E-LIB Suche - Ergebnisse für: Guggenberger, Patrik

1

A test for Kronecker Product Structure covariance matrix:

Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles
Journal of Econometrics. 233 (2023) 1 - p. 88-112 , 2023

Link: https://doi.org/10.1016/..

2

A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUME..:

Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles
Econometric Theory. , 2023

Link: https://doi.org/10.1017/..

3

Generic results for establishing the asymptotic size of con..:

Andrews, Donald W.K. ; Cheng, Xu ; Guggenberger, Patrik
Journal of Econometrics. 218 (2020) 2 - p. 496-531 , 2020

Link: https://doi.org/10.1016/..

4

A more powerful subvector Anderson Rubin test in linear ins..:

Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles
Quantitative Economics. 10 (2019) 2 - p. 487-526 , 2019

Link: https://doi.org/10.3982/..

5

Identification‐ and singularity‐robust inference for moment..:

Andrews, Donald W. K. ; Guggenberger, Patrik
Quantitative Economics. 10 (2019) 4 - p. 1703-1746 , 2019

Link: https://doi.org/10.3982/..

6

ASYMPTOTIC SIZE OF KLEIBERGEN'S LM AND CONDITIONAL LR TESTS..:

Andrews, Donald W.K. ; Guggenberger, Patrik
Econometric Theory. 33 (2017) 5 - p. 1046-1080 , 2017

Link: https://www.jstor.org/st..

7

ASYMPTOTIC SIZE OF KLEIBERGEN'S LM AND CONDITIONAL LR TESTS..:

Andrews, Donald W.K. ; Guggenberger, Patrik
Econometric Theory. 33 (2016) 5 - p. 1046-1080 , 2016

Link: https://doi.org/10.1017/..

8

A CONDITIONAL-HETEROSKEDASTICITY-ROBUST CONFIDENCE INTERVAL..:

Andrews, Donald W. K. ; Guggenberger, Patrik
The Review of Economics and Statistics. 96 (2014) 2 - p. 376-381 , 2014

Link: https://www.jstor.org/st..

9

ON THE ASYMPTOTIC SIZES OF SUBSET ANDERSON—RUBIN AND LAGRAN..:

Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles.
Econometrica. 80 (2012) 6 - p. 2649-2666 , 2012

Link: https://www.jstor.org/st..

10

Asymptotics for LS, GLS, and feasible GLS statistics in an ..:

Andrews, Donald W.K. ; Guggenberger, Patrik
Journal of Econometrics. 169 (2012) 2 - p. 196-210 , 2012

Link: https://doi.org/10.1016/..

11

A note on the relation between local power and robustness t..:

Guggenberger, Patrik
Economics Letters. 116 (2012) 2 - p. 133-135 , 2012

Link: https://doi.org/10.1016/..

12

GEL statistics under weak identification:

Guggenberger, Patrik ; Ramalho, Joaquim J.S. ; Smith, Richard J.
Journal of Econometrics. 170 (2012) 2 - p. 331-349 , 2012

Link: https://doi.org/10.1016/..

13

A note on the (in)consistency of the test of overidentifyin..:

Guggenberger, Patrik
Economics Letters. 117 (2012) 3 - p. 901-904 , 2012

Link: https://doi.org/10.1016/..

14

DISTORTIONS OF ASYMPTOTIC CONFIDENCE SIZE IN LOCALLY MISSPE..:

Bugni, Federico A. ; Canay, Ivan A. ; Guggenberger, Patrik
Econometrica. 80 (2012) 4 - p. 1741-1768 , 2012

Link: https://www.jstor.org/st..

15

ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS..:

Guggenberger, Patrik
Econometric Theory. 28 (2012) 2 - p. 387-421 , 2012

Link: https://www.jstor.org/st..