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 1 1 2 413
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 0 1 4 885
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 1 2 2 274
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 1 16
Asymptotic theory of integrated conditional moment tests 0 0 0 15 1 2 4 52
Consequences of fractionally integrated regressors 0 0 0 2 0 0 0 15
Empirical Limits for Time Series Econometric Models 0 0 0 292 1 2 5 962
Empirical Limits for Time Series Models 0 0 0 108 0 0 1 186
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 1 2 113
Optimal Changepoint Tests for Normal Linear Regression 0 0 0 598 0 1 3 1,931
Optimal Estimation under Nonstandard Conditions 0 0 0 62 1 1 3 225
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 2 7 896 2 5 14 2,407
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 1 1 1 864
Rissanen's Theorem and Econometric Time Series 0 0 0 183 1 1 3 974
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 0 0 2 2,549
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 3 4 8 1,455
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 2 3 4 702
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 0 2 1,023
Total Working Papers 0 2 7 3,375 14 25 61 15,046


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 3 3 7 353
A complete class of tests when the likelihood is locally asymptotically quadratic 1 1 1 37 3 3 4 101
A new test for structural stability in the linear regression model 0 0 2 465 0 0 4 1,103
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 1 1 6 203
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 1 168 1 1 4 870
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 0 1 2 110
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 1 1 325
Comment 0 0 0 2 0 0 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 2 2 857
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 0 2 83
On studentizing a test for structural change 0 0 1 48 0 0 4 137
Optimal Test for Markov Switching Parameters 0 0 0 42 1 2 3 161
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 0 2 12 916 4 10 39 2,891
Optimal changepoint tests for normal linear regression 0 0 0 266 1 2 5 740
Optimal estimation under nonstandard conditions 0 0 0 8 1 1 2 54
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 0 0 1 88
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 0 3 56
Testing for Structural Change in Dynamic Models 0 1 3 294 1 2 7 752
Testing for cycles in multiple time series 0 0 0 30 0 1 1 62
The CUSUM Test with OLS Residuals 1 3 8 2,024 9 12 29 6,707
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 65 2 5 11 190
Total Journal Articles 2 7 29 4,681 27 47 138 15,991


Statistics updated 2025-11-08