Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
A test for Kronecker Product Structure covariance matrix
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Journal of econometrics 233 (2023) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10014340952
Cover Image
GEL statistics under weak identification
Guggenberger, Patrik; Ramalho, Joaquim J. S.; Smith, … - In: Journal of econometrics 170 (2012) 2, pp. 331-349
Persistent link: https://www.econbiz.de/10009685907
Cover Image
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W. K.; Guggenberger, Patrik - In: Journal of econometrics 169 (2012) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10009671318
Cover Image
Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W. K.; Guggenberger, Patrik - In: Journal of econometrics 158 (2010) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10008839953
Cover Image
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
Andrews, Donald W. K.; Guggenberger, Patrik - In: Journal of econometrics 152 (2009) 1, pp. 19-27
Persistent link: https://www.econbiz.de/10003878740
Cover Image
Generalized empirical likelihood tests in time series models with potential identification failure
Guggenberger, Patrik; Smith, Richard J. - In: Journal of econometrics 142 (2008) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003608146
Cover Image
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
Cover Image
Generalized empirical likelihood tests in time series models with potential identification failure
Guggenberger, Patrik; Smith, Richard J. - In: Journal of econometrics 142 (2008) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10007894516
Cover Image
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 169 (2012) 2, pp. 196-211
Persistent link: https://www.econbiz.de/10009987058