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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 - UCLA Department of Economics - 2006
Persistent link: https://www.econbiz.de/10005708610
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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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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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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
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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
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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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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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The impact of a Hausman pretest on the size of a hypothesis test : the panel data case
Guggenberger, Patrik - In: Journal of econometrics 156 (2010) 2, pp. 337-343
Persistent link: https://www.econbiz.de/10008648810
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A note on the relation between local power and robustness to misspecification
Guggenberger, Patrik - In: Economics letters 116 (2012) 2, pp. 133-135
Persistent link: https://www.econbiz.de/10009674534
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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