Narrow search
Showing 1 - 10 of 30
Cover Image
Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001434317
Cover Image
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
Cover Image
On the order of magnitude of sums of negative powers of integrated processes
Pötscher, Benedikt M. - In: Econometric theory 29 (2013) 3, pp. 642-658
Persistent link: https://www.econbiz.de/10009778497
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 19 (2003) 1, pp. 100-142
Persistent link: https://www.econbiz.de/10001728181
Cover Image
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
Cover Image
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
Cover Image
Recent developments in model selection and related areas : guest editors' editorial
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 319-322
Persistent link: https://www.econbiz.de/10003894189