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Optimal estimation under nonstandard conditions
Ploberger, Werner; Phillips, Peter C. B. - In: Journal of econometrics 169 (2012) 2, pp. 258-265
Persistent link: https://www.econbiz.de/10009673196
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An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
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Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 6, pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
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An asymptotic theory of Bayesian inference for time series
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10001196496
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The CUSUM test with OLS residuals
Ploberger, Werner - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 2, pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
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Testing for structural change in dynamic models
Krämer, Walter - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 6, pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
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A new test for structural stability in the linear regression model
Ploberger, Werner - In: Journal of econometrics 2 (1989), pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
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On studentizing a test for structural change
Ploberger, Werner - In: Economics letters 20 (1986) 4, pp. 341-344
Persistent link: https://www.econbiz.de/10001014800
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A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter - 1987
Persistent link: https://www.econbiz.de/10001383153
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Empirical limits for time series econometric models
Ploberger, Werner; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 627-673
Persistent link: https://www.econbiz.de/10001750434