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Details about Werner Ploberger

Homepage:http://www.ploberger.com
Workplace:Department of Economics, Washington University in St. Louis, (more information at EDIRC)

Access statistics for papers by Werner Ploberger.

Last updated 2015-02-20. Update your information in the RePEc Author Service.

Short-id: ppl16


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Working Papers

2010

  1. Optimal Estimation under Nonstandard Conditions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Journal of Econometrics (2012)

2004

  1. Admissible and Nonadmissible Test in Unit-Root-like Situations
    Econometric Society 2004 North American Summer Meetings, Econometric Society
    See also Journal Article in Econometric Theory (2008)
  2. On the inadmissibility of classical tests in unit-root-type situations
    Econometric Society 2004 North American Winter Meetings, Econometric Society

2000

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

1999

  1. Consequences of fractionally integrated regressors
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads
  2. Empirical Limits for Time Series Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (7)
    See also Journal Article in Econometrica (2003)

1998

  1. Rissanen's Theorem and Econometric Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)

1996

  1. Tests of Seasonal and Non-Seasonal Serial Correlation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

1995

  1. Asymptotic power of the integrated conditional moment test against global and large local alternatives
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Asymptotic theory of integrated conditional moment tests
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Econometrica (1997)

1994

  1. Testing for Serial Correlation Against an ARMA(1,1) Process
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (6)

1993

  1. Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (7)

1992

  1. Optimal Changepoint Tests for Normal Linear Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (1996)
  2. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (44)
    See also Journal Article in Econometrica (1994)
  3. Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (23)
    See also Journal Article in Econometric Theory (1994)
  4. Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)

1991

  1. Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (9)

1987

  1. A modification of the CUSUM test in the linear regression model with lagged dependent variables
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
    See also Journal Article in Empirical Economics (1989)

Journal Articles

2014

  1. Detecting fuzzy periodic patterns in futures spreads
    Statistical Papers, 2014, 55, (2), 487-496 Downloads
  2. Optimal Test for Markov Switching Parameters
    Econometrica, 2014, 82, (2), 765-784 Downloads View citations (10)

2013

  1. Rate-optimal tests for jumps in diffusion processes
    Statistical Papers, 2013, 54, (4), 1009-1041 Downloads

2012

  1. Optimal estimation under nonstandard conditions
    Journal of Econometrics, 2012, 169, (2), 258-265 Downloads View citations (7)
    See also Working Paper (2010)

2010

  1. Testing for cycles in multiple time series
    Journal of Time Series Analysis, 2010, 31, (6), 427-434 Downloads View citations (2)

2008

  1. ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
    Econometric Theory, 2008, 24, (01), 15-42 Downloads View citations (5)
    See also Working Paper (2004)

2004

  1. A complete class of tests when the likelihood is locally asymptotically quadratic
    Journal of Econometrics, 2004, 118, (1-2), 67-94 Downloads View citations (9)

2003

  1. An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 877-890 Downloads View citations (1)
  2. Empirical Limits for Time Series Econometric Models
    Econometrica, 2003, 71, (2), 627-673 Downloads View citations (15)
    See also Working Paper (1999)

1997

  1. Asymptotic Theory of Integrated Conditional Moment Tests
    Econometrica, 1997, 65, (5), 1129-1152 View citations (117)
    See also Working Paper (1995)

1996

  1. A trend-resistant test for structural change based on OLS residuals
    Journal of Econometrics, 1996, 70, (1), 175-185 Downloads View citations (9)
  2. An Asymptotic Theory of Bayesian Inference for Time Series
    Econometrica, 1996, 64, (2), 381-412 Downloads View citations (68)
  3. Optimal changepoint tests for normal linear regression
    Journal of Econometrics, 1996, 70, (1), 9-38 Downloads View citations (111)
    See also Working Paper (1992)

1994

  1. Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative
    Econometrica, 1994, 62, (6), 1383-1414 Downloads View citations (1002)
    See also Working Paper (1992)
  2. Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    Econometric Theory, 1994, 10, (3-4), 774-808 Downloads View citations (40)
    See also Working Paper (1992)

1992

  1. The CUSUM Test with OLS Residuals
    Econometrica, 1992, 60, (2), 271-85 Downloads View citations (169)

1990

  1. The Local Power of the CUSUM and CUSUM of Squares Tests
    Econometric Theory, 1990, 6, (03), 335-347 Downloads View citations (33)

1989

  1. A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables
    Empirical Economics, 1989, 14, (2), 65-75 View citations (4)
    See also Working Paper (1987)
  2. A new test for structural stability in the linear regression model
    Journal of Econometrics, 1989, 40, (2), 307-318 Downloads View citations (132)

1988

  1. Comment
    Econometric Theory, 1988, 4, (01), 60-69 Downloads
  2. Testing for Structural Change in Dynamic Models
    Econometrica, 1988, 56, (6), 1355-69 Downloads View citations (70)

1987

  1. Mean adjustment and the CUSUM test for structural change
    Economics Letters, 1987, 25, (3), 255-258 Downloads View citations (1)

1986

  1. On studentizing a test for structural change
    Economics Letters, 1986, 20, (4), 341-344 Downloads View citations (15)

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