Similar Search Results

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

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

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

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

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

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

A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000

Persistent link: https://www.econbiz.de/10001512674

A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000

Persistent link: https://www.econbiz.de/10001492115

Efficiency properties of labor taxation in a spatial model of restricted labor mobility

Guggenberger, Patrik; Kaul, Ashok; Kolmar, Martin - 2001

We examine the efficiency properties of labor taxation. A spatial model of an economy is introduced whose key feature is a new approach to restricted labor mobility. We characterize the efficient allocation of labor and properties of a decentralized equilibrium. An efficient allocation of labor...

Persistent link: https://www.econbiz.de/10001596280

Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification

Guggenberger, Patrik (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835864