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 6 16 428
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 1 1 176 1 6 14 898
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 1 5 14 286
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 0 6 42 91
Consequences of fractionally integrated regressors 0 0 0 2 0 2 17 32
Empirical Limits for Time Series Econometric Models 0 0 0 292 0 4 18 978
Empirical Limits for Time Series Models 0 0 1 109 1 3 5 191
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 0 4 14 126
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 599 2 3 16 1,946
Optimal Estimation under Nonstandard Conditions 0 0 0 62 1 3 9 233
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 0 4 897 3 12 44 2,445
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 1 2 8 871
Rissanen's Theorem and Econometric Time Series 0 0 0 183 0 3 22 995
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 0 4 16 2,565
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 0 5 17 1,467
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 1 8 21 720
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 1 2 10 1,032
Total Working Papers 0 1 7 3,379 13 78 309 15,326


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 13 362
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 1 37 1 5 11 108
A new test for structural stability in the linear regression model 1 1 2 467 2 6 16 1,119
A trend-resistant test for structural change based on OLS residuals 1 1 1 64 1 4 11 210
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 0 0 33 0 3 5 94
An Asymptotic Theory of Bayesian Inference for Time Series 0 1 2 169 2 4 14 882
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 1 2 9 118
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 4 9 23 347
Comment 0 0 0 2 0 10 17 38
Detecting fuzzy periodic patterns in futures spreads 0 0 0 6 0 3 5 43
Empirical Limits for Time Series Econometric Models 0 0 0 138 0 2 12 867
Mean adjustment and the CUSUM test for structural change 0 0 0 23 1 4 11 92
On studentizing a test for structural change 0 0 1 49 0 3 8 144
Optimal Test for Markov Switching Parameters 0 0 0 42 1 4 14 173
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 4 10 923 8 32 104 2,980
Optimal changepoint tests for normal linear regression 0 0 0 266 0 3 18 754
Optimal estimation under nonstandard conditions 0 0 0 8 1 3 13 65
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 1 1 7 95
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 3 12 68
Testing for Structural Change in Dynamic Models 0 0 5 297 0 3 18 764
Testing for cycles in multiple time series 0 0 0 30 0 1 11 72
The CUSUM Test with OLS Residuals 2 3 10 2,030 7 17 48 6,737
The Local Power of the CUSUM and CUSUM of Squares Tests 0 1 1 66 1 7 26 208
Total Journal Articles 5 11 33 4,703 31 132 426 16,340


Statistics updated 2026-06-04