This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Werner Ploberger

Personal Details | Affiliation | Works
This is information that was supplied by Werner Ploberger in registering through RePEc. If you are Werner Ploberger , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Werner
Middle Name:
Last Name: Ploberger
Suffix:

RePEc Short-ID: ppl16

Email: [This author has chosen not to make the email address public]
Homepage: http://www.ploberger.com
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Number of Journal Pages, Weighted by Simple Impact Factor
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  20. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Werner Ploberger, 2004. "Admissible and Nonadmissible Test in Unit-Root-like Situations," Econometric Society 2004 North American Summer Meetings 555, Econometric Society.
    Published as:

  2. Werner Ploberger, 2004. "On the inadmissibility of classical tests in unit-root-type situations," Econometric Society 2004 North American Winter Meetings 461, Econometric Society.

  3. Werner Ploberger, 2000. "Empirical Limits for Time Series Models," Econometric Society World Congress 2000 Contributed Papers 1909, Econometric Society. [Downloadable!]

  4. Peter C.B. Phillips & Werner Ploberger, 1999. "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers 1220, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  5. Werner Ploberger & Peter C.B. Phillips, 1998. "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers 1197, Cowles Foundation, Yale University. [Downloadable!]

  6. Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996. "Tests of Seasonal and Non-Seasonal Serial Correlation," Cowles Foundation Discussion Papers 1124, Cowles Foundation, Yale University. [Downloadable!]

  7. Ploberger, W. & Bierens, H., 1995. "Asymptotic power of the integrated conditional moment test against global and large local alternatives," Discussion Paper 122, Tilburg University, Center for Economic Research. [Downloadable!]

  8. Bierens, H. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  9. Donald W.K. Andrews & Werner Ploberger, 1994. "Testing for Serial Correlation Against an ARMA(1,1) Process," Cowles Foundation Discussion Papers 1077, Cowles Foundation, Yale University. [Downloadable!]

  10. Donald W.K. Andrews & Werner Ploberger, 1993. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative," Cowles Foundation Discussion Papers 1058, Cowles Foundation, Yale University. [Downloadable!]

  11. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  12. Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  13. Peter C.B. Phillips & Werner Ploberger, 1992. "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," Cowles Foundation Discussion Papers 1038, Cowles Foundation, Yale University. [Downloadable!]

  14. Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992. "Optimal Changepoint Tests for Normal Linear Regression," Cowles Foundation Discussion Papers 1016, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  15. Peter C.B. Phillips & Werner Ploberger, 1991. "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers 980, Cowles Foundation, Yale University. [Downloadable!]

  16. Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987. "A modification of the CUSUM test in the linear regression model with lagged dependent variables," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-104, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    Published as:

Articles

  1. Ploberger, Werner, 2008. "Admissible And Nonadmissible Tests In Unit-Root-Like Situations," Econometric Theory, Cambridge University Press, vol. 24(01), pages 15-42, February. [Downloadable!]
    Other versions:

  2. Ploberger, Werner, 2004. "A complete class of tests when the likelihood is locally asymptotically quadratic," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 67-94. [Downloadable!] (restricted)

  3. Werner Ploberger & Peter C. B. Phillips, 2003. "An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 877-890, December. [Downloadable!] (restricted)

  4. Werner Ploberger & Peter C. B. Phillips, 2003. "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March. [Downloadable!] (restricted)
    Other versions:

  5. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
    Other versions:

  6. Phillips, Peter C B & Ploberger, Werner, 1996. "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, Econometric Society, vol. 64(2), pages 381-412, March. [Downloadable!] (restricted)

  7. Ploberger, Werner & Kramer, Walter, 1996. "A trend-resistant test for structural change based on OLS residuals," Journal of Econometrics, Elsevier, vol. 70(1), pages 175-185, January. [Downloadable!] (restricted)

  8. Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996. "Optimal changepoint tests for normal linear regression," Journal of Econometrics, Elsevier, vol. 70(1), pages 9-38, January. [Downloadable!] (restricted)
    Other versions:

  9. Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August. [Downloadable!]
    Other versions:

  10. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November. [Downloadable!] (restricted)
    Other versions:

  11. Ploberger, Werner & Kramer, Walter, 1992. "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, vol. 60(2), pages 271-85, March. [Downloadable!] (restricted)

  12. Ploberger, Werner & Kr?mer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(03), pages 335-347, September. [Downloadable!]

  13. Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February. [Downloadable!] (restricted)

  14. Ploberger, W & Kramer, W & Alt, R, 1989. "A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables," Empirical Economics, Springer, vol. 14(2), pages 65-75.
    Other versions:

  15. Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988. "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, vol. 56(6), pages 1355-69, November. [Downloadable!] (restricted)

  16. Ploberger, Werner & Kramer, Walter, 1987. "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, vol. 25(3), pages 255-258. [Downloadable!] (restricted)

  17. Ploberger, Werner & Kramer, Walter, 1986. "On studentizing a test for structural change," Economics Letters, Elsevier, vol. 20(4), pages 341-344. [Downloadable!] (restricted)

  18. RePEc:cup:etheor:v:24:y:2007:i:01:p:15-42_08 is not listed on IDEAS

  19. RePEc:cup:etheor:v:24:y:2007:i:01:p:15-42 is not listed on IDEAS

Did you know? LogEc provides statistical analysis about downloads from this service (and others).

This page was last updated on 2009-11-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.