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 2 17 429
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 1 176 0 1 14 898
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 0 3 16 288
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 6 22
Asymptotic theory of integrated conditional moment tests 0 0 0 15 1 1 42 92
Consequences of fractionally integrated regressors 0 0 0 2 0 0 17 32
Empirical Limits for Time Series Econometric Models 0 0 0 292 1 1 19 979
Empirical Limits for Time Series Models 0 0 1 109 0 2 6 192
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 0 14 126
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 599 0 4 18 1,948
Optimal Estimation under Nonstandard Conditions 0 0 0 62 0 2 10 234
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 1 4 898 2 12 52 2,454
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 0 1 8 871
Rissanen's Theorem and Econometric Time Series 0 0 0 183 0 0 22 995
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 0 2 18 2,567
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 0 0 16 1,467
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 0 2 22 721
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 1 9 1,032
Total Working Papers 0 1 7 3,380 4 34 326 15,347


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 1 13 363
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 1 37 0 1 10 108
A new test for structural stability in the linear regression model 0 2 3 468 0 4 18 1,121
A trend-resistant test for structural change based on OLS residuals 0 1 1 64 0 2 9 211
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 0 0 33 0 0 5 94
An Asymptotic Theory of Bayesian Inference for Time Series 0 0 1 169 0 3 14 883
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 0 1 9 118
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 1 6 25 349
Comment 0 0 0 2 1 1 18 39
Detecting fuzzy periodic patterns in futures spreads 0 0 0 6 0 0 5 43
Empirical Limits for Time Series Econometric Models 0 0 0 138 1 2 14 869
Mean adjustment and the CUSUM test for structural change 0 0 0 23 1 2 10 93
On studentizing a test for structural change 0 0 1 49 0 0 7 144
Optimal Test for Markov Switching Parameters 0 0 0 42 2 3 16 175
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 2 10 924 3 15 106 2,987
Optimal changepoint tests for normal linear regression 0 0 0 266 0 0 16 754
Optimal estimation under nonstandard conditions 0 0 0 8 0 1 12 65
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 0 1 7 95
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 1 1 13 69
Testing for Structural Change in Dynamic Models 0 0 4 297 0 0 14 764
Testing for cycles in multiple time series 0 0 0 30 1 1 12 73
The CUSUM Test with OLS Residuals 2 5 12 2,033 4 17 52 6,747
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 66 0 2 24 209
Total Journal Articles 3 10 34 4,708 15 64 429 16,373


Statistics updated 2026-08-07