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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
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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
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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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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
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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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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
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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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A test for kronecker product structure covariance matrix
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - 2022
Persistent link: https://www.econbiz.de/10012814351
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169