# Benedikt M Pötscher

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## Personal Details

First Name: | Benedikt |

Middle Name: | M |

Last Name: | Pötscher |

Suffix: | |

RePEc Short-ID: | ppt1 |

http://www.univie.ac.at/seam/Poetscher/poetscher.html | |

Department of Statistics University of Vienna Universitaetsstrasse 5 A-1010 Vienna Austria | |

(+43 1) 427738640 |

Wien, Austria

http://isor.univie.ac.at/

:

Oskar-Morgenstern Platz 1, 1090 Wien

RePEc:edi:isduwat (more details at EDIRC)

http://isor.univie.ac.at/

:

Oskar-Morgenstern Platz 1, 1090 Wien

RePEc:edi:isduwat (more details at EDIRC)

- Preinerstorfer, David & Pötscher, Benedikt M., 2014.
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**On the Power of Invariant Tests for Hypotheses on a Covariance Matrix**," MPRA Paper 55059, University Library of Munich, Germany. - Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014.
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**Valid confidence intervals for post-model-selection predictors**," MPRA Paper 60643, University Library of Munich, Germany. - Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
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**On various confidence intervals post-model-selection**," MPRA Paper 52858, University Library of Munich, Germany.- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
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**On various confidence intervals post-model-selection**," MPRA Paper 58326, University Library of Munich, Germany, revised 2014.

- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
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- Preinerstorfer, David & Pötscher, Benedikt M., 2013.
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**On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests**," MPRA Paper 45675, University Library of Munich, Germany. - Leeb, Hannes & Pötscher, Benedikt M., 2012.
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**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.
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**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.
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**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.

- Pötscher, Benedikt M., 2013.
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- Pötscher, Benedikt M. & Schneider, Ulrike, 2011.
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**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.
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**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.
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**Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference**," MPRA Paper 16608, University Library of Munich, Germany. - Pötscher, Benedikt M. & Schneider, Ulrike, 2008.
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**Confidence sets based on penalized maximum likelihood estimators**," MPRA Paper 9062, University Library of Munich, Germany. - Pötscher, Benedikt M. & Leeb, Hannes, 2007.
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**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.
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**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, 2009.
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- Pötscher, Benedikt M., 2007.
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**Confidence Sets Based on Sparse Estimators Are Necessarily Large**," MPRA Paper 5677, University Library of Munich, Germany. - Pötscher, Benedikt M. & Schneider, Ulrike, 2007.
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**On the distribution of the adaptive LASSO estimator**," MPRA Paper 6913, University Library of Munich, Germany. - Pötscher, Benedikt M., 2006.
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**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.
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**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.
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**Sparse estimators and the oracle property, or the return of Hodges' estimator**," Journal of Econometrics, Elsevier, vol. 142(1), pages 201-211, January.

- Leeb, Hannes & Potscher, Benedikt M., 2008.
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- Hannes Leeb & Benedikt M. Potscher, 2003.
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**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 & P tscher, Benedikt M., 2008.
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**Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?**," Econometric Theory, Cambridge University Press, vol. 24(02), 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.

- Leeb, Hannes & P tscher, Benedikt M., 2008.
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- Hannes Leeb & Benedikt M. Pötscher, 2003.
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**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.- Leeb, Hannes & P tscher, Benedikt M., 2006.
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**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.

- Leeb, Hannes & P tscher, Benedikt M., 2006.
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- Benedikt M. Pötscher, 2001.
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**Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem**," Vienna Economics Papers 0203, University of Vienna, Department of Economics. - Hannes Leeb & Benedikt M. Poetscher, 2000.
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**The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations**," Econometrics 0004001, EconWPA.- Leeb, Hannes & P tscher, Benedikt M., 2003.
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**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.

- Leeb, Hannes & P tscher, Benedikt M., 2003.
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- Hannes Leeb & Benedikt Poetscher, 1999.
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**The variance of an integrated process need not diverge to infinity**," Econometrics 9907001, EconWPA. - Benedikt M. Pötscher & Ingmar R. Prucha, 1999.
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**Basic Elements of Asymptotic Theory**," Electronic Working Papers 99-001, University of Maryland, Department of Economics. - Benedikt M. Pötscher, 1999.
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**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.- 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. Poetscher, 2002.
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- Benedikt M. Potscher & Ingmar R. Prucha, 1994.
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**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.
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**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.
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**A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes**," Econometrica, Econometric Society, vol. 57(3), pages 675-83, May.

- Potscher, Benedikt M & Prucha, Ingmar R, 1989.
"

- 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.- 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., 2011.
"
- 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.

- Pötscher, Benedikt M. & Leeb, Hannes, 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. 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.

- Hannes Leeb & Benedikt M. Poetscher, 2005.
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- Leeb, Hannes & P tscher, Benedikt M., 2008.
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**CORRIGENDUM: Correction to**," Econometric Theory, Cambridge University Press, vol. 24(02), pages 581-583, April. - Leeb, Hannes & P tscher, Benedikt M., 2008.
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**Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?**," Econometric Theory, Cambridge University Press, vol. 24(02), pages 338-376, April.- 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., 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.
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- Leeb, Hannes & P tscher, Benedikt M., 2008.
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**Guest Editors' Editorial: Recent Developments In Model Selection And Related Areas**," Econometric Theory, Cambridge University Press, vol. 24(02), pages 319-322, April. - P tscher, Benedikt M., 2007.
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**THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. P tscher**," Econometric Theory, Cambridge University Press, vol. 23(04), pages 711-748, August. - 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.- 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.

- Hannes Leeb & Benedikt M. Pötscher, 2003.
"
- 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. - Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong, 2004.
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**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.
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**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. - Leeb, Hannes & P tscher, Benedikt M., 2003.
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**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.- Hannes Leeb & Benedikt M. Poetscher, 2000.
"
**The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations**," Econometrics 0004001, EconWPA.

- Hannes Leeb & Benedikt M. Poetscher, 2000.
"
- 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 0202, University of Vienna, Department of Economics.

- Benedikt M. Pötscher, 1999.
"
- 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. - Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser, 1999.
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**Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures**," Empirical Economics, Springer, vol. 24(2), pages 243-269. - Potscher, Benedikt M., 1995.
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**Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald**," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 123-129. - Pötscher, B.M., 1995.
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**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. - Potscher, Benedikt M. & Prucha, Ingmar R., 1994.
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**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. - Phillips, Peter C.B. & Pötscher, Benedikt M., 1993.
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**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.- Phillips, Peter C.B., 1992.
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**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 427-427, September.

- Phillips, Peter C.B., 1992.
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- B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug, 1992.
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**Book reviews**," Metrika, Springer, vol. 39(1), pages 56-66, December. - Pötscher, B.M., 1991.
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**Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 435-449, December. - Pötscher, B.M., 1991.
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**Effects of Model Selection on Inference**," Econometric Theory, Cambridge University Press, vol. 7(02), pages 163-185, June. - Pötscher, Benedikt M., 1990.
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**Comment**," Econometric Theory, Cambridge University Press, vol. 6(02), pages 291-292, June. - Potscher, Benedikt M & Prucha, Ingmar R, 1989.
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**A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes**," Econometrica, Econometric Society, vol. 57(3), pages 675-83, 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.

- Potscher, Benedikt M. & Prucha, Ingmar R., 1987.
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- Dahlhaus, R. & Pötscher, B. M., 1989.
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**Convergence results for maximum likelihood type estimators in multivariable ARMA models II**," Journal of Multivariate Analysis, Elsevier, vol. 30(2), pages 241-244, August. - Pötscher, B.M., 1989.
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**Pseudo Orthogonality and Granger Causality in Dynamic Data**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 456-459, December. - Pötscher, B.M., 1988.
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**Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 183-186, April. - Pötscher, B. M., 1987.
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**Convergence results for maximum likelihood type estimators in multivariable ARMA models**," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 29-52, February. - Potscher, Benedikt M. & Prucha, Ingmar R., 1986.
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**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.
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**The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model**," Metrika, Springer, vol. 32(1), pages 129-150, December. - M. Deistler & B. Pötscher & J. Schrader, 1984.
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**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):

- NEP-CFN: Corporate Finance (1) 2003-01-19
- 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
- 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
- NEP-RMG: Risk Management (1) 2003-01-19

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

- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

#### Most cited item

- 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.

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

- 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.

#### Access and download statistics for all items

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