Walter Oberhofer

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All published works

Action	Title	Year	Authors
+	ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE	2015	Walter Oberhofer Harry Haupt
+	On asymptotic normality in nonlinear regression	2008	Harry Haupt Walter Oberhofer
+	Best affine unbiased representations of the fully restricted general Gauss–Markov model	2005	Harry Haupt Walter Oberhofer
+	The asymptotic distribution of the unconditional quantile estimator under dependence	2005	Walter Oberhofer Harry Haupt
+	Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design	2005	Walter Oberhofer Harry Haupt
+	Stochastic response restrictions	2004	Harry Haupt Walter Oberhofer
+	Nonlinear quantile regression under dependence and heterogeneity	2003	Walter Oberhofer Harry Haupt
+	Fully restricted linear regression: A pedagogical note	2002	Harry Haupt Walter Oberhofer
+	Estimation and Hypothesis Testing in Fully Restricted Linear Regression Models	2001	Walter Oberhofer
+	Estimation of Constrained Singular Seemingly Unrelated Regression Models	2000	Harry Haupt Walter Oberhofer
+	Estimation of Constrained Singular Seemingly Unrelated Regression Models	2000	Harry Haupt Walter Oberhofer
+	On the existence of best linear unbiased estimates in the constrained singular linear mode	1999	Walter Oberhofer Harry Haupt
+ PDF Chat	The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm	1982	Walter Oberhofer
+	Die Nichtkonsistenz der M.-L. Schätzer im „Switching Regression” Problem	1980	Walter Oberhofer
+ PDF Chat	A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models	1974	Walter Oberhofer Jan Kmenta
+	Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model	1973	Walter Oberhofer J. Kmenta

Common Coauthors

Coauthor	Papers Together
Harry Haupt	11
J. Kmenta	1
Jan Kmenta	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Fixed design regression quantiles for time series	2004	D. A. Ioannides	4
+ PDF Chat	REGRESSION QUANTILES FOR TIME SERIES	2002	Zongwu Cai	4
+ PDF Chat	The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm	1982	Walter Oberhofer	4
+	On Additive Conditional Quantiles With High-Dimensional Covariates	2003	Jan G. De Gooijer Dawit Zerom	4
+	Asymptotics for Least Absolute Deviation Regression Estimators	1991	David Pollard	3
+ PDF Chat	An interior point algorithm for nonlinear quantile regression	1996	Roger Koenker Beum J. Park	3
+	LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES	2000	K. Mukherjee	3
+	Quantile regression: applications and current research areas	2003	Keming Yu Zudi Lu Julian Stander	3
+	On the measurability and consistency of minimum contrast estimates	1969	J. Pfanzagl	3
+	On smoothed probability density estimation for stationary processes	1986	J.V. Castellana M. R. Leadbetter	3
+ PDF Chat	Asymptotics of least-squares estimators for constrained nonlinear regression	1996	Jinde Wang	2
+	Fully restricted linear regression: A pedagogical note	2002	Harry Haupt Walter Oberhofer	2
+ PDF Chat	Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation	1991	Andrew Weiss	2
+	The asymptotic distribution of the unconditional quantile estimator under dependence	2005	Walter Oberhofer Harry Haupt	2
+	A Shortcut to LAD Estimator Asymptotics	1991	P. C. B. Phillips	2
+	An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter	1977	А. В. Иванов	2
+	Generalized Inverse of Matrices and Its Applications	1973	K. S. Banerjee	2
+	Robust Tests for Heteroscedasticity Based on Regression Quantiles	1982	Roger Koenker Gilbert W. Bassett	2
+	Asymptotic Normality of L1-Estimators in Nonlinear Regression	1995	Jung‐Der Wang	2
+	Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research	1998	Moshe Buchinsky	2
+	ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM	2001	Quanshui Zhao	2
+	Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix	1973	C. Radhakrishna Rao	2
+	Estimation of semiparametric models	1986	James L. Powell	2
+	Symmetric regression quantile and its application to robust estimation for the nonlinear regression model	2003	Lin‐An Chen Lanh Tat Tran Li-Ching Lin	1
+ PDF Chat	Large-sample inference for nonparametric regression with dependent errors	1997	Peter M. Robinson	1
+	Minimizing Certain Convex Functions	1963	J. Warga	1
+	Local Polynomial Quantile Regression With Parametric Features	2009	Anouar El Ghouch Marc G. Genton	1
+	Small Sample Properties of Alternative Estimators of Seemingly Unrelated Regressions	1968	Jan Kmenta Roy F. Gilbert	1
+	On the Use of Incomplete Prior Information in Regression Analysis	1963	Henri Theil	1
+	A CONSISTENT NONPARAMETRIC TEST OF PARAMETRIC REGRESSION MODELS UNDER CONDITIONAL QUANTILE RESTRICTIONS	1998	John Xu Zheng	1
+ PDF Chat	Limiting distributions for $L\sb 1$ regression estimators under general conditions	1998	Keith Knight	1
+ PDF Chat	Consistent Estimators in Nonlinear Regression for a Noncompact Parameter Space	1986	G. D. Richardson B. B. Bhattacharyya	1
+ PDF Chat	A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs	1996	Xuming He Qi-Man Shao	1
+	Fixed design regression for time series: Asymptotic normality	1992	George G. Roussas Lanh Tat Tran D. Ioannides	1
+	Asymptotic properties of a particular nonlinear regression quantile estimation	2002	Tae Soo Kim Hae‐Kyung Kim Sun Hur	1
+	On Some Useful “Inefficient” Statistics	2007	Frederick Mosteller	1
+	Proceedings of the 6th Berkeley Symposium on Mathematical Statistics and Probability	1972	Lucien M. Le Cam Jerzy Neyman Elizabeth L. Scott	1
+	LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS	2001	Alan J. Rogers	1
+	Implementing Box–Cox Quantile Regression	2009	Bernd Fitzenberger Ralf A. Wilke Xuan Zhang	1
+	Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix	1977	Rudolf G. Kreijger Heinz Neudecker	1
+	Nonlinear Lp-norm estimation	1990	René Gonin Arthur H. Money	1
+	Censored regression quantiles	1986	James L. Powell	1
+	Nonparametric and Semiparametric Methods in Econometrics and Statistics	1991	William Barnett James L. Powell George Tauchen	1
+	The moving blocks bootstrap and robust inference for linear least squares and quantile regressions	1998	Bernd Fitzenberger	1
+	Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors	2000	Alain Berlinet Friedrich Liese Igor Vajda	1
+ PDF Chat	Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity	2000	Songnian Chen Shakeeb Khan	1
+	Mixed estimation based on quasi-prior judgments	1974	Henry Theil	1
+	An Alternative Estimator for the Censored Quantile Regression Model	1998	Moshe Buchinsky Jinyong Hahn	1
+	A Convergent Procedure for Convex Programming	1963	J. Warga	1
+ PDF Chat	Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY	1999	Keith Knight	1