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Benedikt M Pötscher

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Personal Details

First Name:Benedikt
Middle Name:M
Last Name:Pötscher
Suffix:
RePEc Short-ID:ppt1
Email:
Homepage:http://www.univie.ac.at/seam/Poetscher/poetscher.html
Postal Address:Department of Statistics University of Vienna Universitaetsstrasse 5 A-1010 Vienna Austria
Phone:(+43 1) 427738640
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  1. 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.
  2. Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 52858, University Library of Munich, Germany.
  3. Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014. "Valid confidence intervals for post-model-selection predictors," MPRA Paper 60643, University Library of Munich, Germany.
  4. Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Nickl, Richard & Pötscher, Benedikt M., 2009. "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper 16608, University Library of Munich, Germany.
  10. Pötscher, Benedikt M. & Schneider, Ulrike, 2008. "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper 9062, University Library of Munich, Germany.
  11. Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
  12. 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.
  13. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
  14. 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.
  15. 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.
  16. 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.
  17. 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 0301, University of Vienna, Department of Economics.
  18. Benedikt M. Pötscher, 2001. "Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem," Vienna Economics Papers 0203, University of Vienna, Department of Economics.
  19. Hannes Leeb & Benedikt M. Poetscher, 2000. "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics 0004001, EconWPA.
  20. Benedikt M. Pötscher & Ingmar R. Prucha, 1999. "Basic Elements of Asymptotic Theory," Electronic Working Papers 99-001, University of Maryland, Department of Economics.
  21. Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, EconWPA.
  22. 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 0202, University of Vienna, Department of Economics.
  23. 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.
  24. 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.
  1. Pötscher, Benedikt M., 2013. "On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes," Econometric Theory, Cambridge University Press, vol. 29(03), pages 642-658, June.
  2. 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.
  3. Leeb, Hannes & P tscher, Benedikt M., 2008. "CORRIGENDUM: Correction to," Econometric Theory, Cambridge University Press, vol. 24(02), pages 581-583, April.
  4. 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.
  5. Leeb, Hannes & P tscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(02), pages 338-376, April.
  6. Leeb, Hannes & P tscher, Benedikt M., 2008. "Guest Editors' Editorial: Recent Developments In Model Selection And Related Areas," Econometric Theory, Cambridge University Press, vol. 24(02), pages 319-322, April.
  7. P tscher, Benedikt M., 2007. "THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. P tscher," Econometric Theory, Cambridge University Press, vol. 23(04), pages 711-748, August.
  8. Leeb, Hannes & P tscher, 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(01), pages 69-97, February.
  9. Leeb, Hannes & P tscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(01), pages 21-59, February.
  10. 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.
  11. 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.
  12. Leeb, Hannes & P tscher, Benedikt M., 2003. "The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations," Econometric Theory, Cambridge University Press, vol. 19(01), pages 100-142, February.
  13. 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.
  14. Leeb, Hannes & P tscher, 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(04), pages 671-685, August.
  15. 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.
  16. 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.
  17. 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(03), pages 550-559, June.
  18. 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.
  19. Phillips, Peter C.B. & Pötscher, Benedikt M., 1993. "Efficiency of Maximum Likelihood," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.
  20. B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug, 1992. "Book reviews," Metrika, Springer, vol. 39(1), pages 56-66, December.
  21. Pötscher, B.M., 1991. "Effects of Model Selection on Inference," Econometric Theory, Cambridge University Press, vol. 7(02), pages 163-185, June.
  22. Pötscher, B.M., 1991. "Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models," Econometric Theory, Cambridge University Press, vol. 7(04), pages 435-449, December.
  23. Pötscher, Benedikt M., 1990. "Comment," Econometric Theory, Cambridge University Press, vol. 6(02), pages 291-292, June.
  24. Pötscher, B.M., 1989. "Pseudo Orthogonality and Granger Causality in Dynamic Data," Econometric Theory, Cambridge University Press, vol. 5(03), pages 456-459, December.
  25. 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.
  26. 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 675-83, May.
  27. Pötscher, B.M., 1988. "Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986," Econometric Theory, Cambridge University Press, vol. 4(01), pages 183-186, April.
  28. 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.
  29. 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.
  30. B. Pötscher, 1985. "The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model," Metrika, Springer, vol. 32(1), pages 129-150, December.
  31. M. Deistler & B. Pötscher & J. Schrader, 1984. "The uniqueness of the transfer function of linear systems from input-output observations," Metrika, Springer, vol. 31(1), pages 157-181, December.
23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-01-19
  2. NEP-ECM: Econometrics (20) 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. Author is listed
  3. NEP-ETS: Econometric Time Series (9) 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. Author is listed
  4. NEP-RMG: Risk Management (1) 2003-01-19
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