Benedikt M. Pötscher

发表

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..

The behaviour of the likelihood function for ARMA models

Manfred Deistler, Benedikt M. Pötscher, 1984 .

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

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

Confidence Sets Based on Sparse Estimators Are Necessarily Large

Benedikt M. Pötscher, 2007 .

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

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

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 .

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 .

Basic structure of the asymptotic theory in dynamic nonlinear econometric models

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

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

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

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

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

batch sequential design for a nonlinear estimation problem

Werner G. Müller, Benedikt M. Pötscher, 1989 .

THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES

Benedikt M. Pötscher, Hannes Leeb, 2001, Econometric Theory.

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 .

GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS

Benedikt M. Pötscher, Hannes Leeb, 2007, Econometric Theory.

Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

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

Basic Elements of Asymptotic Theory

Benedikt M. Pötscher, Ingmar R. Prucha, 1999 .