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 4 8 15 427
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 1 1 1 176 4 5 14 897
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 3 4 13 285
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 1 6 22
Asymptotic theory of integrated conditional moment tests 0 0 0 15 4 9 42 91
Consequences of fractionally integrated regressors 0 0 0 2 1 8 17 32
Empirical Limits for Time Series Econometric Models 0 0 0 292 2 6 18 978
Empirical Limits for Time Series Models 0 0 1 109 2 2 4 190
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 3 5 15 126
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 599 1 1 14 1,944
Optimal Estimation under Nonstandard Conditions 0 0 0 62 2 3 8 232
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 0 5 897 6 10 42 2,442
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 1 3 7 870
Rissanen's Theorem and Econometric Time Series 0 0 0 183 1 3 22 995
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 3 6 16 2,565
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 2 5 17 1,467
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 7 8 20 719
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 0 4 9 1,031
Total Working Papers 1 1 8 3,379 46 91 299 15,313


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 5 13 362
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 1 37 3 4 10 107
A new test for structural stability in the linear regression model 0 1 1 466 3 6 14 1,117
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 2 3 10 209
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 1 3 12 880
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 1 2 8 117
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 3 6 19 343
Comment 0 0 0 2 10 11 17 38
Detecting fuzzy periodic patterns in futures spreads 0 0 0 6 3 3 5 43
Empirical Limits for Time Series Econometric Models 0 0 0 138 2 4 12 867
Mean adjustment and the CUSUM test for structural change 0 0 0 23 3 5 10 91
On studentizing a test for structural change 0 0 1 49 2 4 8 144
Optimal Test for Markov Switching Parameters 0 0 0 42 3 5 13 172
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 4 10 922 17 36 98 2,972
Optimal changepoint tests for normal linear regression 0 0 0 266 3 4 18 754
Optimal estimation under nonstandard conditions 0 0 0 8 2 7 12 64
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 0 1 6 94
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 3 5 12 68
Testing for Structural Change in Dynamic Models 0 1 6 297 3 5 19 764
Testing for cycles in multiple time series 0 0 0 30 1 6 11 72
The CUSUM Test with OLS Residuals 0 2 8 2,028 8 13 42 6,730
The Local Power of the CUSUM and CUSUM of Squares Tests 1 1 1 66 5 9 26 207
Total Journal Articles 3 10 30 4,698 78 150 400 16,309


Statistics updated 2026-05-06