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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

A uniform law of large numbers for dependent and heterogenous data processes

Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 3, pp. 675-683

Persistent link: https://www.econbiz.de/10001067723

Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models

Pötscher, Benedikt M. - In: Econometric theory 7 (1991) 4, pp. 435-445

Persistent link: https://www.econbiz.de/10001117742

Effects of model selection on inference

Pötscher, Benedikt M. - In: Econometric theory 7 (1991) 2, pp. 163-185

Persistent link: https://www.econbiz.de/10001118089

Game theoretical foundations of evolutionary stability

Bomze, Immanuel M. - 1989

Persistent link: https://www.econbiz.de/10013278042

Game theoretical foundations of evolutionary stability

Bomze, Immanuel M.; Pötscher, Benedikt M. - 1989

Persistent link: https://www.econbiz.de/10004015936

Basic Elements of Asymptotic Theory

Pötscher, Benedikt M.; Prucha, Ingmar R. - University of Maryland, Department of Economics - 1999

The paper provides a review of basic elements of asymptotic theory. Topics include modes of convergence, laws of large numbers and central limit theorems.

Persistent link: https://www.econbiz.de/10005241851

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

Reschenhofer, Erhard; Pötscher, Benedikt M.; Hauser, … - In: Empirical Economics 24 (1999) 2, pp. 243-269

Econometric issues in the estimation of persistence in macroeconomic time series are considered. In particular, the relative merits of estimates based on ARMA models, ARFIMA models and nonparametric procedures are investigated. It is shown that ARFIMA models are inappropriate for the purpose of...

Persistent link: https://www.econbiz.de/10005382318

Dynamic nonlinear econometric models : asymptotic theory

Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997

Persistent link: https://www.econbiz.de/10004265841

Introduction to the special issue "high-dimensional time series in macroeconomics and finance"

Pötscher, Benedikt M.; Sögner, Leopold; Wagner, Martin - In: Econometrics : open access journal 12 (2024) 1, pp. 1-2

This Special Issue was organized in relation to the fifth Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, which took place at the Institute for Advanced Studies in Vienna on 9 June and 10 June 2022 [...]

Persistent link: https://www.econbiz.de/10014507936