Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006

Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews

Guggenberger, Patrik, (2006)

Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007

Guggenberger, Patrik,

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, (2005)