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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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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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ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
Guggenberger, Patrik - In: Econometric theory 28 (2012) 2, pp. 387-422
Persistent link: https://www.econbiz.de/10009847387
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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/10008257717
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BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
Guggenberger, Patrik; Sun, Yixiao - In: Econometric theory 22 (2006) 5, pp. 863-912
Persistent link: https://www.econbiz.de/10007292700
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 406-426
Persistent link: https://www.econbiz.de/10008388024
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INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 331-369
Persistent link: https://www.econbiz.de/10008388027
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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
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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/10006958762
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A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometric theory 40 (2024) 5, pp. 957-1002
Persistent link: https://www.econbiz.de/10015154314