Werner Ploberger

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Person:379936

Available identifiers

zbMath Open ploberger.werner-ulrichMaRDI QIDQ379936

List of research outcomes





PublicationDate of PublicationType
Optimal Test for Markov Switching Parameters2019-01-29Paper
Optimal estimation under nonstandard conditions2017-05-12Paper
On studentizing a test for structural change2016-01-01Paper
Mean adjustment and the CUSUM test for structural change2016-01-01Paper
Detecting fuzzy periodic patterns in futures spreads2014-09-26Paper
Rate-optimal tests for jumps in diffusion processes2013-11-11Paper
Testing for cycles in multiple time series2011-11-26Paper
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS2009-06-11Paper
Empirical Limits for Time Series Econometric Models2006-06-19Paper
A complete class of tests when the likelihood is locally asymptotically quadratic.2004-01-26Paper
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation2000-10-29Paper
Asymptotic Theory of Integrated Conditional Moment Tests1999-12-14Paper
Testing for Serial Correlation Against an ARMA(1, 1,) Process1998-01-07Paper
An Asymtotic Theory of Bayesian Inference for Time Series1997-05-29Paper
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative1996-08-21Paper
Optimal changepoint tests for normal linear regression1996-04-08Paper
A trend-resistant test for structural change based on OLS residuals1996-02-12Paper
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative1995-06-28Paper
The Cusum Test with Ols Residuals1992-09-26Paper
A new test for structural stability in the linear regression model1989-01-01Paper
Testing for Structural Change in Dynamic Models1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36631221982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39578281982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36642671982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39311411981-01-01Paper

Research outcomes over time

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