E-LIB Suche - Ergebnisse für: Ploberger, Werner

1

OPTIMAL TEST FOR MARKOV SWITCHING PARAMETERS:

Carrasco, Marine ; Hu, Liang ; Ploberger, Werner
Econometrica. 82 (2014) 2 - p. 765-784 , 2014

Link: https://www.jstor.org/st..

2

Rate-optimal tests for jumps in diffusion processes:

Lee, Taesuk ; Loretan, Mico ; Ploberger, Werner
Statistical Papers. 54 (2013) 4 - p. 1009-1041 , 2013

Link: https://doi.org/10.1007/..

3

Optimal estimation under nonstandard conditions:

Ploberger, Werner ; Phillips, Peter C.B.
Journal of Econometrics. 169 (2012) 2 - p. 258-265 , 2012

Link: https://doi.org/10.1016/..

4

Detecting fuzzy periodic patterns in futures spreads:

Reschenhofer, Erhard ; Ploberger, Werner ; Lehecka, Georg V.
Statistical Papers. 55 (2012) 2 - p. 487-496 , 2012

Link: https://doi.org/10.1007/..

5

Central limit theorems:

, In: Macroeconometrics and Time Series Analysis,

Ploberger, Werner - p. 46-52 , 2010

Link: https://doi.org/10.1057/..

6

Functional central limit theorems:

, In: Macroeconometrics and Time Series Analysis,

Ploberger, Werner - p. 99-104 , 2010

Link: https://doi.org/10.1057/..

7

Law(s) of large numbers:

, In: Macroeconometrics and Time Series Analysis,

Ploberger, Werner - p. 158-162 , 2010

Link: https://doi.org/10.1057/..

8

Testing for cycles in multiple time series:

Ploberger, Werner ; Reschenhofer, Erhard
Journal of Time Series Analysis. 31 (2010) 6 - p. 427-434 , 2010

Link: https://doi.org/10.1111/..

9

Admissible and Nonadmissible Tests in Unit-Root-like Situat..:

Ploberger, Werner
Econometric Theory. 24 (2008) 1 - p. 15-42 , 2008

Link: https://www.jstor.org/st..

10

ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUAT..:

Ploberger, Werner
Econometric Theory. 24 (2007) 1 - p. , 2007

Link: https://doi.org/10.1017/..

11

Contrasting activity patterns of two related octopus specie..:

Meisel, Daniela V. ; Byrne, Ruth A. ; Kuba, Michael...
Journal of Comparative Psychology. 120 (2006) 3 - p. 191-197 , 2006

Link: https://doi.org/10.1037/..

12

A complete class of tests when the likelihood is locally as..:

Ploberger, Werner
Journal of Econometrics. 118 (2004) 1-2 - p. 67-94 , 2004

Link: https://doi.org/10.1016/..

13

Empirical Limits for Time Series Econometric Models:

Ploberger, Werner ; Peter C. B. Phillips
Econometrica. 71 (2003) 2 - p. 627-673 , 2003

Link: https://www.jstor.org/st..

14

An Introduction to Best Empirical Models when the Parameter..:

Ploberger, Werner ; Phillips, Peter C. B.
Oxford Bulletin of Economics and Statistics. 65 (2003) s1 - p. 877-890 , 2003

Link: https://doi.org/10.1046/..

15

Empirical Limits for Time Series Econometric Models:

Ploberger, Werner ; Phillips, Peter C. B.
Econometrica. 71 (2003) 2 - p. 627-673 , 2003

Link: https://doi.org/10.1111/..