Details about Werner Ploberger

Access statistics for papers by Werner Ploberger.

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Short-id: ppl16

Working Papers

2010

1. Optimal Estimation under Nonstandard Conditions
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   See also Journal Article Optimal estimation under nonstandard conditions, Journal of Econometrics, Elsevier (2012) View citations (11) (2012)

2004

2. Admissible and Nonadmissible Test in Unit-Root-like Situations
   Econometric Society 2004 North American Summer Meetings, Econometric Society
   See also Journal Article ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS, Econometric Theory, Cambridge University Press (2008) View citations (7) (2008)
3. On the inadmissibility of classical tests in unit-root-type situations
   Econometric Society 2004 North American Winter Meetings, Econometric Society

2000

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

1999

5. Consequences of fractionally integrated regressors
   Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
6. Empirical Limits for Time Series Econometric Models
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
   See also Journal Article Empirical Limits for Time Series Econometric Models, Econometrica, Econometric Society (2003) View citations (25) (2003)

1998

7. Rissanen's Theorem and Econometric Time Series
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)

1996

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

1995

9. Asymptotic power of the integrated conditional moment test against global and large local alternatives
   Discussion Paper, Tilburg University, Center for Economic Research
10. Asymptotic theory of integrated conditional moment tests
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    See also Journal Article Asymptotic Theory of Integrated Conditional Moment Tests, Econometrica, Econometric Society (1997) View citations (183) (1997)

1994

11. Testing for Serial Correlation Against an ARMA(1,1) Process
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)

1993

12. 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 View citations (8)

1992

13. Optimal Changepoint Tests for Normal Linear Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    See also Journal Article Optimal changepoint tests for normal linear regression, Journal of Econometrics, Elsevier (1996) View citations (146) (1996)
14. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (49)
    See also Journal Article Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative, Econometrica, Econometric Society (1994) View citations (1652) (1994)
15. Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (24)
    See also Journal Article Posterior Odds Testing for a Unit Root with Data-Based Model Selection, Econometric Theory, Cambridge University Press (1994) View citations (61) (1994)
16. 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 View citations (3)

1991

17. 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 View citations (12)

1987

18. 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 A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables, Empirical Economics, Springer (1989) View citations (4) (1989)

Journal Articles

2014

1. Detecting fuzzy periodic patterns in futures spreads
   Statistical Papers, 2014, 55, (2), 487-496
2. Optimal Test for Markov Switching Parameters
   Econometrica, 2014, 82, (2), 765-784 View citations (52)

2013

3. Rate-optimal tests for jumps in diffusion processes
   Statistical Papers, 2013, 54, (4), 1009-1041 View citations (2)

2012

4. Optimal estimation under nonstandard conditions
   Journal of Econometrics, 2012, 169, (2), 258-265 View citations (11)
   See also Working Paper Optimal Estimation under Nonstandard Conditions, Cowles Foundation Discussion Papers (2010) (2010)

2010

5. Testing for cycles in multiple time series
   Journal of Time Series Analysis, 2010, 31, (6), 427-434 View citations (3)

2008

6. ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
   Econometric Theory, 2008, 24, (1), 15-42 View citations (7)
   See also Working Paper Admissible and Nonadmissible Test in Unit-Root-like Situations, Econometric Society 2004 North American Summer Meetings (2004) (2004)

2004

7. A complete class of tests when the likelihood is locally asymptotically quadratic
   Journal of Econometrics, 2004, 118, (1-2), 67-94 View citations (12)

2003

8. An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional*
   Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 877-890 View citations (1)
9. Empirical Limits for Time Series Econometric Models
   Econometrica, 2003, 71, (2), 627-673 View citations (25)
   See also Working Paper Empirical Limits for Time Series Econometric Models, Cowles Foundation Discussion Papers (1999) View citations (8) (1999)

1997

10. Asymptotic Theory of Integrated Conditional Moment Tests
    Econometrica, 1997, 65, (5), 1129-1152 View citations (183)
    See also Working Paper Asymptotic theory of integrated conditional moment tests, Discussion Paper (1995) View citations (4) (1995)

1996

11. A trend-resistant test for structural change based on OLS residuals
    Journal of Econometrics, 1996, 70, (1), 175-185 View citations (11)
12. An Asymptotic Theory of Bayesian Inference for Time Series
    Econometrica, 1996, 64, (2), 381-412 View citations (80)
13. Optimal changepoint tests for normal linear regression
    Journal of Econometrics, 1996, 70, (1), 9-38 View citations (146)
    See also Working Paper Optimal Changepoint Tests for Normal Linear Regression, Cowles Foundation Discussion Papers (1992) View citations (9) (1992)

1994

14. Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative
    Econometrica, 1994, 62, (6), 1383-1414 View citations (1652)
    See also Working Paper Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative, Cowles Foundation Discussion Papers (1992) View citations (49) (1992)
15. Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    Econometric Theory, 1994, 10, (3-4), 774-808 View citations (61)
    See also Working Paper Posterior Odds Testing for a Unit Root with Data-Based Model Selection, Cowles Foundation Discussion Papers (1992) View citations (24) (1992)

1992

16. The CUSUM Test with OLS Residuals
    Econometrica, 1992, 60, (2), 271-85 View citations (257)

1990

17. The Local Power of the CUSUM and CUSUM of Squares Tests
    Econometric Theory, 1990, 6, (3), 335-347 View citations (48)

1989

18. 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 A modification of the CUSUM test in the linear regression model with lagged dependent variables, Hannover Economic Papers (HEP) (1987) (1987)
19. A new test for structural stability in the linear regression model
    Journal of Econometrics, 1989, 40, (2), 307-318 View citations (162)

1988

20. Comment
    Econometric Theory, 1988, 4, (1), 60-69
21. Testing for Structural Change in Dynamic Models
    Econometrica, 1988, 56, (6), 1355-69 View citations (99)

1987

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

1986

23. On studentizing a test for structural change
    Economics Letters, 1986, 20, (4), 341-344 View citations (16)