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Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007

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  • Patrik Guggenberger
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    File URL: http://www.econ.ucla.edu/people/papers/Guggenberger/Guggenberger414.pdf
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    Paper provided by UCLA Department of Economics in its series UCLA Economics Online Papers with number 414.

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    Handle: RePEc:cla:uclaol:414

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    Web page: http://www.econ.ucla.edu/

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    1. Donald W. K. Andrews, 1999. "Estimation When a Parameter Is on a Boundary," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November.
    2. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, 07.
    3. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012. "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
    4. Donald W.K. Andrews & Gustavo Soares, 2006. "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers 1564, Cowles Foundation for Research in Economics, Yale University.
    5. Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006. "Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, Econometric Society, vol. 74(3), pages 715-752, 05.
    6. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2007. "Performance of conditional Wald tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 116-132, July.
    7. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
    8. Otsu, Taisuke, 2006. "Generalized Empirical Likelihood Inference For Nonlinear And Time Series Models Under Weak Identification," Econometric Theory, Cambridge University Press, vol. 22(03), pages 513-527, June.
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