|Mail:||50 Ave. F.D. Roosevelt CP 114/04, 1050 - Brussels, Belgium|
|Office:||ULB, Campus du Solbosch, R42.5.223|
|Phone:||+32 2 650 3366|
Teaching 2019-2020:I am teaching the courses Introduction to Econometrics (STATS-301), Graduate Econometrics I (ECONS-428) and Graduate Econometrics III (ECONS-521).
Detailed information can be found in the ULB course catalogue (course descriptions), GeHoL (dates and location), and Université Virtuelle (course material).
|Uniformly Valid Confidence Intervals Post-Model-Selection. [arXiv version] [pdf]|
Annals of Statistics, forthcoming (with François Bachoc and Lukas Steinberger)
| Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing. [arXiv version] |
Electronic Journal of Statistics, (2019), 13 (2), 3893--3942. (with Benedikt M. Pötscher)
|Power in High-Dimensional Testing Problems [arXiv version] [pdf]|
Econometrica, (2019), 87 (3), 1055--1069. (with Anders Bredahl Kock)
|Controlling the Size of Autocorrelation Robust Tests. [arXiv version] [pdf]|
Journal of Econometrics, (2018), 207 (2), 406--431. (with Benedikt M. Pötscher)
|Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators. [arXiv version]|
Electronic Journal of Statistics, (2017), 11, 2097--2167.
|On the Power of Invariant Tests for Hypotheses on a Covariance Matrix. [arXiv version]|
Econometric Theory, (2017), 33, 1--68. (with Benedikt M. Pötscher)
|On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests. [arXiv version]|
Econometric Theory, (2016), 32, 261--358. (with Benedikt M. Pötscher)
|Non-monotonic Penalizing for the Number of Structural Breaks. |
Computational Statistics, (2013), 28, 2585--2598. (with Erhard Reschenhofer and Lukas Steinberger)
|Parameter Recovery and Model Selection in Mixed Rasch Models. |
British Journal of Mathematical and Statistical Psychology, (2012), 65, 251--262. (with Anton K. Formann)
© 2019 David Preinerstorfer