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 2 3 4 415
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 0 0 4 885
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 0 1 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 3 4 7 55
Consequences of fractionally integrated regressors 0 0 0 2 0 0 0 15
Empirical Limits for Time Series Econometric Models 0 0 0 292 2 3 7 964
Empirical Limits for Time Series Models 1 1 1 109 1 1 2 187
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 1 1 3 114
Optimal Changepoint Tests for Normal Linear Regression 0 0 0 598 4 4 7 1,935
Optimal Estimation under Nonstandard Conditions 0 0 0 62 0 1 3 225
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 2 7 896 10 14 23 2,417
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 0 1 1 864
Rissanen's Theorem and Econometric Time Series 0 0 0 183 4 5 7 978
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 5 5 6 2,554
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 0 4 8 1,455
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 1 3 5 703
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 0 1 1,023
Total Working Papers 1 3 8 3,376 33 50 91 15,079


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 3 7 353
A complete class of tests when the likelihood is locally asymptotically quadratic 0 1 1 37 1 4 5 102
A new test for structural stability in the linear regression model 0 0 2 465 6 6 9 1,109
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 0 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 2 3 6 872
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 0 1 325
Comment 0 0 0 2 1 1 2 22
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 3 3 5 860
Mean adjustment and the CUSUM test for structural change 0 0 0 23 2 2 4 85
On studentizing a test for structural change 1 1 2 49 1 1 5 138
Optimal Test for Markov Switching Parameters 0 0 0 42 1 2 4 162
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 0 2 12 916 15 24 52 2,906
Optimal changepoint tests for normal linear regression 0 0 0 266 3 5 8 743
Optimal estimation under nonstandard conditions 0 0 0 8 0 1 2 54
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 1 1 1 89
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 0 3 56
Testing for Structural Change in Dynamic Models 2 2 5 296 2 3 9 754
Testing for cycles in multiple time series 0 0 0 30 0 0 1 62
The CUSUM Test with OLS Residuals 0 3 8 2,024 2 13 29 6,709
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 65 2 5 13 192
Total Journal Articles 3 9 32 4,684 42 79 174 16,033


Statistics updated 2025-12-06