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 Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 1 1 2 404
Basic Elements of Asymptotic Theory 0 0 10 336 1 1 21 553
Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? 0 1 1 142 2 6 8 589
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 0 75 1 2 5 426
Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin 0 0 18 18 1 1 20 20
Confidence Sets Based on Sparse Estimators Are Necessarily Large 0 0 0 38 0 1 1 122
Confidence sets based on penalized maximum likelihood estimators 0 0 0 63 2 2 3 191
Controlling the Size of Autocorrelation Robust Tests 0 1 2 39 1 4 8 52
Distributional results for thresholding estimators in high-dimensional Gaussian regression models 0 0 0 22 0 3 4 81
Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference 0 0 0 63 0 0 1 123
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing 0 0 2 35 1 1 8 30
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 64 0 0 1 395
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators 0 0 1 40 0 4 8 105
Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem 0 0 0 283 0 3 7 966
On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests 0 0 0 57 1 2 11 134
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 1 48 0 0 3 219
On the Order of Magnitude of Sums of Negative Powers of Integrated Processes 0 0 1 39 0 2 5 119
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix 0 2 3 31 0 4 8 67
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 1 132 0 0 5 389
On the distribution of the adaptive LASSO estimator 0 0 1 146 0 0 5 511
On various confidence intervals post-model-selection 0 0 1 29 0 1 3 38
On various confidence intervals post-model-selection 0 1 1 31 1 4 9 62
Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results 1 1 1 95 3 3 9 279
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 1 5 382 3 9 29 1,464
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 50 0 0 3 100
The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation 0 0 0 88 0 1 2 230
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 2 552 1 3 8 951
The variance of an integrated process need not diverge to infinity 0 0 0 105 0 2 6 407
Valid confidence intervals for post-model-selection predictors 0 0 2 20 1 2 5 47
Total Working Papers 1 7 53 3,146 20 62 208 9,074


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 2 252 1 3 12 626
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 1 1 25 0 2 5 77
Book reviews 0 0 0 5 0 1 1 14
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? 0 0 1 30 0 1 8 99
CORRIGENDUM: Correction to 0 0 0 4 0 0 0 26
Comment 0 0 0 8 0 0 1 25
Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald 0 0 0 25 0 0 1 78
Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila 0 0 0 3 0 1 1 16
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 2 2 59 0 2 3 275
Controlling the size of autocorrelation robust tests 0 0 3 3 1 3 15 15
Convergence results for maximum likelihood type estimators in multivariable ARMA models 0 0 1 23 1 1 2 59
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 0 0 0 47
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 1 1 1 2 3 3 3
ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES 0 0 0 0 0 0 0 0
Effects of Model Selection on Inference 1 1 4 62 1 2 6 123
Efficiency of Maximum Likelihood 0 0 0 11 0 0 0 21
GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS 0 0 0 46 1 4 5 78
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 0 77 1 3 9 212
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 34 2 3 4 298
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 0 1 8 94 4 8 20 250
Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures 0 0 0 300 0 1 2 1,342
Modeling of time series arrays by multistep prediction or likelihood methods 0 0 0 34 0 0 0 117
Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models 0 0 0 13 0 0 0 30
Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 0 0 0 25 0 1 1 80
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS 0 0 0 4 1 3 6 28
ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES 0 0 0 4 0 0 1 26
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX 0 1 2 7 1 3 9 27
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 3 49 1 2 10 232
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 0 15 0 0 0 52
Pseudo Orthogonality and Granger Causality in Dynamic Data 0 0 0 0 0 0 1 10
Sparse estimators and the oracle property, or the return of Hodges' estimator 1 1 2 65 2 4 11 202
THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. P tscher 0 0 0 19 0 0 0 151
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 0 15 1 2 2 67
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 0 38
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model 1 1 1 8 1 1 2 42
The uniqueness of the transfer function of linear systems from input-output observations 0 0 0 18 3 4 4 75
Total Journal Articles 3 9 31 1,357 24 58 145 4,861


Statistics updated 2019-10-05