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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
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Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao - In: Journal of econometrics 164 (2011) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
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Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
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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
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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
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GEL statistics under weak identification
Guggenberger, Patrik; Ramalho, Joaquim J.S.; Smith, … - In: Journal of econometrics 170 (2012) 2, pp. 331-350
Persistent link: https://www.econbiz.de/10010013518
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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/10008301020
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 158 (2010) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10008455143
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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. 19-28
Persistent link: https://www.econbiz.de/10008883218
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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