Similar Search Results

Generalized empirical likelihood tests in time series models with potential identification failure

Guggenberger, Patrik; Smith, Richard J. - In: Journal of econometrics 142 (2008) 1, pp. 134-161

Persistent link: https://www.econbiz.de/10003608146

Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - 2014

Persistent link: https://www.econbiz.de/10010470613

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.

Persistent link: https://www.econbiz.de/10010487255

Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities

Andrews, Donald W. K. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003723159

Econometric essays on generalized empirical likelihood, long-memory time series, and volatility

Guggenberger, Patrik - 2003

Persistent link: https://www.econbiz.de/10003628322

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

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

Generalized empirical likelihood tests in time models with potential identification failure

Guggenberger, Patrik (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002741444

Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification

Guggenberger, Patrik (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835864

Identification- and Singularity-Robust Inference for Moment Condition Models

Andrews, Donald W. K. - 2018

This paper introduces a new identiﬁcation- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) test and a new identiﬁcation- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment condition models. Both tests are very fast to compute....

Persistent link: https://www.econbiz.de/10012909479