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1

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

2

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

3

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

4

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

5

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

6

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

7

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

8

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

9

Some Problems in Statistical Inference following Model Selection

Pötscher, Benedikt M.

Journal:

IFAC Proceedings Volumes

Year:

2003

File:

PDF, 523 KB

2003

10

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

11

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

12

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

13

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

14

Discussion: Approximating data

Benedikt M. Pötscher

Journal:

Journal of the Korean Statistical Society

Year:

2008

Language:

english

File:

PDF, 161 KB

english, 2008

15

Modeling of time series arrays by multistep prediction or likelihood methods

David F. Findley, Benedikt M. Pötscher, Ching-Zong Wei

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 428 KB

english, 2004

16

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

17

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

18

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

19

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

20

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

21

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

22

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

23

Dynamic Nonlinear Econometric Models ||

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 998 KB

english, 1997

24

Dynamic Nonlinear Econometric Models || Approximation Concepts and Limit Theorems

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 3.25 MB

english, 1997

25

Dynamic Nonlinear Econometric Models || Asymptotic Normality: Catalogues of Assumptions

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 1.62 MB

english, 1997

26

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

27

Dynamic Nonlinear Econometric Models || Concluding Remarks

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 535 KB

english, 1997

28

Dynamic Nonlinear Econometric Models || Central Limit Theorems

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 655 KB

english, 1997

29

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

30

Dynamic Nonlinear Econometric Models || Uniform Laws of Large Numbers

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 981 KB

english, 1997

31

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

32

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

33

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

34

Dynamic Nonlinear Econometric Models || Consistency: Catalogues of Assumptions

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 516 KB

english, 1997

35

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

36

Dynamic Nonlinear Econometric Models || Quasi Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 2.16 MB

english, 1997

37

Dynamic Nonlinear Econometric Models || Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions

Pötscher, Benedikt M., Prucha, Ingmar R.

Year:

1997

Language:

english

File:

PDF, 686 KB

english, 1997

38

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

39

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

40

Model selection by multiple test procedures

Bauer, Peter, Pötscher, Benedikt M., Hackl, Peter

Journal:

Year:

1988

Language:

english

File:

PDF, 1.83 MB

english, 1988

41

On the formulation of uniform laws of large numbers: a truncation approach

Pötscher, Benedikt M., Prucha, Ingmar R.

Journal:

Year:

1994

Language:

english

File:

PDF, 864 KB

english, 1994

42

Comment

Potscher, Benedikt M.

Journal:

Econometric Reviews

Year:

1987

Language:

english

File:

PDF, 157 KB

english, 1987

43

Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?

Hannes Leeb and Benedikt M. Pötscher

Journal:

The Annals of Statistics

Year:

2006

Language:

english

File:

PDF, 3.89 MB

english, 2006

44

Uniform Convergence of Sample Second Moments of Families of Time Series Arrays

David F. Findley, Benedikt M. Potscher and Ching-Zong Wei

Journal:

The Annals of Statistics

Year:

2001

Language:

english

File:

PDF, 1.76 MB

english, 2001

45

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

46

THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher

Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2007

Language:

english

File:

PDF, 881 KB

english, 2007

47

Efficiency of Maximum Likelihood

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

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 119 KB

english, 1993

48

CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?

Leeb, Hannes, Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

2008

Language:

english

File:

PDF, 302 KB

english, 2008

49

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

50

Comment

Pötscher, Benedikt M.

Journal:

Econometric Theory

Year:

1990

Language:

english

File:

PDF, 108 KB

english, 1990