Werner Ploberger

CFDPs

CFDP 1748 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," (January 2010) [19pp, Abstract] [See CFP 1364]
CFDP 1220 Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," (March 1999) [42pp, Abstract] [See CFP 1062]
CFDP 1197 Werner Ploberger, Peter C. B. Phillips, "Rissanen's Theorem and Econometric Time Series," (October 1998) [14pp, Abstract]
CFDP 1124 Donald W. K. Andrews, Xuemei Liu, Werner Ploberger, "Tests of Seasonal and Non-Seasonal Serial Correlation," (May 1996) [35pp, Abstract] [See CFP 971]
CFDP 1077 Donald W. K. Andrews, Werner Ploberger, "Testing for Serial Correlation against an ARMA(1,1) Process," (September 1994) [29pp, Abstract] [See CFP 933]
CFDP 1058 Donald W. K. Andrews, Werner Ploberger, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only under the Alternative," (July 1993) [32pp, Abstract] [See CFP 916]
CFDP 1038 Peter C. B. Phillips, Werner Ploberger, "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," (October 1992) [66pp, Abstract]
CFDP 1017 Peter C. B. Phillips, Werner Ploberger, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," (May 1992) [35pp, Abstract] [See CFP 878]
CFDP 1016 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regression," (April 1992) [32pp, Abstract] [See CFP 925]
CFDP 1015 Donald W. K. Andrews, Werner Ploberger, "Optimal Tests When a Nuisance Parameter is Present Only under the Alternative," (April 1992) [62pp, Abstract] [See CFP 879]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1364 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," Journal of Econometrics, (August 2012), 169(2): 258-265 [See CFDP 1748]
CFP 1109 Werner Ploberger, Peter C. B. Phillips, "An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, (December 2003), 65: 877-878
CFP 1062 Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," Econometrica, (March 2003), 71(2): 627-673 [See CFDP 1220]
CFP 1037 Werner Ploberger, Peter C. B. Phillips, "Rissanen’s Theorem and Econometric Time Series," 165-180 (in Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity, Inference and Modelling, Cambridge University Press, 2001) [See CFDP 1197]
CFP 971 Donald W. K. Andrews, Xuemei Liu, Werner Ploberger, "Tests for White Noise Against Alternatives with Both Seasonal and Nonseasonal Serial Correlation," Biometrika, (September 1998), 85(3): 727-740 [See CFDP 1124]
CFP 933 Donald W. K. Andrews, Werner Ploberger, "Testing for Serial Correlation Against an ARMA (1,1) Process," Journal of the American Statistical Association, (September 1996), 91(435): 1331-1342 [See CFDP 1077]
CFP 925 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regressions," Journal of Econometrics, (January 1996), 70(1): 9-38 [See CFDP 1016]
CFP 917 Peter C. B. Phillips, Werner Ploberger, "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, (March 1996), 64(2): 381-412
CFP 916 Donald W. K. Andrews, Werner Ploberger, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only Under the Alternative," Annals of Statistics, (October 1995), 23(5): 1609-1629 [See CFDP 1058]
CFP 879 Donald W. K. Andrews, Werner Ploberger, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, (November 1994), 62(6): 1383-1414 [See CFDP 1015]