Similar Search Results

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/10006965158

THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS

Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 19 (2003) 1, pp. 100-142

Persistent link: https://www.econbiz.de/10006970547

ARTICLES - 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/10006978091

BOOK REVIEWS - Dynamic Nonlinear Econometric Models -- Asymptotic Theory

Jong, Robert M.de; Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Econometric theory 16 (2000) 1, pp. 127-130

Persistent link: https://www.econbiz.de/10006984540

Efficiency of Maximum Likelihood

Phillips, Peter C.B.; Pötscher, Benedikt M. - In: Econometric theory 9 (1993) 3, pp. 534

Persistent link: https://www.econbiz.de/10007019270

On the Power of Invariant Tests for Hypotheses on a Covariance Matrix

Preinerstorfer, David; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2014

The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been intensively studied in the literature. When the correlation becomes strong, Krämer (1985) (for the Durbin-Watson...

Persistent link: https://www.econbiz.de/10011127579