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BOOK REVIEWS - Dynamic Nonlinear Econometric Models -- Asymptotic Theory
Jong, Robert M.de; Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Econometric theory 16 (2000) 1, pp. 127-130
Persistent link: https://www.econbiz.de/10006984540
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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
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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
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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
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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
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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
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ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
Pötscher, Benedikt M. - In: Econometric theory 29 (2012) 3, pp. 642-658
Persistent link: https://www.econbiz.de/10010120925
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415
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CORRIGENDUM: Correction to "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results"
Leeb, Hannes; Pötscher, Benedikt M.; Leeb, H.; … - In: Econometric theory 24 (2008) 2, pp. 581
Persistent link: https://www.econbiz.de/10007912718
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CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
Leeb, Hannes; Pötscher, Benedikt M.; Ahmed, S.E.; … - In: Econometric theory 24 (2008) 2, pp. 338-376
Persistent link: https://www.econbiz.de/10007912727