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 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


Statistics updated 2021-06-03