Benedikt M. Pötscher
(Benedikt M. Poetscher)
Personal Details
First Name: | Benedikt |
Middle Name: | M. |
Last Name: | Poetscher |
Suffix: | |
RePEc Short-ID: | ppt1 |
[This author has chosen not to make the email address public] | |
https://seam.univie.ac.at/statistics-econometrics-and-applied-mathematics-seam/researchers/poetscher | |
Department of Statistics, University of Vienna, Oskar-Morgenstern-Platz 1, A-1090 Vienna, Austria | |
(+43 1) 427738640 | |
Terminal Degree: | 1979 (from RePEc Genealogy) |
Affiliation
Department of Statistics and Operations Research
Fakultät für Wirtschaftswissenschaften
Universität Wien
Wien, Austriahttp://isor.univie.ac.at/
RePEc:edi:isduwat (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Benedikt M. Potscher, 2024.
"Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion,"
Papers
2406.03971, arXiv.org.
- Pötscher, Benedikt M., 2024. "Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion," MPRA Paper 121144, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2022.
"A Modern Gauss-Markov Theorem? Really?,"
Papers
2203.01425, arXiv.org, revised Oct 2023.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112607, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2021.
"Valid Heteroskedasticity Robust Testing,"
Papers
2104.12597, arXiv.org, revised Jul 2023.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 117855, University Library of Munich, Germany, revised Jul 2023.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 107420, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2020.
"How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?,"
Papers
2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023. "How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?," Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M. & Kivaranovic, Danijel, 2018. "Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin," MPRA Paper 90655, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2017. "Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing," MPRA Paper 81053, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2016.
"Controlling the Size of Autocorrelation Robust Tests,"
MPRA Paper
75657, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2018. "Controlling the size of autocorrelation robust tests," Journal of Econometrics, Elsevier, vol. 207(2), pages 406-431.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
"On various confidence intervals post-model-selection,"
MPRA Paper
52858, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 58326, University Library of Munich, Germany, revised 2014.
- Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014. "Valid confidence intervals for post-model-selection predictors," MPRA Paper 60643, University Library of Munich, Germany.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014.
"On the Power of Invariant Tests for Hypotheses on a Covariance Matrix,"
MPRA Paper
55059, University Library of Munich, Germany.
- Preinerstorfer, David & Pötscher, Benedikt M., 2017. "On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix," Econometric Theory, Cambridge University Press, vol. 33(1), pages 1-68, February.
- Preinerstorfer, David & Pötscher, Benedikt M., 2013.
"On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests,"
MPRA Paper
45675, University Library of Munich, Germany.
- Preinerstorfer, David & Pötscher, Benedikt M., 2016. "On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 32(2), pages 261-358, April.
- Leeb, Hannes & Pötscher, Benedikt M., 2012. "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper 41459, University Library of Munich, Germany.
- Pötscher, Benedikt M., 2011.
"On the Order of Magnitude of Sums of Negative Powers of Integrated Processes,"
MPRA Paper
28287, University Library of Munich, Germany.
- Pötscher, Benedikt M., 2013. "On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes," Econometric Theory, Cambridge University Press, vol. 29(3), pages 642-658, June.
- Pötscher, Benedikt M. & Schneider, Ulrike, 2011. "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper 31882, University Library of Munich, Germany.
- Gach, Florian & Pötscher, Benedikt M., 2010. "Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators," MPRA Paper 27512, University Library of Munich, Germany.
- Nickl, Richard & Pötscher, Benedikt M., 2009. "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper 16608, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Schneider, Ulrike, 2008. "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper 9062, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Leeb, Hannes, 2007.
"On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding,"
MPRA Paper
5615, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Leeb, Hannes, 2009. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2065-2082, October.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
- Pötscher, Benedikt M., 2006. "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper 73, University Library of Munich, Germany, revised Jul 2006.
- Hannes Leeb & Benedikt M. Poetscher, 2005.
"Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator,"
Cowles Foundation Discussion Papers
1500, Cowles Foundation for Research in Economics, Yale University, revised Apr 2007.
- Leeb, Hannes & Potscher, Benedikt M., 2008. "Sparse estimators and the oracle property, or the return of Hodges' estimator," Journal of Econometrics, Elsevier, vol. 142(1), pages 201-211, January.
- Hannes Leeb & Benedikt M. Pötscher, 2003.
"Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results,"
Vienna Economics Papers
vie0301, University of Vienna, Department of Economics.
- Leeb, Hannes & Pötscher, Benedikt M., 2006. "Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results," Econometric Theory, Cambridge University Press, vol. 22(1), pages 69-97, February.
- Hannes Leeb & Benedikt M. Potscher, 2003.
"Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?,"
Cowles Foundation Discussion Papers
1444, Cowles Foundation for Research in Economics, Yale University.
- Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
- Benedikt M. Pötscher, 2001.
"Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem,"
Vienna Economics Papers
vie0203, University of Vienna, Department of Economics.
- Pötscher, Benedikt M., 2004. "Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem," Econometric Theory, Cambridge University Press, vol. 20(1), pages 1-22, February.
- Hannes Leeb & Benedikt M. Poetscher, 2000.
"The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations,"
Econometrics
0004001, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M., 2003. "The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations," Econometric Theory, Cambridge University Press, vol. 19(1), pages 100-142, February.
- Benedikt M. Pötscher & Ingmar R. Prucha, 1999. "Basic Elements of Asymptotic Theory," Electronic Working Papers 99-001, University of Maryland, Department of Economics.
- Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, University Library of Munich, Germany.
- Benedikt M. Pötscher, 1999.
"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 of Long Memory Paramet,"
Vienna Economics Papers
vie0202, University of Vienna, Department of Economics.
- Benedikt M. Poetscher, 2002. "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 of Long Memory Parame," Econometrica, Econometric Society, vol. 70(3), pages 1035-1065, May.
- Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
- Potscher, Benedikt M. & Prucha, Ingmar R., 1987.
"A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process,"
Working Papers
87-26, C.V. Starr Center for Applied Economics, New York University.
- Potscher, Benedikt M & Prucha, Ingmar R, 1989. "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes," Econometrica, Econometric Society, vol. 57(3), pages 675-683, May.
repec:vie:viennp:0301 is not listed on IDEAS
repec:vie:viennp:0203 is not listed on IDEAS
repec:vie:viennp:0202 is not listed on IDEAS
Articles
- Benedikt M. Pötscher & Leopold Sögner & Martin Wagner, 2024. "Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”," Econometrics, MDPI, vol. 12(1), pages 1-2, February.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
"How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?,"
Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Hannes Leeb & Benedikt M. Pötscher & Danijel Kivaranovic, 2019. "Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin," Biometrics, The International Biometric Society, vol. 75(2), pages 407-410, June.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2018.
"Controlling the size of autocorrelation robust tests,"
Journal of Econometrics, Elsevier, vol. 207(2), pages 406-431.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2016. "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper 75657, University Library of Munich, Germany.
- Preinerstorfer, David & Pötscher, Benedikt M., 2017.
"On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 1-68, February.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014. "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper 55059, University Library of Munich, Germany.
- Preinerstorfer, David & Pötscher, Benedikt M., 2016.
"On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests,"
Econometric Theory, Cambridge University Press, vol. 32(2), pages 261-358, April.
- Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
- Pötscher, Benedikt M., 2013.
"On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes,"
Econometric Theory, Cambridge University Press, vol. 29(3), pages 642-658, June.
- Pötscher, Benedikt M., 2011. "On the Order of Magnitude of Sums of Negative Powers of Integrated Processes," MPRA Paper 28287, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Leeb, Hannes, 2009.
"On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding,"
Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2065-2082, October.
- Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M., 2008. "CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”," Econometric Theory, Cambridge University Press, vol. 24(2), pages 581-583, April.
- Leeb, Hannes & Potscher, Benedikt M., 2008.
"Sparse estimators and the oracle property, or the return of Hodges' estimator,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 201-211, January.
- Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation for Research in Economics, Yale University, revised Apr 2007.
- Leeb, Hannes & Pötscher, Benedikt M., 2008.
"Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?,"
Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
- Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
- Richard Nickl & Benedikt M. Pötscher, 2007. "Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type," Journal of Theoretical Probability, Springer, vol. 20(2), pages 177-199, June.
- Pötscher, Benedikt M., 2007. "THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher," Econometric Theory, Cambridge University Press, vol. 23(4), pages 711-748, August.
- Leeb, Hannes & Pötscher, Benedikt M., 2006.
"Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results,"
Econometric Theory, Cambridge University Press, vol. 22(1), pages 69-97, February.
- Hannes Leeb & Benedikt M. Pötscher, 2003. "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results," Vienna Economics Papers vie0301, University of Vienna, Department of Economics.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(1), pages 21-59, February.
- Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong, 2004. "Modeling of time series arrays by multistep prediction or likelihood methods," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 151-187.
- Potscher, Benedikt M. & Prucha, Ingmar R., 2004. "Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 1-5.
- Pötscher, Benedikt M., 2004.
"Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem,"
Econometric Theory, Cambridge University Press, vol. 20(1), pages 1-22, February.
- Benedikt M. Pötscher, 2001. "Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem," Vienna Economics Papers vie0203, University of Vienna, Department of Economics.
- Leeb, Hannes & Pötscher, Benedikt M., 2003.
"The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations,"
Econometric Theory, Cambridge University Press, vol. 19(1), pages 100-142, February.
- Hannes Leeb & Benedikt M. Poetscher, 2000. "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics 0004001, University Library of Munich, Germany.
- Benedikt M. Poetscher, 2002.
"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 of Long Memory Parame,"
Econometrica, Econometric Society, vol. 70(3), pages 1035-1065, May.
- Benedikt M. Pötscher, 1999. "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 of Long Memory Paramet," Vienna Economics Papers vie0202, University of Vienna, Department of Economics.
- Leeb, Hannes & Pötscher, Benedikt M., 2001. "The Variance Of An Integrated Process Need Not Diverge To Infinity, And Related Results On Partial Sums Of Stationary Processes," Econometric Theory, Cambridge University Press, vol. 17(4), pages 671-685, August.
- Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser, 1999. "Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures," Empirical Economics, Springer, vol. 24(2), pages 243-269.
- Pötscher, B.M., 1995. "Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila," Econometric Theory, Cambridge University Press, vol. 11(3), pages 550-559, June.
- Potscher, Benedikt M., 1995. "Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 123-129.
- Potscher, Benedikt M. & Prucha, Ingmar R., 1994. "Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 23-63.
- B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug, 1992. "Book reviews," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 39(1), pages 56-66, December.
- Pötscher, B.M., 1991. "Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models," Econometric Theory, Cambridge University Press, vol. 7(4), pages 435-449, December.
- Pötscher, B.M., 1991. "Effects of Model Selection on Inference," Econometric Theory, Cambridge University Press, vol. 7(2), pages 163-185, June.
- B. M. Pötscher, 1990. "Estimation Of Autoregressive Moving‐Average Order Given An Infinite Number Of Models And Approximation Of Spectral Densities," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 165-179, March.
- Potscher, Benedikt M & Prucha, Ingmar R, 1989.
"A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes,"
Econometrica, Econometric Society, vol. 57(3), pages 675-683, May.
- Potscher, Benedikt M. & Prucha, Ingmar R., 1987. "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process," Working Papers 87-26, C.V. Starr Center for Applied Economics, New York University.
- B. M. Pötscher & E. Reschenhofer, 1988. "Discriminating Between Two Spectral Densities In Case Of Replicated Observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(3), pages 221-224, May.
- Pötscher, B.M., 1988. "Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986," Econometric Theory, Cambridge University Press, vol. 4(1), pages 183-186, April.
- Pötscher, B. M., 1987.
"Convergence results for maximum likelihood type estimators in multivariable ARMA models,"
Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 29-52, February.
- Dahlhaus, R. & Pötscher, B. M., 1989. "Convergence results for maximum likelihood type estimators in multivariable ARMA models II," Journal of Multivariate Analysis, Elsevier, vol. 30(2), pages 241-244, August.
- Potscher, Benedikt M. & Prucha, Ingmar R., 1986. "A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations," Journal of Econometrics, Elsevier, vol. 32(2), pages 219-251, July.
- B. Pötscher, 1985. "The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 32(1), pages 129-150, December.
- M. Deistler & B. Pötscher & J. Schrader, 1984. "The uniqueness of the transfer function of linear systems from input-output observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 157-181, December.
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (27) 2001-02-14 2001-02-14 2002-02-14 2003-01-19 2003-12-07 2006-10-14 2006-10-21 2007-11-10 2007-11-17 2008-02-02 2008-06-21 2009-08-16 2011-01-03 2011-01-30 2011-07-13 2012-10-06 2013-04-06 2014-01-17 2014-04-18 2014-12-29 2017-01-08 2017-09-03 2019-01-21 2020-05-18 2021-05-03 2022-04-25 2024-07-15. Author is listed
- NEP-ETS: Econometric Time Series (12) 2001-02-14 2002-02-10 2002-02-10 2003-12-07 2006-10-21 2011-01-30 2013-04-06 2014-04-18 2014-11-12 2017-01-08 2017-09-03 2022-04-25. Author is listed
- NEP-ORE: Operations Research (4) 2019-01-21 2020-05-25 2022-04-25 2022-05-02
- NEP-CFN: Corporate Finance (1) 2003-01-19
- NEP-CWA: Central and Western Asia (1) 2022-04-25
- NEP-MAC: Macroeconomics (1) 2019-01-21
- NEP-RMG: Risk Management (1) 2003-01-19
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