Pötscher, Benedikt M.: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2005

Language:

english

File:

PDF, 338 KB

english, 2005

2

On the distribution of the adaptive LASSO estimator

Benedikt M. Pötscher, Ulrike Schneider

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 476 KB

english, 2009

3

Some Problems in Statistical Inference following Model Selection

Pötscher, Benedikt M.

Journal:

IFAC Proceedings Volumes

Year:

2003

File:

PDF, 523 KB

2003

4

The distribution of estimators after model selection:large and small sample results

PÖtscher, Benedikt M., NovÁk, Andreas J.

Journal:

Journal of Statistical Computation and Simulation

Year:

1998

Language:

english

File:

PDF, 1.10 MB

english, 1998

5

Sparse estimators and the oracle property, or the return of Hodges’ estimator

Hannes Leeb, Benedikt M. Pötscher

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 232 KB

english, 2008

6

On Various Confidence Intervals Post-Model-Selection

Leeb, Hannes, Pötscher, Benedikt M., Ewald, Karl

Journal:

Statistical Science

Year:

2015

Language:

english

File:

PDF, 331 KB

english, 2015

7

Valid confidence intervals for post-model-selection predictors

Bachoc, François, Leeb, Hannes, Pötscher, Benedikt M.

Journal:

The Annals of Statistics

Year:

2019

File:

PDF, 324 KB

2019

8

Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem

Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2004

Language:

english

File:

PDF, 2.08 MB

english, 2004

9

Asymptotic Properties of the LSE of the Variance in a Linear Model

Benedikt M. Pötscher, Xing Ming and Risto Heijmans

Journal:

Econometric Theory

Year:

1998

Language:

english

File:

PDF, 1.09 MB

english, 1998

10

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

Benedikt M. Pötscher, Hannes Leeb

Journal:

Journal of Multivariate Analysis

Year:

2009

Language:

english

File:

PDF, 1.04 MB

english, 2009

11

Dynamic Nonlinear Econometric Models || Concluding Remarks

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 535 KB

english, 1997

12

THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 293 KB

english, 2003

13

Dynamic Nonlinear Econometric Models || Consistency: Catalogues of Assumptions

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 516 KB

english, 1997

14

ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics || Model Selection and Inference: Facts and Fiction

Hannes Leeb and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2005

Language:

english

File:

PDF, 4.08 MB

english, 2005

15

The ET Interview: Professor Manfred Deistler

Manfred Deistler and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2007

Language:

english

File:

PDF, 4.51 MB

english, 2007

16

Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results

Hannes Leeb and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2006

Language:

english

File:

PDF, 824 KB

english, 2006

17

ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES

Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2013

Language:

english

File:

PDF, 147 KB

english, 2013

18

PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2006

Language:

english

File:

PDF, 255 KB

english, 2006

19

Reply to comments on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. asymptotic normality

Pötscher, Benedikt M., Prucha, Ingmar. R.

Journal:

Econometric Reviews

Year:

1991

Language:

english

File:

PDF, 273 KB

english, 1991

20

Dynamic Nonlinear Econometric Models ||

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 998 KB

english, 1997

21

Confidence Sets Based on Sparse Estimators Are Necessarily Large

Benedikt M. Pötscher

Journal:

Year:

2009

Language:

english

File:

PDF, 1.29 MB

english, 2009

22

Time Series and Related Topics: In Memory of Ching-Zong Wei || The Distribution of Model Averaging Estimators and an Impossibility Result regarding Its Estimation

Benedikt M. Pötscher

Journal:

IMS Lecture Notes--Monograph Series

Year:

2006

Language:

english

File:

PDF, 1.56 MB

english, 2006

23

Controlling the size of autocorrelation robust tests

Pötscher, Benedikt M., Preinerstorfer, David

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 781 KB

english, 2018

24

Efficiency of Maximum Likelihood

Phillips, Peter C.B., Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 119 KB

english, 1993

25

The Variance of an Integrated Process Need Not Diverge to Infinity, and Related Results on Partial Sums of Stationary Processes

Hannes Leeb and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2001

Language:

english

File:

PDF, 1.39 MB

english, 2001

26

Dynamic Nonlinear Econometric Models || Heteroskedasticity and Autocorrelation Robust Estimation of Variance Covariance Matrices

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 1.63 MB

english, 1997

27

Dynamic Nonlinear Econometric Models || Models, Data Generating Processes, and Estimators

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 621 KB

english, 1997

28

Dynamic Nonlinear Econometric Models || Basic Structure of the Asymptotic Normality Proof

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 1.20 MB

english, 1997

29

Time Series Analysisby James D. Hamilton

Review by: Benedikt M. Pötscher

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 620 KB

english, 1996

30

GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2008

Language:

english

File:

PDF, 40 KB

english, 2008

31

Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure

Benedikt M. Pötscher, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 2.55 MB

english, 1994

32

Dynamic Nonlinear Econometric Models || Basic Structure of the Classical Consistency Proof

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 884 KB

english, 1997

33

Dynamic Nonlinear Econometric Models || Asymptotic Normality under Nonstandard Conditions

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 512 KB

english, 1997

34

A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes

Benedikt M. Pötscher and Ingmar R. Prucha

Journal:

Year:

1989

Language:

english

File:

PDF, 388 KB

english, 1989

35

Confidence sets based on penalized maximum likelihood estimators in Gaussian regression

Pötscher, Benedikt M., Schneider, Ulrike

Journal:

Electronic Journal of Statistics

Year:

2010

Language:

english

File:

PDF, 310 KB

english, 2010

36

Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts

Pötscher, Benedikt M., Prucha, Ingmar R.

Journal:

Econometric Reviews

Year:

1991

Language:

english

File:

PDF, 2.85 MB

english, 1991

37

Dynamic Nonlinear Econometric Models || Central Limit Theorems

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 655 KB

english, 1997

38

THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2001

Language:

english

File:

PDF, 114 KB

english, 2001

39

The Finite-Sample Distribution of Post-Model-Selection Estimators and Uniform versus Nonuniform Approximations

Hannes Leeb and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 3.76 MB

english, 2003

40

Dynamic Nonlinear Econometric Models || Further Comments on Consistency Proofs

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 1.38 MB

english, 1997

41

A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations

Benedikt M. Pötscher, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

1986

Language:

english

File:

PDF, 1.96 MB

english, 1986

42

Basic structure of the asymptotic theory in dynamic nonlinear econometric models

Pötscher, Benedikt M., R. Prucha, Ingmar

Journal:

Econometric Reviews

Year:

1991

Language:

english

File:

PDF, 2.36 MB

english, 1991

43

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 Parameters

Benedikt M. Pötscher

Journal:

Year:

2002

Language:

english

File:

PDF, 780 KB

english, 2002

44

Comment on ‘Adaptive estimation in time series regression models’ by D.G. Steigerwald

Benedikt M. Pötscher

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 498 KB

english, 1995

45

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 Parameters

Benedikt M. Pötscher

Journal:

Year:

2002

Language:

english

File:

PDF, 233 KB

english, 2002

46

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

Michael A. Hauser, Benedikt M. Pötscher, Erhard Reschenhofer

Journal:

Empirical Economics

Year:

1999

Language:

english

File:

PDF, 244 KB

english, 1999

47

Recent Developments in Model Selection and Related Areas || Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators?

Hannes Leeb and Benedikt M. Pötscher

Journal:

Econometric Theory

Year:

2008

Language:

english

File:

PDF, 3.88 MB

english, 2008

48

Distributional results for thresholding estimators in high-dimensional Gaussian regression models

Pötscher, Benedikt M., Schneider, Ulrike

Journal:

Electronic Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 789 KB

english, 2011

49

Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type

Richard Nickl, Benedikt M. Pötscher

Journal:

Journal of Theoretical Probability

Year:

2007

Language:

english

File:

PDF, 557 KB

english, 2007

50

Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler

Benedikt M. Pötscher, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 68 KB

english, 2004

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски