Access Statistics for Benedikt M. Pötscher

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 Modern Gauss-Markov Theorem? Really? 0 2 4 48 0 2 9 162
A Modern Gauss-Markov Theorem? Really? 0 0 2 94 0 1 7 72
A Modern Gauss-Markov Theorem? Really? 0 0 0 17 0 0 5 45
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics 0 0 6 6 1 1 13 13
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 0 3 422
Basic Elements of Asymptotic Theory 0 1 7 373 2 3 11 623
Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? 0 0 0 150 0 3 4 631
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 1 2 81 0 1 5 467
Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin 0 0 0 28 0 0 4 52
Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion 0 0 6 7 0 0 12 17
Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion 0 0 6 15 0 0 12 39
Confidence Sets Based on Sparse Estimators Are Necessarily Large 0 0 0 39 0 0 1 137
Confidence sets based on penalized maximum likelihood estimators 0 0 0 63 0 0 1 202
Controlling the Size of Autocorrelation Robust Tests 0 1 1 44 0 1 1 65
Distributional results for thresholding estimators in high-dimensional Gaussian regression models 0 0 0 23 0 0 0 89
Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference 0 0 0 64 0 0 2 139
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing 0 0 0 36 0 0 1 45
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? 0 0 0 22 0 0 1 59
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? 0 0 0 9 0 1 2 42
Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters 0 0 0 2 0 0 0 2
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators 0 0 1 43 1 1 6 118
Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem 0 0 0 1 0 0 0 5
On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests 0 1 1 61 1 2 3 147
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 0 1 3 248
On the Order of Magnitude of Sums of Negative Powers of Integrated Processes 0 0 0 41 0 0 1 135
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix 0 0 0 36 0 0 3 120
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 0 1 2 403
On the distribution of the adaptive LASSO estimator 0 0 2 153 0 2 6 546
On various confidence intervals post-model-selection 0 0 0 29 1 1 3 47
On various confidence intervals post-model-selection 0 0 0 33 0 0 2 75
Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results 0 0 0 1 0 0 1 6
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 0 1 8 1,547
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 0 0 2 113
The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation 0 0 0 88 0 0 1 242
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 1 557 0 0 5 979
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 0 3 434
Valid Heteroskedasticity Robust Testing 0 0 0 0 0 0 1 4
Valid Heteroskedasticity Robust Testing 0 0 0 16 0 0 0 19
Valid Heteroskedasticity Robust Testing 0 0 0 3 0 0 4 14
Valid confidence intervals for post-model-selection predictors 0 0 1 23 0 0 2 63
Total Working Papers 0 6 40 3,069 6 22 150 8,588
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on: “A Modern Gauss–Markov Theorem” 0 0 1 1 0 2 6 6
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 0 0 1 664
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 1 1 2 87
Book reviews 0 0 0 6 0 0 0 19
Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type 0 0 0 4 0 0 0 5
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? 0 0 0 41 0 1 7 155
CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” 0 0 0 4 0 0 1 31
Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald 0 0 0 27 2 2 3 86
Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila 0 0 0 3 1 1 2 23
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 1 1 1 283
Controlling the size of autocorrelation robust tests 0 0 0 8 0 1 2 32
Convergence results for maximum likelihood type estimators in multivariable ARMA models 0 0 0 25 0 0 1 63
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 0 0 2 55
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS 0 0 0 0 0 0 0 0
Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin 0 0 0 2 0 0 0 12
ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES 0 0 0 5 1 1 1 13
Effects of Model Selection on Inference 0 0 2 88 0 1 6 188
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 87 1 1 4 235
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS? 0 0 0 3 0 0 1 10
Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance” 0 0 0 1 1 1 2 11
Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters 0 0 0 35 0 0 0 316
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 2 16 200 2 7 61 540
Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures 0 0 1 306 2 2 4 1,358
Modeling of time series arrays by multistep prediction or likelihood methods 0 0 0 35 1 1 1 124
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM 0 0 0 10 1 1 2 50
Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models 0 0 0 17 0 0 0 37
Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 0 0 0 27 0 0 0 92
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS 0 0 0 5 2 3 3 47
ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES 0 0 0 4 1 1 2 33
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX 0 0 0 9 0 0 1 38
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 1 54 0 2 6 314
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 2 18 0 0 8 75
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 1 4 99 1 2 14 312
THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher 0 1 1 21 1 2 7 170
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 2 19 0 2 7 91
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 0 0 0 6 0 0 1 42
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model 0 0 0 10 0 0 1 53
The uniqueness of the transfer function of linear systems from input-output observations 1 1 1 23 2 3 3 92
Total Journal Articles 2 5 32 1,564 21 39 163 5,762


Statistics updated 2025-08-05