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 0 0 2 412
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 0 1 1 273
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 0 1 3 51
Consequences of fractionally integrated regressors 0 0 0 2 0 0 0 15
Empirical Limits for Time Series Econometric Models 0 0 0 292 0 1 4 961
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 0 0 2 224
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 2 2 7 896 2 3 12 2,405
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 0 0 0 863
Rissanen's Theorem and Econometric Time Series 0 0 0 183 0 0 2 973
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 1 2 5 1,452
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 0 1 2 700
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 1 2 1,023
Total Working Papers 2 2 7 3,375 3 13 48 15,032


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 1 4 350
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 0 36 0 1 1 98
A new test for structural stability in the linear regression model 0 0 2 465 0 0 5 1,103
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 0 3 7 202
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 1 1 168 0 1 3 869
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 1 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 2 2 83
On studentizing a test for structural change 0 0 1 48 0 1 4 137
Optimal Test for Markov Switching Parameters 0 0 0 42 0 1 2 160
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 2 12 916 5 10 37 2,887
Optimal changepoint tests for normal linear regression 0 0 0 266 1 3 4 739
Optimal estimation under nonstandard conditions 0 0 0 8 0 1 1 53
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 2 3 294 0 5 6 751
Testing for cycles in multiple time series 0 0 0 30 0 1 1 62
The CUSUM Test with OLS Residuals 2 2 10 2,023 2 7 26 6,698
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 65 1 5 9 188
Total Journal Articles 4 7 30 4,679 10 46 122 15,964


Statistics updated 2025-10-06