Narrow search
Showing 1 - 10 of 14
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
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
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
Cover Image
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
Cover Image
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 426-468
Persistent link: https://www.econbiz.de/10003968604
Cover Image
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/10003379111
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
Cover Image
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 33 (2017) 5, pp. 1046-1080
Persistent link: https://www.econbiz.de/10011810250
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. 387-422
Persistent link: https://www.econbiz.de/10009847387
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/10008257717