Access Statistics for Patrik Guggenberger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter 0 0 0 335 3 7 20 1,568
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 1 7 18 89
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 3 9 17 185
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 2 3 9 520
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 0 0 0 17 0 1 6 61
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 0 1 10 63
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 2 7 13 856
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 2 3 9 192
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 2 2 7 70
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 2 5 6 286
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 0 0 0 33 0 1 3 85
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 1 2 5 33
Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility 0 0 0 56 3 3 7 367
Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews 0 0 0 54 3 3 15 196
Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics 0 0 0 21 1 2 5 92
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 4 10 31 204
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 1 1 6 388
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 0 0 1 16 0 0 3 75
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 3 11 130
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 0 0 0 66 1 4 9 181
The Impact of a Hausman Pretest on the Size of Hypothesis Tests 0 0 0 45 1 1 8 185
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 2 2 11 363
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 3 16 517
The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007 0 0 0 47 3 3 13 184
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 1 3 10 351
Total Working Papers 0 0 2 1,727 40 86 268 7,241

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter 0 0 0 121 4 7 21 729
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 3 7 29 149
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters 0 0 0 24 2 2 6 80
A note on the relation between local power and robustness to misspecification 0 0 0 1 0 0 2 32
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 1 1 54 3 5 14 184
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 0 1 6 45
Applications of subsampling, hybrid, and size-correction methods 0 0 2 34 2 6 22 162
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 4 5 16 140
Asymptotics for stationary very nearly unit root processes 0 1 2 20 2 4 7 97
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 2 2 5 59
Book Review: Identification and Inference for Econometric Models 0 0 0 14 0 0 6 48
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models 0 0 0 6 2 4 12 153
Efficiency properties of labor taxation in a spatial model of restricted labor mobility 0 0 0 9 3 5 9 104
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator 0 0 0 16 3 4 10 73
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 1 2 11 174
GEL statistics under weak identification 0 0 0 24 1 7 19 141
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 1 42 2 2 10 182
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 2 4 13 204
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 5 6 10 170
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 2 2 11 122
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator 0 0 3 26 1 1 10 69
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION 0 0 1 5 1 3 11 63
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 4 5 11 240
On the size distortion of tests after an overidentifying restrictions pretest 0 0 0 0 2 6 11 54
Specification testing under moment inequalities 1 1 1 30 2 2 11 93
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST 0 0 0 10 0 0 8 53
The impact of a Hausman pretest on the size of a hypothesis test: The panel data case 0 0 0 86 3 7 16 267
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 49 1 25 40 200
Total Journal Articles 1 3 14 876 57 124 357 4,087

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