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~person:"Pötscher, Benedikt M."
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Pötscher, Benedikt M.
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1
How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.
;
Preinerstorfer, David
- In:
Econometric theory
39
(
2023
)
4
,
pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
Saved in:
2
On size and power of heteroskedasticity and autocorrelation robust tests
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 261-358
Persistent link: https://www.econbiz.de/10011578481
Saved in:
3
Model selection and inference : facts and fiction
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
Saved in:
4
Nonlinear functions and convergence to Brownian motion : beyond the continuous mapping theorem
Pötscher, Benedikt M.
- In:
Econometric theory
20
(
2004
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001904719
Saved in:
5
The variance of an integrated process need not diverge to infinity, and related results on partial sums of stationary processes
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10001606762
Saved in:
6
Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models
Pötscher, Benedikt M.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001117742
Saved in:
7
Effects of model selection on inference
Pötscher, Benedikt M.
- In:
Econometric theory
7
(
1991
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10001118089
Saved in:
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