| 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? |
1 |
3 |
4 |
48 |
1 |
3 |
10 |
162 |
| A Modern Gauss-Markov Theorem? Really? |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
45 |
| A Modern Gauss-Markov Theorem? Really? |
0 |
1 |
2 |
94 |
1 |
4 |
7 |
72 |
| A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics |
0 |
0 |
6 |
6 |
0 |
3 |
12 |
12 |
| A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process |
0 |
0 |
0 |
123 |
0 |
1 |
3 |
422 |
| Basic Elements of Asymptotic Theory |
1 |
1 |
7 |
373 |
1 |
1 |
10 |
621 |
| Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? |
0 |
0 |
1 |
150 |
3 |
3 |
5 |
631 |
| Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? |
0 |
1 |
2 |
81 |
0 |
3 |
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 |
1 |
4 |
52 |
| Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion |
0 |
0 |
7 |
7 |
0 |
0 |
17 |
17 |
| Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion |
0 |
0 |
15 |
15 |
0 |
0 |
37 |
39 |
| Confidence Sets Based on Sparse Estimators Are Necessarily Large |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
137 |
| Confidence sets based on penalized maximum likelihood estimators |
0 |
0 |
0 |
63 |
0 |
1 |
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 |
1 |
64 |
0 |
1 |
3 |
139 |
| Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
45 |
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
59 |
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? |
0 |
0 |
0 |
9 |
0 |
2 |
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 |
0 |
1 |
5 |
117 |
| 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 |
1 |
1 |
1 |
61 |
1 |
1 |
2 |
146 |
| On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach |
0 |
0 |
0 |
55 |
1 |
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 |
2 |
3 |
120 |
| On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding |
0 |
0 |
0 |
133 |
1 |
1 |
2 |
403 |
| On the distribution of the adaptive LASSO estimator |
0 |
0 |
2 |
153 |
1 |
2 |
6 |
546 |
| On various confidence intervals post-model-selection |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
75 |
| On various confidence intervals post-model-selection |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
46 |
| 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 |
9 |
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 |
1 |
2 |
113 |
| The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation |
0 |
0 |
0 |
88 |
0 |
1 |
1 |
242 |
| The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations |
0 |
0 |
1 |
557 |
0 |
0 |
6 |
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 |
1 |
1 |
4 |
| Valid Heteroskedasticity Robust Testing |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
14 |
| Valid Heteroskedasticity Robust Testing |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
19 |
| Valid confidence intervals for post-model-selection predictors |
0 |
0 |
1 |
23 |
0 |
1 |
2 |
63 |
| Total Working Papers |
3 |
8 |
52 |
3,069 |
10 |
41 |
180 |
8,582 |
| 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 |
1 |
4 |
6 |
6 |
| A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes |
0 |
0 |
0 |
262 |
0 |
0 |
2 |
664 |
| A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
86 |
| 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 |
1 |
2 |
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 |
1 |
27 |
0 |
0 |
2 |
84 |
| Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
22 |
| Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
282 |
| 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 |
0 |
0 |
0 |
12 |
| Effects of Model Selection on Inference |
0 |
0 |
2 |
88 |
1 |
2 |
6 |
188 |
| Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
234 |
| 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 |
0 |
0 |
2 |
10 |
| 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 |
0 |
1 |
16 |
199 |
2 |
7 |
63 |
538 |
| Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures |
0 |
0 |
1 |
306 |
0 |
0 |
2 |
1,356 |
| Modeling of time series arrays by multistep prediction or likelihood methods |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
123 |
| NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
49 |
| 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 |
1 |
1 |
2 |
45 |
| ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
32 |
| 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 |
1 |
2 |
6 |
314 |
| PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS |
0 |
1 |
2 |
18 |
0 |
1 |
8 |
75 |
| Sparse estimators and the oracle property, or the return of Hodges' estimator |
0 |
1 |
4 |
99 |
0 |
1 |
14 |
311 |
| THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher |
0 |
1 |
1 |
21 |
0 |
1 |
6 |
169 |
| THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS |
0 |
0 |
2 |
19 |
2 |
2 |
8 |
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 |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
90 |
| Total Journal Articles |
0 |
4 |
32 |
1,562 |
9 |
25 |
153 |
5,741 |
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