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~institution:"Edward Elgar Publishing"
~institution:"UCLA Department of Economics"
~language:"eng"
~language:"hrv"
~person:"Guggenberger, Patrik"
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Guggenberger, Patrik
Jehiel, Philippe
28
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16
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16
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1
Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews
Guggenberger, Patrik
-
UCLA Department of Economics
-
2006
Persistent link: https://www.econbiz.de/10005708610
Saved in:
2
The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007
Guggenberger, Patrik
-
UCLA Department of Economics
-
2006
Persistent link: https://www.econbiz.de/10005708641
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3
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
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005708618
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4
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007
Guggenberger, Patrik
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708617
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5
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007
Guggenberger, Patrik
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708628
Saved in:
6
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007
Guggenberger, Patrik
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708633
Saved in:
7
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006
Guggenberger, Patrik
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005572909
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