B. M. Pötscher

发表

Game Theoretical Foundations of Evolutionary Stability

I. Bomze, B. M. Pötscher, 1989 .

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

R. Nickl, B. M. Pötscher, Richard Nickl, 2007 .

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

B. M. Pötscher, H. Leeb, 2005, Econometric Theory.

Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986

B. M. Pötscher, 1988, Econometric Theory.

Model selection by multiple test procedures

P. Hackl, B. M. Pötscher, P. Bauer, 1988 .

Dynamic Nonlinear Econometric Models

B. M. Pötscher, I. Prucha, 1997 .

Effects of Model Selection on Inference

B. M. Pötscher, 1991, Econometric Theory.

ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX

B. M. Pötscher, David Preinerstorfer, 2014, Econometric Theory.

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

B. M. Pötscher, 2007, Econometric Theory.

Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2018 .

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

B. M. Pötscher, H. Leeb, 2007, Econometric Theory.

Dynamic Nonlinear Econometric Models: Asymptotic Theory

B. M. Pötscher, I. Prucha, J. Franke, 1997 .

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

Benedikt M. Pötscher, Ingmar R. Prucha, B. M. Pötscher, 1986 .

Basic structure of the asymptotic theory in dynamic nonlinear econometric models

Benedikt M. Pötscher, Ingmar R. Prucha, B. M. Pötscher, 1991 .

Model Selection

B. M. Pötscher, H. Leeb, 2021, Machine Learning — A Journey to Deep Learning.

THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER

B. M. Pötscher, 2007 .

Annals of Statistics , submitted VALID CONFIDENCE INTERVALS FOR POST-MODEL-SELECTION PREDICTORS By

B. M. Pötscher, H. Leeb, F. Bachoc, 2018 .

"On the Definition of an Evolutionarily Stable Strategy in the Playing the Field Model" by V. P. Crawford

I. Bomze, B. M. Pötscher, 1993 .

Modeling of time series arrays by multistep prediction or likelihood methods

Ching-Zong Wei, B. M. Pötscher, D. Findley, 2004 .

Testing for unit root processes in random coefficient autoregressive models

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

Distribution free specification tests of conditional models

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2018 .

Nonparametric simultaneous testing for structural breaks

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2020 .

The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation

B. M. Pötscher, 2006 .

Testing the parametric form of the volatility in continuous time diffusion models - a stochastic process approach

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

Discussion: Approximating data

B. M. Pötscher, 2008 .

Uniform convergence of sample second moments of families of time series arrays

David F. Findley, Benedikt M. Pötscher, Ching-Zong Wei, 2001 .

Adaptive consistent unit root tests based on autoregressive threshold model

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

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

Benedikt M. Pötscher, Erhard Reschenhofer, Michael A. Hauser, 1999 .

Department of Economics University of Vienna

B. M. Pötscher, 2002 .

On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding

Benedikt M. Pötscher, Hannes Leeb, B. M. Pötscher, 2007, J. Multivar. Anal..

Bracketing Metric Entropy Rates for Function Classes of Besov-and Sobolev-Type De ned on Borel Sets of R d

R. Nickl, B. M. Pötscher, Richard Nickl, 2004 .

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

Benedikt M. Pötscher, Ingmar R. Prucha, B. M. Pötscher, 1994 .

Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators

B. M. Pötscher, F. Gach, 2010, 1012.3851.

Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila

B. M. Pötscher, 1995, Econometric Theory.

Generic Uniform Laws of Large Numbers

B. M. Pötscher, I. Prucha, 2014 .

A UNIFORM LAW OF LARGE NUMBERS FOR DEPENDENT AND HETEROGENEOUS DATA PROCESSES

Benedikt M. Pötscher, Ingmar R. Prucha, B. M. Pötscher, 1989 .

ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS

B. M. Pötscher, David Preinerstorfer, 2013, Econometric Theory.

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

B. M. Pötscher, A. Novak, 1998 .

NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM

B. M. Pötscher, 2004, Econometric Theory.

The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model

B. M. Pötscher, 1985 .

Estimation Of Autoregressive Moving‐Average Order Given An Infinite Number Of Models And Approximation Of Spectral Densities

Benedikt M. Pötscher, B. M. Pötscher, 1990 .

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, B. M. Pötscher, 1999 .

Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

Benedikt M. Pötscher, B. M. Pötscher, 1983 .

HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?

B. M. Pötscher, David Preinerstorfer, 2020, Econometric Theory.

The uniqueness of the transfer function of linear systems from input-output observations

B. M. Pötscher, J. Schrader, Manfred Deistler, 1984 .

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

B. M. Pötscher, 2011, Econometric Theory.

Model Selection

Dan Lizotte, D. Lizotte, B. M. Pötscher, 2018, Robust Mixed Model Analysis.

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

B. M. Pötscher, I. Prucha, 2004 .