Werner Ploberger

CFDPs

CFDP 1748 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," (January 2010) [19pp, Abstract] (See: 1364)
CFDP 1220 Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," (March 1999) [42pp, Abstract] (See: 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: 971)
CFDP 1077 Donald W. K. Andrews, Werner Ploberger, "Testing for Serial Correlation against an ARMA(1,1) Process," (September 1994) [29pp, Abstract] (See: 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: 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: 878)
CFDP 1016 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regression," (April 1992) [32pp, Abstract] (See: 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: 879)

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)