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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 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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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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Specification testing under moment inequalities
Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics letters 99 (2008) 2, pp. 375-378
Persistent link: https://www.econbiz.de/10008050593
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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. 133-136
Persistent link: https://www.econbiz.de/10009987110
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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. 901-905
Persistent link: https://www.econbiz.de/10010042080
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On the full dimensionality assumption for the discounted Folk Theorem
Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics letters 99 (2008) 2, pp. 357-360
Persistent link: https://www.econbiz.de/10008398408
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Specification testing under moment inequalities
Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics letters 99 (2008) 2, pp. 375-378
Persistent link: https://www.econbiz.de/10003723837
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10006747805
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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908