Werner Ploberger

Q: What Schools Are Affiliated With Werner Ploberger

Werner Ploberger is affiliated with the following schools: Washington University in St. Louis, TU Wien, University of California, San Diego, University of Rochester, University of Vienna

Werner Ploberger's AcademicInfluence.com Rankings

Werner Ploberger

Economics

#1698

World Rank

#1951

Historical Rank

Macroeconomics

#459

World Rank

#491

Historical Rank

economics Degrees

Download Badge

Economics

Werner Ploberger's Degrees

PhD Economics University of Vienna

Why Is Werner Ploberger Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Werner Ploberger is an Austrian economist. He graduated in mathematics from the Vienna University of Technology. Beginning in 1997, he was a professor of economics at the University of Rochester. Effective July 1, 2006, he is professor of economics at Washington University in St. Louis. He is married to Gabriele Ploberger, and has a son.

(See a Problem?)

Werner Ploberger's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative (1992) (2553)
The CUSUM test for OLS residuals (1992) (526)
A new test for structural stability in the linear regression model (1989) (354)
Asymptotic Theory of Integrated Conditional Moment Tests (1997) (354)
Optimal changepoint tests for normal linear regression (1996) (303)
Testing for structural change in dynamic models (1988) (245)
An Asymptotic Theory of Bayesian Inference for Time Series (1996) (148)
Posterior Odds Testing for a Unit Root with Data-Based Model Selection (1994) (145)
The Local Power of the CUSUM and CUSUM of Squares Tests (1990) (104)
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative (1995) (90)
Testing for Serial Correlation against an ARMA(1,1) Process (1996) (83)
OPTIMAL TEST FOR MARKOV SWITCHING PARAMETERS (2014) (60)
EMPIRICAL LIMITS FOR TIME SERIES ECONOMETRIC MODELS (2003) (51)
A trend-resistant test for structural change based on OLS residuals (1996) (42)
Contrasting activity patterns of two related octopus species, Octopus macropus and Octopus vulgaris. (2006) (28)
A modification of the CUSUM test in the linear regression model with lagged dependent variables (1989) (21)
On studentizing a test for structural change (1986) (20)
A complete class of tests when the likelihood is locally asymptotically quadratic (2004) (18)
Optimal Estimation Under Nonstandard Conditions (2010) (12)
The Local Power of the CUSUM-SQ Test against Heteroscedasticity (1989) (12)
Recursive vs. OLS Residuals in the CUSUM Test (1991) (11)
Rissanen's Theorem and Econometric Time Series (1998) (10)
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (1998) (10)
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations (1991) (10)
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics (1992) (8)
Rate-optimal tests for jumps in diffusion processes (2013) (7)
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (2007) (6)
Mean adjustment and the CUSUM test for structural change (1987) (5)
Testing for cycles in multiple time series (2010) (5)
Slight Misspecifications of Linear Systems (1982) (4)
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional (2003) (3)
Asymptotic power of the integrated conditional moment test against global and large local alternatives (1995) (3)
EMPIRICAL LIMITS FOR TIME SERIES (2003) (2)
A Comparison of two Significance Tests for Structural Stability in the Linear Regression Model (1989) (2)
Functional central limit theorems (2010) (2)
Detecting fuzzy periodic patterns in futures spreads (2014) (2)
Tests of Seasonal and Non-Seasonal Serial Correlation (1996) (1)
Empirical Limits for Time Series Models (2000) (1)
Optimal Test for Jump Detection (2009) (1)
Optimal Test for Markov Switching Marine (2004) (1)
Detecting fuzzy periodic patterns in futures spreads (2012) (0)
Optimal Estimation when the Parameter Space is of Infinite Dimension (2018) (0)
Optimal Test for Jump Detection DRAFT-PLEASE QUOTE (OR DISSEMINATE) ONLY WITH PERMISSION OF THE AUTHORS (2009) (0)
Rate-optimal tests for jumps in diffusion processes (2013) (0)
OPTIMAL TEST FOR MARKOV SWITCHING PARAMETERS MARINE CARRASCO University of Montreal, Montréal, Quebec H3C3J7, Canada (2014) (0)
Optimal Test for Markov Switching ∗ Marine Carrasco (2004) (0)
ASYMPTOTIC THEORY OF INTEGRATED CONDITIONAL MOMENT TESTS 1 By (1996) (0)
Comment (1988) (0)
Central limit theorems (2010) (0)
On the inadmissibility of classical tests in unit-root-type situations (2004) (0)
Law(s) of large numbers (2010) (0)
Consequences of Fractionally Integrated Regressors (1999) (0)

This paper list is powered by the following services:

Other Resources About Werner Ploberger

en.wikipedia.org

What Schools Are Affiliated With Werner Ploberger?

Werner Ploberger is affiliated with the following schools:

Werner Ploberger's Academic­Influence.com Rankings