# Werner Ploberger

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## Personal Details

First Name: | Werner |

Middle Name: | |

Last Name: | Ploberger |

Suffix: | |

RePEc Short-ID: | ppl16 |

[This author has chosen not to make the email address public] | |

http://www.ploberger.com | |

St. Louis, Missouri (United States)

http://economics.wustl.edu/

: (314) 935-5670

(314) 935-4156

One Brookings Dr, Campus Box 1208, Seigle Hall Rm 307, St Louis, MO 63130-4899

RePEc:edi:dewusus (more details at EDIRC)

http://economics.wustl.edu/

: (314) 935-5670

(314) 935-4156

One Brookings Dr, Campus Box 1208, Seigle Hall Rm 307, St Louis, MO 63130-4899

RePEc:edi:dewusus (more details at EDIRC)

- Werner Ploberger & Peter C.B. Phillips, 2010.
"
**Optimal Estimation under Nonstandard Conditions**," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.

- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
- Werner Ploberger, 2004.
"
**On the inadmissibility of classical tests in unit-root-type situations**," Econometric Society 2004 North American Winter Meetings 461, Econometric Society. - Werner Ploberger, 2004.
"
**Admissible and Nonadmissible Test in Unit-Root-like Situations**," Econometric Society 2004 North American Summer Meetings 555, Econometric Society.- Ploberger, Werner, 2008.
"
**Admissible And Nonadmissible Tests In Unit-Root-Like Situations**," Econometric Theory, Cambridge University Press, vol. 24(01), pages 15-42, February.

- Ploberger, Werner, 2008.
"
- Werner Ploberger, 2000.
"
**Empirical Limits for Time Series Models**," Econometric Society World Congress 2000 Contributed Papers 1909, Econometric Society. - Ploberger, Werner, 1999.
"
**Consequences of fractionally integrated regressors**," Technical Reports 1999,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen. - Peter C.B. Phillips & Werner Ploberger, 1999.
"
**Empirical Limits for Time Series Econometric Models**," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.

- Werner Ploberger & Peter C. B. Phillips, 2003.
"
- Werner Ploberger & Peter C.B. Phillips, 1998.
"
**Rissanen's Theorem and Econometric Time Series**," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University. - 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 for Research in Economics, Yale University. - Ploberger, W. & Bierens, H.J., 1995.
"
**Asymptotic power of the integrated conditional moment test against global and large local alternatives**," Discussion Paper 1995-122, Tilburg University, Center for Economic Research. - Bierens, H.J. & Ploberger, W., 1995.
"
**Asymptotic theory of integrated conditional moment tests**," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.- Herman J. Bierens & Werner Ploberger, 1997.
"
**Asymptotic Theory of Integrated Conditional Moment Tests**," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.

- Herman J. Bierens & Werner Ploberger, 1997.
"
- Donald W.K. Andrews & Werner Ploberger, 1994.
"
**Testing for Serial Correlation Against an ARMA(1,1) Process**," Cowles Foundation Discussion Papers 1077, Cowles Foundation for Research in Economics, Yale University. - 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 for Research in Economics, Yale University. - 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 for Research in Economics, Yale University.- 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.

- Andrews, Donald W K & Ploberger, Werner, 1994.
"
- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"
**Optimal Changepoint Tests for Normal Linear Regression**," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.- 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.

- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996.
"
- 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 for Research in Economics, Yale University.- 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.

- Phillips, Peter C.B. & Ploberger, Werner, 1994.
"
- 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 for Research in Economics, Yale University. - 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 for Research in Economics, Yale University. - Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987.
"
**A modification of the CUSUM test in the linear regression model with lagged dependent variables**," Hannover Economic Papers (HEP) dp-104, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.- 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.

- Ploberger, W & Kramer, W & Alt, R, 1989.
"

- Marine Carrasco & Liang Hu & Werner Ploberger, 2014.
"
**Optimal Test for Markov Switching Parameters**," Econometrica, Econometric Society, vol. 82(2), pages 765-784, 03. - Erhard Reschenhofer & Werner Ploberger & Georg Lehecka, 2014.
"
**Detecting fuzzy periodic patterns in futures spreads**," Statistical Papers, Springer, vol. 55(2), pages 487-496, May. - Taesuk Lee & Mico Loretan & Werner Ploberger, 2013.
"
**Rate-optimal tests for jumps in diffusion processes**," Statistical Papers, Springer, vol. 54(4), pages 1009-1041, November. - Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.- Werner Ploberger & Peter C.B. Phillips, 2010.
"
**Optimal Estimation under Nonstandard Conditions**," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.

- Werner Ploberger & Peter C.B. Phillips, 2010.
"
- Werner Ploberger & Erhard Reschenhofer, 2010.
"
**Testing for cycles in multiple time series**," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 427-434, November. - Ploberger, Werner, 2008.
"
**Admissible And Nonadmissible Tests In Unit-Root-Like Situations**," Econometric Theory, Cambridge University Press, vol. 24(01), pages 15-42, February.- Werner Ploberger, 2004.
"
**Admissible and Nonadmissible Test in Unit-Root-like Situations**," Econometric Society 2004 North American Summer Meetings 555, Econometric Society.

- Werner Ploberger, 2004.
"
- 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. - Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.- Peter C.B. Phillips & Werner Ploberger, 1999.
"
**Empirical Limits for Time Series Econometric Models**," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Werner Ploberger, 1999.
"
- 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. - Herman J. Bierens & Werner Ploberger, 1997.
"
**Asymptotic Theory of Integrated Conditional Moment Tests**," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.- Bierens, H.J. & Ploberger, W., 1995.
"
**Asymptotic theory of integrated conditional moment tests**," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.

- Bierens, H.J. & Ploberger, W., 1995.
"
- 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.- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"
**Optimal Changepoint Tests for Normal Linear Regression**," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"
- 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. - 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. - 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.- 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 for Research in Economics, Yale University.

- Peter C.B. Phillips & Werner Ploberger, 1992.
"
- 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.- Tom Doan, .
"
**APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test**," Statistical Software Components RTS00006, Boston College Department of Economics. - Tom Doan, .
"
**APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood**," Statistical Software Components RTS00007, Boston College Department of Economics. - 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 for Research in Economics, Yale University. - Tom Doan, .
"
**REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values**," Statistical Software Components RTS00176, Boston College Department of Economics.

- Tom Doan, .
"
- Ploberger, Werner & Kramer, Walter, 1992.
"
**The CUSUM Test with OLS Residuals**," Econometrica, Econometric Society, vol. 60(2), pages 271-85, March. - Ploberger, Werner & Krämer;, 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. - 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. - 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.- Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987.
"
**A modification of the CUSUM test in the linear regression model with lagged dependent variables**," Hannover Economic Papers (HEP) dp-104, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

- Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987.
"
- Ploberger, W. & Deistler, M. & Rissanen, J. & Sims, Christopher A., 1988.
"
**Comment**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 60-69, April. - Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988.
"
**Testing for Structural Change in Dynamic Models**," Econometrica, Econometric Society, vol. 56(6), pages 1355-69, November. - Ploberger, Werner & Kramer, Walter, 1987.
"
**Mean adjustment and the CUSUM test for structural change**," Economics Letters, Elsevier, vol. 25(3), pages 255-258. - Ploberger, Werner & Kramer, Walter, 1986.
"
**On studentizing a test for structural change**," Economics Letters, Elsevier, vol. 20(4), pages 341-344.

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-ECM: Econometrics (2) 1999-06-08 2010-01-30. Author is listed
- NEP-ETS: Econometric Time Series (1) 1999-06-08. Author is listed

This author is among the top 5% authors according to these criteria:

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#### Most cited item

- 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 for Research in Economics, Yale University.

#### Most downloaded item (past 12 months)

- 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 for Research in Economics, Yale University.

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