modification of the CUSUM test in the linear regression model with lagged dependent variables
    Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover, Universität Hannover, Wirtschaftswissenschaftliche Fakultät
    See Also Journal Article in Empirical Economics (1989)

Journal Articles

2004

1. A complete class of tests when the likelihood is locally asymptotically quadratic
   Journal of Econometrics, 2004, 118, (1-2), 67-94 View citations

2003

2. An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional
   Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 877-890
3. Empirical Limits for Time Series Econometric Models
   Econometrica, 2003, 71, (2), 627-673 View citations
   See Also Working Paper (1999)

1997

4. Asymptotic Theory of Integrated Conditional Moment Tests
   Econometrica, 1997, 65, (5), 1129-1152 View citations
   See Also Working Paper (1995)

1996

5. A trend-resistant test for structural change based on OLS residuals
   Journal of Econometrics, 1996, 70, (1), 175-185 View citations
6. An Asymptotic Theory of Bayesian Inference for Time Series
   Econometrica, 1996, 64, (2), 381-412 View citations
7. Optimal changepoint tests for normal linear regression
   Journal of Econometrics, 1996, 70, (1), 9-38 View citations
   See Also Working Paper (1992)

1994

8. Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative
   Econometrica, 1994, 62, (6), 1383-1414 View citations
   See Also Working Paper (1992)

1992

9. The CUSUM Test with OLS Residuals
   Econometrica, 1992, 60, (2), 271-85 View citations

1989

10. A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables
    Empirical Economics, 1989, 14, (2), 65-75
    See Also Working Paper (1987)
11. A new test for structural stability in the linear regression model
    Journal of Econometrics, 1989, 40, (2), 307-318 View citations

1988

12. Testing for Structural Change in Dynamic Models
    Econometrica, 1988, 56, (6), 1355-69 View citations

1987

13. Mean adjustment and the CUSUM test for structural change
    Economics Letters, 1987, 25, (3), 255-258

1986

14. On studentizing a test for structural change
    Economics Letters, 1986, 20, (4), 341-344 View citations