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 2 2 22 1,570
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 0 19 187
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 0 1 18 90
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 0 0 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 2 8 63
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 0 1 12 65
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 0 0 7 70
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 2 2 14 859
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 1 1 7 193
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 0 0 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 0 3 85
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 4 5 10 38
Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility 0 1 1 57 0 1 8 368
Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews 0 0 0 54 0 0 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 0 5 92
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 2 3 33 208
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 0 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 1 4 76
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 1 11 131
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 0 0 0 66 0 1 10 182
The Impact of a Hausman Pretest on the Size of Hypothesis Tests 0 0 0 45 0 1 9 186
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 0 1 17 519
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 1 1 14 366
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 0 11 184
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 2 2 13 355
Total Working Papers 0 1 3 1,728 15 26 291 7,277

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 1 3 27 735
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 1 2 19 0 2 28 151
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 3 9 83
A note on the relation between local power and robustness to misspecification 0 0 0 1 0 1 2 33
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 1 54 0 1 17 187
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 0 14 0 0 4 45
Applications of subsampling, hybrid, and size-correction methods 0 0 0 34 1 1 18 163
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 0 1 15 142
Asymptotics for stationary very nearly unit root processes 0 0 2 20 1 2 9 99
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 8 62
Book Review: Identification and Inference for Econometric Models 0 0 0 14 0 1 7 49
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models 0 0 0 6 0 0 11 153
Efficiency properties of labor taxation in a spatial model of restricted labor mobility 0 0 0 9 0 1 10 105
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator 0 0 0 16 0 3 13 76
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 0 10 174
GEL statistics under weak identification 0 0 0 24 1 1 18 142
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 0 42 0 0 10 183
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 1 2 11 206
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 0 0 11 171
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 1 2 12 125
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator 0 0 3 26 8 8 17 78
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION 0 1 1 6 3 7 17 70
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 2 4 15 245
On the size distortion of tests after an overidentifying restrictions pretest 0 0 0 0 1 1 12 55
Specification testing under moment inequalities 0 0 1 30 0 0 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 2 14 269
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 49 1 1 41 204
Total Journal Articles 0 2 10 878 21 48 385 4,151

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