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Werner Ploberger

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
Terminal Degree:1981 Institut für Volkswirtschaftslehre; Fakultät für Wirtschaftswissenschaften; Universität Wien (from RePEc Genealogy)

Affiliation

Department of Economics
Washington University in St. Louis

St. Louis, Missouri (United States)
http://economics.wustl.edu/
RePEc:edi:dewusus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  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, 2004. "Admissible and Nonadmissible Test in Unit-Root-like Situations," Econometric Society 2004 North American Summer Meetings 555, Econometric Society.
  4. Werner Ploberger, 2000. "Empirical Limits for Time Series Models," Econometric Society World Congress 2000 Contributed Papers 1909, Econometric Society.
  5. 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.
  6. Ploberger, Werner, 1999. "Consequences of fractionally integrated regressors," Technical Reports 1999,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  7. 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.
  8. 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.
  9. Bierens, H.J. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.

Articles

  1. Erhard Reschenhofer & Werner Ploberger & Georg Lehecka, 2014. "Detecting fuzzy periodic patterns in futures spreads," Statistical Papers, Springer, vol. 55(2), pages 487-496, May.
  2. Marine Carrasco & Liang Hu & Werner Ploberger, 2014. "Optimal Test for Markov Switching Parameters," Econometrica, Econometric Society, vol. 82(2), pages 765-784, March.
  3. 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.
  4. Ploberger, Werner & Phillips, Peter C.B., 2012. "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
  5. 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.
  6. Ploberger, Werner, 2008. "Admissible And Nonadmissible Tests In Unit-Root-Like Situations," Econometric Theory, Cambridge University Press, vol. 24(1), pages 15-42, February.
  7. 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.
  8. 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.
  9. Werner Ploberger & Peter C. B. Phillips, 2003. "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.
  10. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Ploberger, Werner & Kramer, Walter, 1992. "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, vol. 60(2), pages 271-285, March.
  17. Ploberger, Werner & Krämer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(3), pages 335-347, September.
  18. 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.
  19. 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.
  20. Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988. "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, vol. 56(6), pages 1355-1369, November.
  21. Ploberger, W. & Deistler, M. & Rissanen, J. & Sims, Christopher A., 1988. "Comment," Econometric Theory, Cambridge University Press, vol. 4(1), pages 60-69, April.
  22. Ploberger, Werner & Kramer, Walter, 1987. "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, vol. 25(3), pages 255-258.
  23. Ploberger, Werner & Kramer, Walter, 1986. "On studentizing a test for structural change," Economics Letters, Elsevier, vol. 20(4), pages 341-344.

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

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