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 2 11 396
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 174 4 4 8 872
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 0 0 3 267
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 1 2 13
Asymptotic theory of integrated conditional moment tests 0 0 2 8 0 1 6 29
Consequences of fractionally integrated regressors 0 0 0 2 0 0 0 15
Empirical Limits for Time Series Econometric Models 0 0 0 290 4 5 10 937
Empirical Limits for Time Series Models 0 0 0 107 0 0 1 182
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 0 1 108
Optimal Changepoint Tests for Normal Linear Regression 0 0 2 591 6 7 28 1,890
Optimal Estimation under Nonstandard Conditions 0 0 0 60 1 1 14 214
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 2 2 5 863 4 10 47 2,303
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 1 147 1 3 12 853
Rissanen's Theorem and Econometric Time Series 0 0 0 178 3 10 26 927
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 1 407 2 3 30 2,518
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 226 2 3 11 1,442
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 1 127 1 2 9 677
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 2 121 3 4 13 1,012
Total Working Papers 2 2 14 3,304 32 56 232 14,655


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 2 5 11 325
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 0 3 9 434 0 5 17 1,024
A trend-resistant test for structural change based on OLS residuals 1 1 1 60 1 1 7 182
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 0 0 33 0 0 2 87
An Asymptotic Theory of Bayesian Inference for Time Series 0 0 0 162 0 0 5 816
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 0 0 0 105
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 2 13 292
Comment 0 0 0 2 0 0 0 19
Detecting fuzzy periodic patterns in futures spreads 0 0 0 5 0 0 4 33
Empirical Limits for Time Series Econometric Models 0 0 0 138 1 3 5 844
Mean adjustment and the CUSUM test for structural change 0 0 1 23 0 0 3 79
On studentizing a test for structural change 0 0 2 39 0 0 9 111
Optimal Test for Markov Switching Parameters 0 1 2 37 1 3 16 127
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 4 26 844 15 44 185 2,543
Optimal changepoint tests for normal linear regression 0 0 6 253 2 5 27 690
Optimal estimation under nonstandard conditions 0 0 0 8 0 0 4 48
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 0 1 6 74
Rate-optimal tests for jumps in diffusion processes 0 0 0 16 0 0 3 47
Testing for Structural Change in Dynamic Models 1 4 9 275 1 7 20 715
Testing for cycles in multiple time series 0 0 1 29 0 0 2 57
The CUSUM Test with OLS Residuals 5 21 56 1,888 14 48 147 6,280
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 3 57 1 1 7 151
Total Journal Articles 9 34 116 4,375 38 125 493 14,746


Statistics updated 2020-09-04