Benedikt M. Pötscher
Names
| first: |
Benedikt |
| middle: |
M. |
| last: |
Pötscher |
Identifer
Contact
Affiliations
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Universität Wien
/ Fakultät für Wirtschaftswissenschaften
/ Department of Statistics and Operations Research
Research profile
author of:
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (RePEc:arx:papers:2005.04089)
by Benedikt M. Potscher & David Preinerstorfer - Valid Heteroskedasticity Robust Testing (RePEc:arx:papers:2104.12597)
by Benedikt M. Potscher & David Preinerstorfer - A Modern Gauss-Markov Theorem? Really? (RePEc:arx:papers:2203.01425)
by Benedikt M. Potscher & David Preinerstorfer - Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion (RePEc:arx:papers:2406.03971)
by Benedikt M. Potscher - A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics (RePEc:arx:papers:2412.17470)
by Benedikt M. Potscher & David Preinerstorfer - Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin (RePEc:bla:biomet:v:75:y:2019:i:2:p:407-410)
by Hannes Leeb & Benedikt M. Pötscher & Danijel Kivaranovic - Estimation Of Autoregressive Moving‐Average Order Given An Infinite Number Of Models And Approximation Of Spectral Densities (RePEc:bla:jtsera:v:11:y:1990:i:2:p:165-179)
by B. M. Pötscher - Discriminating Between Two Spectral Densities In Case Of Replicated Observations (RePEc:bla:jtsera:v:9:y:1988:i:3:p:221-224)
by B. M. Pötscher & E. Reschenhofer - Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila (RePEc:cup:etheor:v:11:y:1995:i:03:p:550-559_00)
by Pötscher, B.M. - The Variance Of An Integrated Process Need Not Diverge To Infinity, And Related Results On Partial Sums Of Stationary Processes (RePEc:cup:etheor:v:17:y:2001:i:04:p:671-685_17)
by Leeb, Hannes & Pötscher, Benedikt M. - The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations (RePEc:cup:etheor:v:19:y:2003:i:01:p:100-142_19)
by Leeb, Hannes & Pötscher, Benedikt M. - Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem (RePEc:cup:etheor:v:20:y:2004:i:01:p:1-22_20)
by Pötscher, Benedikt M. - Model Selection And Inference: Facts And Fiction (RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05)
by Leeb, Hannes & Pötscher, Benedikt M. - Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results (RePEc:cup:etheor:v:22:y:2006:i:01:p:69-97_06)
by Leeb, Hannes & Pötscher, Benedikt M. - THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher (RePEc:cup:etheor:v:23:y:2007:i:04:p:711-748_07)
by Pötscher, Benedikt M. - Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators? (RePEc:cup:etheor:v:24:y:2008:i:02:p:338-376_08)
by Leeb, Hannes & Pötscher, Benedikt M. - CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” (RePEc:cup:etheor:v:24:y:2008:i:02:p:581-583_08)
by Leeb, Hannes & Pötscher, Benedikt M. - On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes (RePEc:cup:etheor:v:29:y:2013:i:03:p:642-658_00)
by Pötscher, Benedikt M. - On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests (RePEc:cup:etheor:v:32:y:2016:i:02:p:261-358_00)
by Preinerstorfer, David & Pötscher, Benedikt M. - On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix (RePEc:cup:etheor:v:33:y:2017:i:01:p:1-68_00)
by Preinerstorfer, David & Pötscher, Benedikt M. - How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests? (RePEc:cup:etheor:v:39:y:2023:i:4:p:789-847_4)
by Pötscher, Benedikt M. & Preinerstorfer, David - Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 (RePEc:cup:etheor:v:4:y:1988:i:01:p:183-186_01)
by Pötscher, B.M. - Effects of Model Selection on Inference (RePEc:cup:etheor:v:7:y:1991:i:02:p:163-185_00)
by Pötscher, B.M. - Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models (RePEc:cup:etheor:v:7:y:1991:i:04:p:435-449_00)
by Pötscher, B.M. - A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process (RePEc:cvs:starer:87-26)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? (RePEc:cwl:cwldpp:1444)
by Hannes Leeb & Benedikt M. Potscher - Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator (RePEc:cwl:cwldpp:1500)
by Hannes Leeb & Benedikt M. Poetscher - A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes (RePEc:ecm:emetrp:v:57:y:1989:i:3:p:675-83)
by Potscher, Benedikt M & Prucha, Ingmar R - 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 (RePEc:ecm:emetrp:v:70:y:2002:i:3:p:1035-1065)
by Benedikt M. Poetscher - Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler (RePEc:eee:econom:v:118:y:2004:i:1-2:p:1-5)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Modeling of time series arrays by multistep prediction or likelihood methods (RePEc:eee:econom:v:118:y:2004:i:1-2:p:151-187)
by Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong - Sparse estimators and the oracle property, or the return of Hodges' estimator (RePEc:eee:econom:v:142:y:2008:i:1:p:201-211)
by Leeb, Hannes & Potscher, Benedikt M. - Controlling the size of autocorrelation robust tests (RePEc:eee:econom:v:207:y:2018:i:2:p:406-431)
by Pötscher, Benedikt M. & Preinerstorfer, David - A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations (RePEc:eee:econom:v:32:y:1986:i:2:p:219-251)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure (RePEc:eee:econom:v:60:y:1994:i:1-2:p:23-63)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald (RePEc:eee:econom:v:66:y:1995:i:1-2:p:123-129)
by Potscher, Benedikt M. - On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding (RePEc:eee:jmvana:v:100:y:2009:i:9:p:2065-2082)
by Pötscher, Benedikt M. & Leeb, Hannes - Convergence results for maximum likelihood type estimators in multivariable ARMA models (RePEc:eee:jmvana:v:21:y:1987:i:1:p:29-52)
by Pötscher, B. M. - Convergence results for maximum likelihood type estimators in multivariable ARMA models II (RePEc:eee:jmvana:v:30:y:1989:i:2:p:241-244)
by Dahlhaus, R. & Pötscher, B. M. - Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance” (RePEc:gam:jecnmx:v:12:y:2024:i:1:p:6-:d:1343341)
by Benedikt M. Pötscher & Leopold Sögner & Martin Wagner - On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach (RePEc:nbr:nberte:0085)
by Benedikt M. Potscher & Ingmar R. Prucha - How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (RePEc:pra:mprapa:100234)
by Pötscher, Benedikt M. & Preinerstorfer, David - Valid Heteroskedasticity Robust Testing (RePEc:pra:mprapa:107420)
by Pötscher, Benedikt M. & Preinerstorfer, David - A Modern Gauss-Markov Theorem? Really? (RePEc:pra:mprapa:112185)
by Pötscher, Benedikt M. & Preinerstorfer, David - A Modern Gauss-Markov Theorem? Really? (RePEc:pra:mprapa:112607)
by Pötscher, Benedikt M. & Preinerstorfer, David - Valid Heteroskedasticity Robust Testing (RePEc:pra:mprapa:117855)
by Pötscher, Benedikt M. & Preinerstorfer, David - Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion (RePEc:pra:mprapa:121144)
by Pötscher, Benedikt M. - Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference (RePEc:pra:mprapa:16608)
by Nickl, Richard & Pötscher, Benedikt M. - Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators (RePEc:pra:mprapa:27512)
by Gach, Florian & Pötscher, Benedikt M. - On the Order of Magnitude of Sums of Negative Powers of Integrated Processes (RePEc:pra:mprapa:28287)
by Pötscher, Benedikt M. - Distributional results for thresholding estimators in high-dimensional Gaussian regression models (RePEc:pra:mprapa:31882)
by Pötscher, Benedikt M. & Schneider, Ulrike - Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values (RePEc:pra:mprapa:41459)
by Leeb, Hannes & Pötscher, Benedikt M. - On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests (RePEc:pra:mprapa:45675)
by Preinerstorfer, David & Pötscher, Benedikt M. - On various confidence intervals post-model-selection (RePEc:pra:mprapa:52858)
by Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl - On the Power of Invariant Tests for Hypotheses on a Covariance Matrix (RePEc:pra:mprapa:55059)
by Preinerstorfer, David & Pötscher, Benedikt M. - On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding (RePEc:pra:mprapa:5615)
by Pötscher, Benedikt M. & Leeb, Hannes - Confidence Sets Based on Sparse Estimators Are Necessarily Large (RePEc:pra:mprapa:5677)
by Pötscher, Benedikt M. - On various confidence intervals post-model-selection (RePEc:pra:mprapa:58326)
by Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl - Valid confidence intervals for post-model-selection predictors (RePEc:pra:mprapa:60643)
by Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M. - On the distribution of the adaptive LASSO estimator (RePEc:pra:mprapa:6913)
by Pötscher, Benedikt M. & Schneider, Ulrike - Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? (RePEc:pra:mprapa:72)
by Leeb, Hannes & Pötscher, Benedikt M. - The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation (RePEc:pra:mprapa:73)
by Pötscher, Benedikt M. - Controlling the Size of Autocorrelation Robust Tests (RePEc:pra:mprapa:75657)
by Pötscher, Benedikt M. & Preinerstorfer, David - Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing (RePEc:pra:mprapa:81053)
by Pötscher, Benedikt M. & Preinerstorfer, David - Confidence sets based on penalized maximum likelihood estimators (RePEc:pra:mprapa:9062)
by Pötscher, Benedikt M. & Schneider, Ulrike - Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin (RePEc:pra:mprapa:90655)
by Leeb, Hannes & Pötscher, Benedikt M. & Kivaranovic, Danijel - Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures (RePEc:spr:empeco:v:24:y:1999:i:2:p:243-269)
by Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser - Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type (RePEc:spr:jotpro:v:20:y:2007:i:2:d:10.1007_s10959-007-0058-1)
by Richard Nickl & Benedikt M. Pötscher - The uniqueness of the transfer function of linear systems from input-output observations (RePEc:spr:metrik:v:31:y:1984:i:1:p:157-181)
by M. Deistler & B. Pötscher & J. Schrader - The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (RePEc:spr:metrik:v:32:y:1985:i:1:p:129-150)
by B. Pötscher - Book reviews (RePEc:spr:metrik:v:39:y:1992:i:1:p:56-66)
by B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug - Basic Elements of Asymptotic Theory (RePEc:umd:umdeco:99-001)
by Benedikt M. Pötscher & Ingmar R. Prucha - Unknown item RePEc:vie:viennp:0202 (paper)
- Unknown item RePEc:vie:viennp:0203 (paper)
- Unknown item RePEc:vie:viennp:0301 (paper)
- 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 (RePEc:vie:viennp:vie0202)
by Benedikt M. Pötscher - Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem (RePEc:vie:viennp:vie0203)
by Benedikt M. Pötscher - Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results (RePEc:vie:viennp:vie0301)
by Hannes Leeb & Benedikt M. Pötscher - The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations (RePEc:wpa:wuwpem:0004001)
by Hannes Leeb & Benedikt M. Poetscher - The variance of an integrated process need not diverge to infinity (RePEc:wpa:wuwpem:9907001)
by Hannes Leeb & Benedikt Poetscher