Similar Search Results

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

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

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

Dynamic nonlinear econometric models : asymptotic theory

Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997

Persistent link: https://www.econbiz.de/10000962363

Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation of long memory parameters

Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065

Persistent link: https://www.econbiz.de/10001688015

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

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

Can one estimate the conditional distribution of post-model-selection estimators?

Leeb, Hannes; Pötscher, Benedikt M. - 2003

Persistent link: https://www.econbiz.de/10001856361

Sparse estimators and the oracle property, or the return of Hodges' estimator

Leeb, Hannes; Pötscher, Benedikt M. - 2005

Persistent link: https://www.econbiz.de/10002770455

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