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Benedikt M. Pötscher

Global rank #2739 96%

Institution: Universität Wien

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://seam.univie.ac.at/statistics-econometrics-and-applied-mathematics-seam/researchers/poetscher

First Publication: 1986

Most Recent: 2025

RePEc ID: ppt1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 2.01 0.00 2.01
Last 10 Years 0.00 1.01 4.02 0.00 6.03
All Time 0.00 5.70 22.12 0.00 33.51

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 27.94

Publications (25)

Year Article Journal Tier Authors
2025 VALID HETEROSKEDASTICITY ROBUST TESTING Econometric Theory B 2
2024 A Comment on: “A Modern Gauss–Markov Theorem” Econometrica S 2
2023 HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS? Econometric Theory B 2
2018 Controlling the size of autocorrelation robust tests Journal of Econometrics A 2
2017 ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX Econometric Theory B 2
2016 ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS Econometric Theory B 2
2013 ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES Econometric Theory B 1
2008 CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” Econometric Theory B 2
2008 Sparse estimators and the oracle property, or the return of Hodges' estimator Journal of Econometrics A 2
2008 CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? Econometric Theory B 2
2007 THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher Econometric Theory B 1
2006 PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS Econometric Theory B 2
2005 MODEL SELECTION AND INFERENCE: FACTS AND FICTION Econometric Theory B 2
2004 Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler Journal of Econometrics A 2
2004 NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM Econometric Theory B 1
2004 Modeling of time series arrays by multistep prediction or likelihood methods Journal of Econometrics A 3
2003 THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS Econometric Theory B 2
2001 THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES Econometric Theory B 2
1995 Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila Econometric Theory B 1
1995 Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald Journal of Econometrics A 1
1994 Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure Journal of Econometrics A 2
1991 Effects of Model Selection on Inference Econometric Theory B 1
1991 Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models Econometric Theory B 1
1988 Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 Econometric Theory B 1
1986 A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations Journal of Econometrics A 2