The following pages link to Patrik Guggenberger (Q290943):
Displayed 26 items.
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- A note on the relation between local power and robustness to misspecification (Q1925698) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models (Q2859514) (← links)
- On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression (Q2859552) (← links)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (Q3557545) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- (Q3608194) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- Identification‐ and singularity‐robust inference for moment condition models (Q5132959) (← links)
- A more powerful subvector Anderson Rubin test in linear instrumental variables regression (Q5208564) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter (Q5472965) (← links)
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (Q5697351) (← links)