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 6 7 419
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 7 7 10 892
Admissible and Nonadmissible Test in Unit-Root-like Situations 0 0 0 1 7 7 9 281
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 2 5 6 21
Asymptotic theory of integrated conditional moment tests 0 0 0 15 9 30 34 82
Consequences of fractionally integrated regressors 0 0 0 2 8 9 9 24
Empirical Limits for Time Series Econometric Models 0 0 0 292 7 10 14 972
Empirical Limits for Time Series Models 0 1 1 109 0 2 2 188
On the inadmissibility of classical tests in unit-root-type situations 0 0 0 1 3 8 10 121
Optimal Changepoint Tests for Normal Linear Regression 0 1 1 599 4 12 13 1,943
Optimal Estimation under Nonstandard Conditions 0 0 0 62 3 4 6 229
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 1 1 7 897 13 25 35 2,432
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 148 3 3 4 867
Rissanen's Theorem and Econometric Time Series 0 0 0 183 6 18 20 992
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 5 10 11 2,559
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 7 7 13 1,462
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics 0 0 0 131 7 9 12 711
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations 0 0 0 122 2 4 5 1,027
Total Working Papers 1 3 9 3,378 97 176 220 15,222

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 3 4 11 357
A complete class of tests when the likelihood is locally asymptotically quadratic 0 0 1 37 1 2 6 103
A new test for structural stability in the linear regression model 0 0 1 465 2 8 9 1,111
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 2 3 8 206
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS 0 0 0 33 1 2 2 91
An Asymptotic Theory of Bayesian Inference for Time Series 0 0 1 168 4 7 10 877
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* 0 0 0 15 5 5 7 115
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 10 12 13 337
Comment 0 0 0 2 4 6 7 27
Detecting fuzzy periodic patterns in futures spreads 0 0 0 6 2 2 2 40
Empirical Limits for Time Series Econometric Models 0 0 0 138 3 6 8 863
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 3 5 86
On studentizing a test for structural change 0 1 2 49 1 3 6 140
Optimal Test for Markov Switching Parameters 0 0 0 42 2 6 8 167
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 0 2 10 918 12 45 71 2,936
Optimal changepoint tests for normal linear regression 0 0 0 266 6 10 14 750
Optimal estimation under nonstandard conditions 0 0 0 8 3 3 5 57
Posterior Odds Testing for a Unit Root with Data-Based Model Selection 0 0 0 20 3 5 5 93
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 6 7 9 63
Testing for Structural Change in Dynamic Models 0 2 5 296 4 7 14 759
Testing for cycles in multiple time series 0 0 0 30 3 4 5 66
The CUSUM Test with OLS Residuals 1 2 6 2,026 4 10 31 6,717
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 0 65 4 8 18 198
Total Journal Articles 1 7 26 4,688 85 168 274 16,159

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Statistics updated 2026-02-12