← All authors Benedikt M. Pötscher University of Vienna (from arXiv:2406.03971, 2024) · OpenAlex
66 papers in scope · 63 published · 5 on the econ.EM arXiv · 2,809 citations · h-index 22 (over the papers listed here)
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David Preinerstorfer Anders Kock Luis Ignacio Ortega Álvarez Bruno Ferman Jeffrey M. Wooldridge Bezirgen Veliyev Lihua Lei Jean-Jacques Forneron Kaspar Wüthrich Martin Thyrsgaard Tiefeng Jiang Binghui Liu Wei Xiong Long Feng Yuta Koike Victor Chernozhukov Kengo Kato Guido W. Imbens Denis Chetverikov Toru Kitagawa Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 66)
working paper 2024 · arXiv
working paper 2024 · arXiv
Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”
published 2024 · Econometrics
with Leopold Sögner, Martin Wagner
A Comment on: “A Modern Gauss–Markov Theorem”
published 2024 · Econometrica · 1 citations
published 2023 · Econometric Theory · 4 citations · first circulated 2021
published 2022 · Econometric Theory · 4 citations · first circulated 2020
working paper 2022 · arXiv · 1 citations
Discussion on “Model Confidence Bounds for Variable Selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
published 2019 · Biometrics · first circulated 2018
Valid confidence intervals for post-model-selection predictors
published 2019 · The Annals of Statistics · 13 citations
with François Bachoc, Hannes Leeb
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
published 2019 · Electronic Journal of Statistics · 1 citations · first circulated 2017
Controlling the size of autocorrelation robust tests
published 2018 · Journal of Econometrics · 21 citations · first circulated 2016
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
published 2015 · Econometric Theory · 5 citations · first circulated 2014
On Various Confidence Intervals Post-Model-Selection
published 2015 · Statistical Science · 3 citations
with Hannes Leeb, Karl Ewald
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
published 2015 · Econometric Theory · 22 citations · first circulated 2013
Generic Uniform Laws of Large Numbers
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2004
ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
published 2012 · Econometric Theory · 2 citations · first circulated 2011
Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
published 2011 · Mathematical Methods of Statistics · 6 citations · first circulated 2010
with Florian Gach
Efficient simulation-based minimum distance estimation and indirect inference
published 2010 · Mathematical Methods of Statistics · 14 citations · first circulated 2009
with Richard Nickl
Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
published 2010 · Electronic Journal of Statistics · 38 citations · first circulated 2008
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
published 2009 · Journal of Multivariate Analysis · 10 citations
with Hannes Leeb
On the distribution of the adaptive LASSO estimator
published 2009 · Journal of Statistical Planning and Inference · 3 citations
Discussion: Approximating data
published 2008 · Journal of the Korean Statistical Society
Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results
published 2008 · Econometric Theory · 1 citations · first circulated 2005
with Hannes Leeb
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
published 2007 · Econometric Theory · 147 citations
with Hannes Leeb
GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS
published 2007 · Econometric Theory · 13 citations
with Hannes Leeb
Sparse estimators and the oracle property, or the return of Hodges’ estimator
published 2007 · Journal of Econometrics · 237 citations
with Hannes Leeb
THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher
published 2007 · Econometric Theory
Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov-and Sobolev-Type
published 2007 · Journal of Theoretical Probability · 83 citations
with Richard Nickl
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
published 2005 · Econometric Theory · 708 citations
with Hannes Leeb
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
published 2004 · Econometric Theory · 50 citations · first circulated 2001
Some Problems in Statistical Inference following Model Selection
published 2003 · IFAC Proceedings Volumes
Modeling of time series arrays by multistep prediction or likelihood methods
published 2003 · Journal of Econometrics · 15 citations
with David F. Findley, Ching-Zong Wei
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
published 2003 · Journal of Econometrics · 1 citations
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
published 2002 · Econometrica · 90 citations
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
published 2001 · Econometric Theory · 37 citations
with Hannes Leeb
Uniform convergence of sample second moments of families of time series arrays
published 2001 · The Annals of Statistics · 8 citations
with David F. Findley, Ching-Zong Wei
Dynamic Nonlinear Econometric Models: Asymptotic Theory
published 1999 · Journal of the American Statistical Association · 155 citations
Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures
published 1999 · Empirical Economics · 75 citations
with Michael A. Hauser, Erhard Reschenhofer
The distribution of estimators after model selection:large and small sample results
published 1998 · Journal of Statistical Computation and Simulation · 28 citations
with Andréas Novak
Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila
published 1995 · Econometric Theory · 22 citations
Comment on ‘Adaptive estimation in time series regression models’ by D.G. Steigerwald
published 1995 · Journal of Econometrics · 4 citations
Generic uniform convergence and equicontinuity concepts for random functions
published 1994 · Journal of Econometrics · 30 citations
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
published 1994 · Statistics · 1 citations
On the Definition of an Evolutionarily Stable Strategy in the Playing the Field Model" by V. P. Crawford
published 1993 · Journal of Theoretical Biology · 5 citations
with Immanuel M. Bomze
Efficiency of Maximum Likelihood
published 1992 · Econometric Theory · 1 citations
Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models
published 1991 · Econometric Theory · 40 citations
Effects of Model Selection on Inference
published 1991 · Econometric Theory · 236 citations
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
published 1991 · Econometric Reviews · 90 citations
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
published 1991 · Econometric Reviews · 83 citations
Reply to comments on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. asymptotic normality
published 1991 · Econometric Reviews · 15 citations
Comment
published 1990 · Econometric Theory
ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
published 1990 · Journal of Time Series Analysis · 22 citations
Pseudo Orthogonality and Granger Causality in Dynamic Data
published 1989 · Econometric Theory
Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models
published 1989 · The Annals of Statistics · 99 citations
Convergence results for maximum likelihood type estimators in multivariable ARMA models II
published 1989 · Journal of Multivariate Analysis · 5 citations
with Rainer Dahlhaus
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
published 1989 · Econometrica · 104 citations · first circulated 1987
Distribution of the coates-diggle test statistic in case of replicated observations
published 1989 · Statistics · 1 citations
with E. Reschenhgfer
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
published 1988 · Journal of Time Series Analysis · 20 citations
with Erhard Reschenhofer
Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986
published 1988 · Econometric Theory · 21 citations
Model selection by multiple test procedures
published 1988 · Statistics · 59 citations
with Péter Bauer, Peter Hackl
Comment
published 1987 · Econometric Reviews
Introduction
published 1986 · Applied Mathematics and Computation
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations
published 1986 · Journal of Econometrics · 47 citations
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
published 1985 · Metrika · 23 citations
The uniqueness of the transfer function of linear systems from input-output observations
published 1984 · Metrika
Corrections: Order Estimation in Arma-Models by Lagrangian Multiplier Tests
published 1983 · The Annals of Statistics · 85 citations
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