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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~person:"Guggenberger, Patrik"
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
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Guggenberger, Patrik
Phillips, Peter C. B.
22
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20
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12
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9
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9
Andrews, Donald W. K.
8
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6
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5
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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1046-1080
Persistent link: https://www.econbiz.de/10011810250
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2
On the asymptotic size distortion of tests when instruments locally violate the exogeneity assumption
Guggenberger, Patrik
- In:
Econometric theory
28
(
2012
)
2
,
pp. 387-421
Persistent link: https://www.econbiz.de/10009520937
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3
The impact of a Hausman pretest on the asymptotic size of a hypothesis test
Guggenberger, Patrik
- In:
Econometric theory
26
(
2010
)
2
,
pp. 369-382
Persistent link: https://www.econbiz.de/10003968594
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4
Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik
;
Sun, Yixiao
- In:
Econometric theory
22
(
2006
)
5
,
pp. 863-912
Persistent link: https://www.econbiz.de/10003379111
Saved in:
5
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification
Guggenberger, Patrik
;
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 667-709
Persistent link: https://www.econbiz.de/10003004703
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