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 4 9 24 268
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 2 4 24 100 9 17 78 566
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 3 7 32 154
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 1 57 0 2 17 453
Asymptotic theory of integrated conditional moment tests 3 7 20 88 3 8 30 607
Empirical Limits for Time Series Econometric Models 1 8 16 252 2 16 50 784
Empirical Limits for Time Series Models 0 0 2 86 0 0 3 139
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 1 8 74
Optimal Changepoint Tests for Normal Linear Regression 8 17 81 296 21 46 164 1,043
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 11 21 92 336 21 51 167 935
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 2 6 11 111 2 12 48 704
Rissanen's Theorem and Econometric Time Series 0 1 9 123 1 8 34 601
Testing for Serial Correlation Against an ARMA(1,1) Process 6 13 61 263 30 66 375 1,624
Tests of Seasonal and Non-Seasonal Serial Correlation 2 3 8 191 6 12 50 1,179
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 1 2 5 89 2 7 26 533
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 7 97 2 5 18 903
Total Working Papers 36 82 337 2,091 106 267 1,124 10,567

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 4 7 21 217
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 4 24 0 0 10 56
A new test for structural stability in the linear regression model 5 15 54 203 8 26 102 484
A trend-resistant test for structural change based on OLS residuals 0 0 8 41 0 2 21 111
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 1 7 7 1 3 17 17
An Asymptotic Theory of Bayesian Inference for Time Series 1 3 21 107 3 10 52 445
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional 1 1 1 7 2 5 42 69
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 3 6 21 176
Empirical Limits for Time Series Econometric Models 1 2 10 117 4 8 57 689
Mean adjustment and the CUSUM test for structural change 0 0 3 11 1 5 14 41
On studentizing a test for structural change 1 2 7 20 2 6 18 58
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 8 30 127 377 16 60 249 1,083
Optimal changepoint tests for normal linear regression 1 6 23 132 2 8 42 357
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 1 1 0 2 4 4
Testing for Structural Change in Dynamic Models 2 6 35 144 11 18 86 404
The CUSUM Test with OLS Residuals 25 57 251 1,032 86 199 839 3,443
The Local Power of the CUSUM and CUSUM of Squares Tests 4 9 16 16 6 15 28 28
Total Journal Articles 49 132 568 2,240 149 380 1,623 7,682
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Statistics updated 2009-11-04