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Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews
Guggenberger, Patrik, (2006)
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007
Guggenberger, Patrik,
Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics
Guggenberger, Patrik, (2005)