Search Results - "Guggenberger, Patrik" :: K.UTB vyhledávací portál

Loading…

Generic results for establishing the asymptotic size of confidence sets and tests

by Andrews, Donald W.K., Cheng, Xu, Guggenberger, Patrik
Published in Journal of econometrics (01.10.2020)

Get full text

Journal Article

Loading…

THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST

by Guggenberger, Patrik
Published in Econometric theory (01.04.2010)

Get full text

Journal Article

Loading…

The impact of a Hausman pretest on the size of a hypothesis test: The panel data case

by Guggenberger, Patrik
Published in Journal of econometrics (01.06.2010)

Get full text

Journal Article

Loading…

On the size distortion of tests after an overidentifying restrictions pretest

by Guggenberger, Patrik, Kumar, Gitanjali
Published in Journal of applied econometrics (Chichester, England) (01.11.2012)

Get full text

Journal Article

Loading…

ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION

by Guggenberger, Patrik
Published in Econometric theory (01.04.2012)

Get full text

Journal Article

Loading…

A test for Kronecker Product Structure covariance matrix

by Guggenberger, Patrik, Kleibergen, Frank, Mavroeidis, Sophocles
Published in Journal of econometrics (01.03.2023)

Get full text

Journal Article

Loading…

A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY

by Guggenberger, Patrik, Kleibergen, Frank, Mavroeidis, Sophocles
Published in Econometric theory (14.04.2023)

Get full text

Journal Article

Loading…

A more powerful subvector Anderson Rubin test in linear instrumental variables regression

by Guggenberger, Patrik, Kleibergen, Frank, Mavroeidis, Sophocles
Published in Quantitative economics (01.05.2019)

Get full text

Journal Article

Loading…

Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator

by Guggenberger, Patrik
Published in Econometric reviews (01.07.2008)

Get full text

Journal Article

Loading…

A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters

by Guggenberger, Patrik
Published in Economics letters (01.12.2012)

Get full text

Journal Article

Loading…

A note on the relation between local power and robustness to misspecification

by Guggenberger, Patrik
Published in Economics letters (01.08.2012)

Get full text

Journal Article

Loading…

Identification and Inference for Econometric Models

by Guggenberger, Patrik
Published in Econometric reviews (2010)

Get full text

Journal Article

Loading…

VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

by Andrews, Donald W.K., Guggenberger, Patrik
Published in Econometric theory (01.06.2009)

Get full text

Journal Article

Loading…

ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

by Andrews, Donald W.K., Guggenberger, Patrik
Published in Econometric theory (01.10.2017)

Get full text

Journal Article

Loading…

ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP

by Andrews, Donald W.K., Guggenberger, Patrik
Published in Econometric theory (01.04.2010)

Get full text

Journal Article

Loading…

Identification- and singularity-robust inference for moment condition models

by Andrews, Donald W. K, Guggenberger, Patrik
Published in Quantitative economics (01.11.2019)

Get full text

Journal Article

Loading…

Applications of subsampling, hybrid, and size-correction methods: SPECIFICATION ANALYSIS IN HONOR OF PHOEBUS J. DHRYMES

by ANDREWS, Donald W. K, GUGGENBERGER, Patrik
Published in Journal of econometrics (2010)

Get full text

Journal Article

Loading…

BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION

by Guggenberger, Patrik, Sun, Yixiao
Published in Econometric theory (01.10.2006)

Get full text

Journal Article

Loading…

Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

by Andrews, Donald W.K., Guggenberger, Patrik
Published in Journal of econometrics (01.08.2012)

Get full text

Journal Article

Loading…

Generalized empirical likelihood tests in time series models with potential identification failure

by Guggenberger, Patrik, Smith, Richard J.
Published in Journal of econometrics (2008)

Get full text

Journal Article

Refine Results

Format

Subject Area

Topic

Language

Year of Publication

Database