Narrow search
Showing 1 - 10 of 159
Cover Image
On the size distortion of tests after an overidentifying restrictions pretest
Guggenberger, Patrik; Kumar, Gitanjali - In: Journal of applied econometrics 27 (2012) 7, pp. 1138-1160
Persistent link: https://www.econbiz.de/10010047250
Cover Image
On the size distortion of tests after an overidentifying restrictions pretest
Guggenberger, Patrik; Kumar, Gitanjali - In: Journal of Applied Econometrics 27 (2012) 7, pp. 1138-1160
Persistent link: https://www.econbiz.de/10010826770
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
Guggenberger, Patrik - In: Economics letters 117 (2012) 3, pp. 901-904
Persistent link: https://www.econbiz.de/10009682542
Cover Image
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
Cover Image
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedaticity
Andrews, Donald W. K. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767442
Cover Image
Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10003864159