1. About Me
  2. Select Publications
  3. Contact
  4. Downloads
  5. Links

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Werner Ploberger

About me

Currently I am professor at the economics department of the Washington University in St. Louis . (We are located in St. Louis, Missouri and we are not the University of Washington in Seattle, WA or the George Washington University in Washington, DC .)
Up to 2006, I was professor at the department of economics of the University of Rochester in Rochester, N.Y.
b From 1995-1997 and in 1999/2000, I was professor at the department of economics of the Univ. of St. Andrews in Scotland.
My first position was at the Vienna University of Technology in Vienna, Austria: Here I was assistant (and, later on, associate) professor. I worked for Manfred Deistler's econometric group .
I got my doctorate as well as my master\'s degree from the Vienna University of Technology . Both were in applied mathematics.
If you are interested: You find more biographical details of me in the 4th edition of "Who's Who in Economics"
My main area of expertise is econometrics (select publications). I did, however, help to construct the roof of the Vienna stadium. (Some photos and an article IN GERMAN)

Selected Papers and Publications:

  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. Krämer 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 Don W.K. 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


Contact

werner@ploberger.com

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