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A Comment on: “A Modern Gauss–Markov Theorem”

Econometrica, 2024-05, Vol.92 (3), p.913-924

2024

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VALID CONFIDENCE INTERVALS FOR POST-MODEL-SELECTION PREDICTORS

The Annals of statistics, 2019-06, Vol.47 (3), p.1475-1504

2019

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Controlling the size of autocorrelation robust tests

Journal of econometrics, 2018-12, Vol.207 (2), p.406-431

2018

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HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?

Econometric theory, 2023-08, Vol.39 (4), p.789-847

2023

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Sparse estimators and the oracle property, or the return of Hodges’ estimator

Journal of econometrics, 2008-01, Vol.142 (1), p.201-211

2008

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Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?

The Annals of statistics, 2006-10, Vol.34 (5), p.2554-2591

2006

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Econometric theory, 2005-02, Vol.21 (1), p.21-59

2005

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Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”

Econometrics, 2024-03, Vol.12 (1), p.6

2024

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On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

Journal of multivariate analysis, 2009-10, Vol.100 (9), p.2065-2082

2009

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ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS

Econometric theory, 2016-04, Vol.32 (2), p.261-358

2016

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

Econometric theory, 2008-04, Vol.24 (2), p.338-376

2008

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

Econometric theory, 2017-02, Vol.33 (1), p.1-68

2017

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Confidence sets based on penalized maximum likelihood estimators in Gaussian regression

Electronic journal of statistics, 2010-01, Vol.4 (none)

2010

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On Various Confidence Intervals Post-Model-Selection

Statistical science, 2015-05, Vol.30 (2), p.216-227

2015

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

Econometric theory, 2013-06, Vol.29 (3), p.642-658

Pötscher, Benedikt M.

2013

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Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

Biometrics, 2019-06, Vol.75 (2), p.407-410

2019

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PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS

Econometric theory, 2006-02, Vol.22 (1), p.69-97

2006

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THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS

Econometric theory, 2003-02, Vol.19 (1), p.100-142

2003

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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

Econometrica, 2002-05, Vol.70 (3), p.1035-1065

Potscher, Benedikt M.

2002

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On the distribution of the adaptive LASSO estimator

Journal of statistical planning and inference, 2009-08, Vol.139 (8), p.2775-2790

2009

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

Econometric theory, 2004-02, Vol.20 (1), p.1-22

Pötscher, Benedikt M.

2004

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VALID HETEROSKEDASTICITY ROBUST TESTING

Econometric theory, 2023-09, p.1-53

2023

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The ET Interview: Professor Manfred Deistler

Econometric theory, 2007-08, Vol.23 (4), p.711-748

2007

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

Journal of theoretical probability, 2007-06, Vol.20 (2), p.177-199

2007

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Modeling of time series arrays by multistep prediction or likelihood methods

Journal of econometrics, 2004, Vol.118 (1), p.151-187

2004

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A Comment on: “A Modern Gauss–Markov Theorem”

VALID CONFIDENCE INTERVALS FOR POST-MODEL-SELECTION PREDICTORS

Controlling the size of autocorrelation robust tests

HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?

Sparse estimators and the oracle property, or the return of Hodges’ estimator

Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS

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

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

Confidence sets based on penalized maximum likelihood estimators in Gaussian regression

On Various Confidence Intervals Post-Model-Selection

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

Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS

THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS

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

On the distribution of the adaptive LASSO estimator

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

VALID HETEROSKEDASTICITY ROBUST TESTING

The ET Interview: Professor Manfred Deistler

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

Modeling of time series arrays by multistep prediction or likelihood methods

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