werner ploberger
werner ploberger
Thomas H. Eliot Distinguished Professor in Arts & Sciences
Verified email at artsci.wustl.edu
Title
Cited by
Cited by
Year
Optimal tests when a nuisance parameter is present only under the alternative
DWK Andrews, W Ploberger
Econometrica: Journal of the Econometric Society, 1383-1414, 1994
28851994
The CUSUM test with OLS residuals
W Ploberger, W Krämer
Econometrica: Journal of the Econometric Society, 271-285, 1992
6621992
A new test for structural stability in the linear regression model
W Ploberger, W Krämer, K Kontrus
Journal of Econometrics 40 (2), 307-318, 1989
4191989
Asymptotic theory of integrated conditional moment tests
HJ Bierens, W Ploberger
Econometrica: Journal of the Econometric Society, 1129-1151, 1997
3771997
Optimal changepoint tests for normal linear regression
DWK Andrews, I Lee, W Ploberger
Journal of Econometrics 70 (1), 9-38, 1996
3691996
Testing for structural change in dynamic models
W Krämer, W Ploberger, R Alt
Econometrica: Journal of the Econometric Society, 1355-1369, 1988
3191988
An asymtotic theory of Bayesian inference for time series
PCB Phillips, W Ploberger
Econometrica: Journal of the Econometric Society, 381-412, 1996
1971996
Posterior odds testing for a unit root with data-based model selection
PCB Phillips, W Ploberger
Econometric Theory 10 (3-4), 774-808, 1994
1821994
Optimal test for Markov switching parameters
M Carrasco, L Hu, W Ploberger
Econometrica 82 (2), 765-784, 2014
163*2014
The local power of the CUSUM and CUSUM of squares tests
W Ploberger, W Krämer
Econometric Theory 6 (3), 335-347, 1990
1191990
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
DWK Andrews, W Ploberger
The Annals of Statistics, 1609-1629, 1995
1051995
Testing for serial correlation against an ARMA (1, 1) process
DWK Andrews, W Ploberger
Journal of the American Statistical Association 91 (435), 1331-1342, 1996
1031996
Optimal test for Markov switching
M Carrasco, L Hu, W Ploberger
University of Rochester, US, 2004
842004
Empirical limits for time series econometric models
W Ploberger, PCB Phillips
Econometrica 71 (2), 627-673, 2003
58*2003
Empirical limits for time series econometric models
W Ploberger, PCB Phillips
Econometrica 71 (2), 627-673, 2003
482003
Empirical limits for time series econometric models
W Ploberger, PCB Phillips
Econometrica 71 (2), 627-673, 2003
482003
Optimal testing for unit roots in panel data
W Ploberger, PCB Phillips
mimeo, 2002
442002
A trend-resistant test for structural change based on OLS residuals
W Ploberger, W Krämer
Journal of Econometrics 70 (1), 175-185, 1996
421996
Time series modeling with a Bayesian frame of reference: concepts, illustrations and asymptotics
PCB Phillips, W Ploberger
Cowles Foundation, 1992
351992
A modification of the CUSUM test in the linear regression model with lagged dependent variables
W Ploberger, W Krämer, R Alt
Empirical Economics 14 (2), 65-75, 1989
301989
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