Werner Ploberger


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.

Literature

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