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Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-264
Persistent link: https://www.econbiz.de/10006874795
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Specification testing under moment inequalities
Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics letters 99 (2008) 2, pp. 375-378
Persistent link: https://www.econbiz.de/10008050593
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ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
Guggenberger, Patrik - In: Econometric theory 28 (2012) 2, pp. 387-422
Persistent link: https://www.econbiz.de/10009847387
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Efficiency properties of labor taxation in a spatial model of restricted labor mobility
Guggenberger, Patrik; Kaul, Ashok; Kolmar, Martin - In: Regional science & urban economics 32 (2002) 4, pp. 447-474
Persistent link: https://www.econbiz.de/10007812263
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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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Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
Guggenberger, Patrik - In: Econometric reviews 29 (2010) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10008349865
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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/10008066651
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Hybrid and Size-Corrected Subsampling Methods
Andrews, Donaldw K.; Guggenberger, Patrik - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 721-762
Persistent link: https://www.econbiz.de/10008255500
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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10008257717
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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/10007292700