Werner Ploberger

From Wikipedia, the free encyclopedia

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.

[edit] Literature

1. Testing for Structural Change in Dynamic Models (with W. Krämer and R. Alt), Econometrica, Vol. 56, No.6, 1988, pp. 1355-1369.
2. A New Test for Structural Stability in the Linear Regression Model (with W. Kraemer and K. Kontrus), Journal of Econometrics, vol. 40, 1989, pp. 307-318.
3. The CUSUM-Test with OLS-Residuals (with W. Krämer), Econometrica, Vol. 60, No. 2, 1992, pp. 271-285.
4. Posterior Odds Testing for a Unit Root with Data-Based Model Selection (with Peter C. B. Phillips), Econometric Theory, Vol.10, No. 3-4, 1994, pp 771-808.
5. Optimal Tests When a Nuisance Parametere is Present Only Under the Alternative (with Donald Andrews), Econometrica, Vol. 62, No. 6, 1994, pp.1383-1414
6. An Asymptotic Theory of Bayesian Inference for Time Series, (with Peter C.B. Phillips), Econometrica Vol. 64, No.2, 1996, pp 381-412
7. Asymptotic Theory of Integrated Conditional Moments Tests,(with Herman J. Bierens), Econometrica vol 65 no. 5, 1997, pp. 1129-1145
8. Empirical Limits for Time Series Econometric Models, (with Peter C. B. Phillips), Econometrica, Vol. 71(2), 2003, pp. 627-673

[edit] External links

• Homepage