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 0 4 20 1,568
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 0 2 18 89
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 2 7 19 187
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 0 2 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 1 1 11 64
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 0 2 7 70
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 1 5 14 857
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 0 2 9 192
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 0 4 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 0 2 5 33
Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility 0 0 0 56 0 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 0 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 0 2 5 92
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 1 6 32 205
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 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 0 2 11 130
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 0 0 0 66 0 1 9 181
The Impact of a Hausman Pretest on the Size of Hypothesis Tests 0 0 0 45 0 1 8 185
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 2 4 13 365
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 3 17 518
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 0 3 13 184
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 2 3 12 353
Total Working Papers 0 0 2 1,727 10 65 278 7,251

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 3 7 24 732
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 0 4 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 0 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 0 1 54 2 5 16 186
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 0 0 6 45
Applications of subsampling, hybrid, and size-correction methods 0 0 1 34 0 3 21 162
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 1 6 17 141
Asymptotics for stationary very nearly unit root processes 0 0 2 20 0 3 7 97
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 2 4 7 61
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 0 2 12 153
Efficiency properties of labor taxation in a spatial model of restricted labor mobility 0 0 0 9 0 3 9 104
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator 0 0 0 16 0 4 10 73
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 2 11 174
GEL statistics under weak identification 0 0 0 24 0 3 18 141
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 1 42 1 3 11 183
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 0 4 13 204
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 1 6 11 171
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 1 3 12 123
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator 0 0 3 26 1 2 10 70
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION 0 0 1 5 0 3 11 63
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 1 6 12 241
On the size distortion of tests after an overidentifying restrictions pretest 0 0 0 0 0 3 11 54
Specification testing under moment inequalities 0 1 1 30 0 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 0 4 16 267
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 49 3 13 43 203
Total Journal Articles 0 1 13 876 16 97 370 4,103

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