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Profit persistence and stock returns

Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549

Persistent link: https://www.econbiz.de/10011620804

Volatility forecasts, proxies and loss functions

Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Journal of empirical finance 59 (2020), pp. 133-153

Persistent link: https://www.econbiz.de/10012437952

Improved estimation of the memory parameter

Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Theoretical economics letters 10 (2020) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10012491433

Estimation of the fractionally differencing parameter with the R/S method

Hauser, Michael A.; Reschenhofer, Erhard - In: Computational Statistics & Data Analysis 20 (1995) 5, pp. 569-579

Persistent link: https://www.econbiz.de/10005165800

Dynamic Nonlinear Econometric Models : Asymptotic Theory

Pötscher, Benedikt M. - 1997

The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to...

Persistent link: https://www.econbiz.de/10013518470

On the power of invariant tests for hypotheses on a covariance matrix

Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68

Persistent link: https://www.econbiz.de/10011665247

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

Controlling the size of autocorrelation robust tests

Pötscher, Benedikt M.; Preinerstorfer, David - In: Journal of econometrics 207 (2018) 2, pp. 406-431

Persistent link: https://www.econbiz.de/10012116367

Special issue in honor of Benedikt M. Pötscher

Pötscher, Benedikt M. (honouree) - 2023

Persistent link: https://www.econbiz.de/10014465402

A Comment on : "a modern Gauss-Markov theorem"

Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 3, pp. 913-924

Persistent link: https://www.econbiz.de/10014558654