| 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 |
0 |
1 |
5 |
414 |
| Basic Elements of Asymptotic Theory |
1 |
4 |
12 |
350 |
2 |
5 |
21 |
584 |
| Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? |
1 |
2 |
2 |
145 |
2 |
3 |
9 |
607 |
| Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? |
0 |
0 |
0 |
76 |
1 |
3 |
4 |
446 |
| Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin |
0 |
0 |
0 |
20 |
0 |
2 |
5 |
32 |
| Confidence Sets Based on Sparse Estimators Are Necessarily Large |
1 |
1 |
1 |
39 |
1 |
1 |
5 |
131 |
| Confidence sets based on penalized maximum likelihood estimators |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
196 |
| Controlling the Size of Autocorrelation Robust Tests |
1 |
1 |
2 |
43 |
1 |
2 |
4 |
61 |
| Distributional results for thresholding estimators in high-dimensional Gaussian regression models |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
85 |
| Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference |
0 |
0 |
0 |
63 |
0 |
1 |
4 |
131 |
| Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
40 |
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? |
0 |
0 |
7 |
9 |
2 |
5 |
28 |
31 |
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? |
1 |
1 |
5 |
18 |
5 |
8 |
35 |
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 |
2 |
66 |
0 |
0 |
4 |
401 |
| Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
109 |
| Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem |
0 |
0 |
1 |
286 |
0 |
2 |
5 |
985 |
| On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests |
0 |
0 |
1 |
58 |
0 |
0 |
4 |
141 |
| On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach |
0 |
0 |
0 |
51 |
1 |
3 |
6 |
234 |
| On the Order of Magnitude of Sums of Negative Powers of Integrated Processes |
0 |
0 |
2 |
41 |
0 |
1 |
6 |
129 |
| On the Power of Invariant Tests for Hypotheses on a Covariance Matrix |
1 |
1 |
3 |
35 |
6 |
17 |
24 |
98 |
| On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding |
1 |
1 |
1 |
133 |
1 |
1 |
3 |
393 |
| On the distribution of the adaptive LASSO estimator |
1 |
1 |
1 |
147 |
1 |
1 |
10 |
525 |
| On various confidence intervals post-model-selection |
0 |
0 |
0 |
31 |
1 |
3 |
4 |
70 |
| On various confidence intervals post-model-selection |
0 |
0 |
0 |
29 |
0 |
0 |
4 |
42 |
| Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results |
0 |
0 |
0 |
95 |
0 |
2 |
6 |
291 |
| Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator |
0 |
1 |
1 |
385 |
1 |
5 |
15 |
1,498 |
| Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
106 |
| The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation |
0 |
0 |
0 |
88 |
0 |
2 |
4 |
235 |
| The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations |
0 |
0 |
0 |
554 |
0 |
3 |
8 |
964 |
| The variance of an integrated process need not diverge to infinity |
0 |
0 |
1 |
106 |
1 |
2 |
10 |
422 |
| Valid Heteroskedasticity Robust Testing |
11 |
11 |
11 |
11 |
6 |
6 |
6 |
6 |
| Valid confidence intervals for post-model-selection predictors |
0 |
0 |
0 |
21 |
1 |
2 |
6 |
57 |
| Total Working Papers |
19 |
24 |
54 |
3,235 |
34 |
85 |
261 |
9,506 |
| 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 |
1 |
2 |
256 |
0 |
3 |
11 |
644 |
| A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
82 |
| Book reviews |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
18 |
| CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? |
1 |
2 |
4 |
36 |
2 |
4 |
10 |
117 |
| 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 |
28 |
| Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
80 |
| Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
| Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
279 |
| Controlling the size of autocorrelation robust tests |
1 |
1 |
3 |
7 |
1 |
2 |
6 |
24 |
| Convergence results for maximum likelihood type estimators in multivariable ARMA models |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
60 |
| Convergence results for maximum likelihood type estimators in multivariable ARMA models II |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
51 |
| 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 |
1 |
0 |
1 |
2 |
8 |
| ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Effects of Model Selection on Inference |
0 |
0 |
5 |
75 |
1 |
3 |
17 |
152 |
| Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure |
0 |
0 |
1 |
79 |
0 |
0 |
2 |
216 |
| 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 |
4 |
308 |
| MODEL SELECTION AND INFERENCE: FACTS AND FICTION |
3 |
5 |
14 |
113 |
6 |
14 |
47 |
314 |
| Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures |
0 |
0 |
0 |
302 |
0 |
0 |
3 |
1,348 |
| Modeling of time series arrays by multistep prediction or likelihood methods |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
118 |
| NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
43 |
| Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models |
0 |
0 |
1 |
14 |
0 |
2 |
3 |
33 |
| Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 |
0 |
1 |
1 |
26 |
0 |
2 |
4 |
88 |
| ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS |
0 |
0 |
1 |
5 |
2 |
3 |
9 |
37 |
| ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
27 |
| ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
33 |
| On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding |
0 |
0 |
0 |
51 |
17 |
29 |
33 |
269 |
| 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 |
2 |
58 |
| Sparse estimators and the oracle property, or the return of Hodges' estimator |
1 |
2 |
2 |
67 |
2 |
4 |
9 |
212 |
| THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher |
0 |
0 |
0 |
19 |
1 |
1 |
6 |
160 |
| THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS |
0 |
0 |
0 |
15 |
0 |
3 |
4 |
72 |
| 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 |
40 |
| The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
46 |
| The uniqueness of the transfer function of linear systems from input-output observations |
0 |
0 |
1 |
20 |
0 |
0 |
5 |
85 |
| Total Journal Articles |
6 |
12 |
38 |
1,364 |
33 |
73 |
197 |
5,070 |
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