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Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-270
Persistent link: https://www.econbiz.de/10006298840
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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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Sparse estimators and the oracle property, or the return of Hodges’ estimator
Leeb, Hannes; Pötscher, Benedikt M. - In: Journal of econometrics 142 (2008) 1, pp. 201-211
Persistent link: https://www.econbiz.de/10007894513
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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
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GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 319-322
Persistent link: https://www.econbiz.de/10007912729
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Efficiency of Maximum Likelihood
Phillips, Peter C.B.; Pötscher, Benedikt M. - In: Econometric theory 9 (1993) 3, pp. 534
Persistent link: https://www.econbiz.de/10007019270
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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/10006965158
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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/10006970547