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Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006
Guggenberger, Patrik - UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005572909
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Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews
Guggenberger, Patrik - UCLA Department of Economics - 2006
Persistent link: https://www.econbiz.de/10005708610
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Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007
Guggenberger, Patrik - UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708617
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Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics
Guggenberger, Patrik - UCLA Department of Economics - 2005
Persistent link: https://www.econbiz.de/10005708618
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Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007
Guggenberger, Patrik - UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708628
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Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007
Guggenberger, Patrik - UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708633
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The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007
Guggenberger, Patrik - UCLA Department of Economics - 2006
Persistent link: https://www.econbiz.de/10005708641