Access Statistics for Werner Ploberger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 1 4 412
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 0 1 2 882
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 0 0 0 272
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 1 1 1 16
Asymptotic theory of integrated conditional moment tests 0 0 1 15 0 0 2 48
Consequences of fractionally integrated regressors 0 0 0 2 0 0 0 15
Empirical Limits for Time Series Econometric Models 0 0 0 292 0 1 1 958
Empirical Limits for Time Series Models 0 0 0 108 0 1 1 186
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 0 0 111
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 598 0 2 3 1,930
Optimal Estimation under Nonstandard Conditions 0 0 0 62 0 1 1 223
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 1 2 4 891 2 5 13 2,399
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 0 0 0 863
Rissanen's Theorem and Econometric Time Series 0 0 0 183 0 1 1 972
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 1 1 4 2,549
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 1 3 3 1,450
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 0 1 1 699
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 0 1 1,022
Total Working Papers 1 2 6 3,370 5 19 38 15,007


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 0 1 346
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 0 36 0 0 0 97
A new test for structural stability in the linear regression model 1 2 5 465 1 3 11 1,103
A trend-resistant test for structural change based on OLS residuals 0 0 1 63 0 1 4 198
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 0 0 33 0 0 0 89
An Asymptotic Theory of Bayesian Inference for Time Series 0 0 1 167 1 2 5 868
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 1 1 1 109
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 0 2 324
Comment 0 0 0 2 1 1 1 21
Detecting fuzzy periodic patterns in futures spreads 0 0 0 6 0 0 0 38
Empirical Limits for Time Series Econometric Models 0 0 0 138 0 0 1 855
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 0 0 81
On studentizing a test for structural change 1 1 1 48 1 2 4 135
Optimal Test for Markov Switching Parameters 0 0 0 42 0 1 1 159
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 5 12 909 3 14 40 2,868
Optimal changepoint tests for normal linear regression 0 0 1 266 0 1 4 736
Optimal estimation under nonstandard conditions 0 0 0 8 0 0 0 52
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 0 0 4 88
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 1 3 54
Testing for Structural Change in Dynamic Models 0 0 2 291 0 0 3 745
Testing for cycles in multiple time series 0 0 0 30 0 0 0 61
The CUSUM Test with OLS Residuals 0 4 20 2,020 1 7 50 6,687
The Local Power of the CUSUM and CUSUM of Squares Tests 0 1 3 65 1 2 5 181
Total Journal Articles 3 13 46 4,665 10 36 140 15,895


Statistics updated 2025-03-03