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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/10001904719
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Dynamic nonlinear econometric models : asymptotic theory
Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997
Persistent link: https://www.econbiz.de/10000962363
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Model selection
Leeb, Hannes; Pötscher, Benedikt M. - In: Handbook of financial time series, (pp. 889-925). 2009
Persistent link: https://www.econbiz.de/10003834265
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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
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Pötscher, Benedikt M. - In: Econometric reviews 10 (1991) 3, pp. 253-325
Persistent link: https://www.econbiz.de/10001277904
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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 o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
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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
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Pötscher, Benedikt M. - In: Econometric reviews 10 (1991) 2, pp. 125-216
Persistent link: https://www.econbiz.de/10001107723
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On Gagnon's criticism of ARMA models for real GNP growth
Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129
Persistent link: https://www.econbiz.de/10001165660
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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. 243-269
Persistent link: https://www.econbiz.de/10001388897