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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
Saved in:
2
Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik
(
contributor
);
Sun, Yixiao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761467
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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7
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
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8
Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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9
Spurious regressions with stationary Gegenbauer processes and harmonic processes
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753289
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10
A convergent t-statistic in spurious regressions
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753294
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