Werner Ploberger
Names
first: 
Werner 
last: 
Ploberger 
Contact
Affiliations

Washington University in St. Louis
→ Department of Economics
 website
 location: St. Louis, Missouri (United States)
Research profile
author of:

A trendresistant test for structural change based on OLS residuals
by Ploberger, Werner & Kramer, Walter

A complete class of tests when the likelihood is locally asymptotically quadratic
by Ploberger, Werner

A modification of the CUSUM test in the linear regression model with lagged dependent variables
by Krämer, Walter & Ploberger, Werner & Alt, Raimund

Posterior Odds Testing for a Unit Root with DataBased Model Selection
by Peter C. B. Phillips & Werner Ploberger

Testing for Structural Change in Dynamic Models.
by Kramer, Walter & Ploberger, Werner & Alt, Raimund

An Asymptotic Theory of Bayesian Inference for Time Series.
by Phillips, Peter C. B. & Ploberger, Werner

The CUSUM Test with OLS Residuals.
by Ploberger, Werner & Kramer, Walter

Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative.
by Andrews, Donald W. K. & Ploberger, Werner

Optimal changepoint tests for normal linear regression
by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner

Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
by Donald W. K. Andrews & Werner Ploberger

Tests of Seasonal and NonSeasonal Serial Correlation
by Donald W. K. Andrews & Liu, Xuemei Liu & Werner Ploberger

Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
by Peter C. B. Phillips & Werner Ploberger

Admissible and Nonadmissible Test in UnitRootlike Situations
by Werner Ploberger

Empirical Limits for Time Series Econometric Models
by Werner Ploberger & Peter C. B. Phillips

Testing for Serial Correlation Against an ARMA(1,1) Process
by Donald W. K. Andrews & Werner Ploberger

Empirical Limits for Time Series Econometric Models
by Peter C. B. Phillips & Werner Ploberger

Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics
by Peter C. B. Phillips & Werner Ploberger

Rissanen's Theorem and Econometric Time Series
by Werner Ploberger & Peter C. B. Phillips

Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
by Donald W. K. Andrews & Werner Ploberger

On the inadmissibility of classical tests in unitroottype situations
by Werner Ploberger

Asymptotic Theory of Integrated Conditional Moment Tests
by Herman J. Bierens & Werner Ploberger

Empirical Limits for Time Series Models
by Werner Ploberger

A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables.
by Ploberger, W. & Kramer, W. & Alt, R.

Optimal Changepoint Tests for Normal Linear Regression
by Donald W. K. Andrews & Inpyo Lee & Werner Ploberger

A new test for structural stability in the linear regression model
by Ploberger, Werner & Kramer, Walter & Kontrus, Karl

On studentizing a test for structural change
by Ploberger, Werner & Kramer, Walter

Mean adjustment and the CUSUM test for structural change
by Ploberger, Werner & Kramer, Walter

An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional*
by Werner Ploberger & Peter C. B. Phillips

ADMISSIBLE AND NONADMISSIBLE TESTS IN UNITROOTLIKE SITUATIONS
by Ploberger, Werner

The Local Power of the CUSUM and CUSUM of Squares Tests
by Ploberger, Werner & KrÃmer;, Walter

Posterior Odds Testing for a Unit Root with DataBased Model Selection
by Phillips, Peter C. B. & Ploberger, Werner

Optimal Estimation under Nonstandard Conditions
by Werner Ploberger & Peter C. B. Phillips

Comment
by Ploberger, W. & Deistler, M. & Rissanen, J. & Sims, Christopher A.

Testing for cycles in multiple time series
by Werner Ploberger & Erhard Reschenhofer

Consequences of fractionally integrated regressors
by Ploberger, Werner

Rateoptimal tests for jumps in diffusion processes
by Taesuk Lee & Mico Loretan & Werner Ploberger

Optimal estimation under nonstandard conditions
by Ploberger, Werner & Phillips, Peter C. B.

Optimal Test for Markov Switching Parameters
by Marine Carrasco & Liang Hu & Werner Ploberger

Detecting fuzzy periodic patterns in futures spreads
by Erhard Reschenhofer & Werner Ploberger & Georg Lehecka

Asymptotic theory of integrated conditional moment tests
by Bierens, H. J. & Ploberger, W.

Asymptotic power of the integrated conditional moment test against global and large local alternatives
by Ploberger, W. & Bierens, H. J.