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Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?

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Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Forthcoming in: IMS Lecture Notes

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Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Published in: IMS Lecture Notes , Vol. 52, (2006): pp. 113-129.

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Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?

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Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.

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Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.

14708

Pötscher, Benedikt M. and Leeb, Hannes (2007): On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.

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Pötscher, Benedikt M. (2007): Confidence Sets Based on Sparse Estimators Are Necessarily Large.

16013

Pötscher, Benedikt M. and Schneider, Ulrike (2008): Confidence sets based on penalized maximum likelihood estimators.

16608

Nickl, Richard and Pötscher, Benedikt M. (2009): Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference.

27512

Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators.

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Pötscher, Benedikt M. and Schneider, Ulrike (2011): Distributional results for thresholding estimators in high-dimensional Gaussian regression models.

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Pötscher, Benedikt M. (2011): On the order of magnitude of sums of negative powers of integrated processes.

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Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

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Leeb, Hannes and Pötscher, Benedikt M. (2013): Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values.

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Preinerstorfer, David and Pötscher, Benedikt M. (2013): On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests.

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Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

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Preinerstorfer, David and Pötscher, Benedikt M. (2014): On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.

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Bachoc, Francois and Leeb, Hannes and Pötscher, Benedikt M. (2014): Valid confidence intervals for post-model-selection predictors.

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Pötscher, Benedikt M. and Preinerstorfer, David (2016): Controlling the Size of Autocorrelation Robust Tests.

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Leeb, Hannes and Pötscher, Benedikt M. and Kivaranovic, Danijel (2018): Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin. Forthcoming in: Biometrics

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Pötscher, Benedikt M. and Preinerstorfer, David (2017): Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing.

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Pötscher, Benedikt M. and Preinerstorfer, David (2020): How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?

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Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?

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Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.

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Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.

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Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?

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Pötscher, Benedikt M. (2024): Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion.