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Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik - In: Econometric reviews 27 (2008) 4/6, pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K. - In: Econometric reviews 12 (1993) 2, pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
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Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
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Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-264
Persistent link: https://www.econbiz.de/10006874795
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Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
Guggenberger, Patrik - In: Econometric reviews 29 (2010) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10008349865
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Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
Guggenberger, Patrik - In: Econometric reviews 27 (2008) 4-6, pp. 526-541
Persistent link: https://www.econbiz.de/10008066651
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Book Review: Identification and Inference for Econometric Models
Guggenberger, Patrik - In: Econometric reviews 29 (2009) 1, pp. 99-106
Persistent link: https://www.econbiz.de/10009266510