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 0 3 1,548
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 2 12 1 1 5 73
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 1 1 5 169
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 0 0 1 511
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 0 0 0 17 1 1 1 56
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 0 0 2 53
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 0 1 4 845
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 1 1 3 64
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 29 0 0 6 186
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 0 0 1 280
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 0 0 0 33 0 0 0 82
Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility 0 0 0 56 0 0 1 360
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 0 181
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 0 87
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 1 2 5 176
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 0 1 382
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 0 0 0 15 0 0 1 72
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 2 5 122
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 0 0 0 66 1 1 1 173
The Impact of a Hausman Pretest on the Size of Hypothesis Tests 0 0 0 45 0 0 1 177
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 3 4 5 505
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 74 1 1 2 353
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 1 2 3 174
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 1 113 0 1 4 342
Total Working Papers 0 0 4 1,722 12 18 60 6,971
1 registered items for which data could not be found

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 2 2 5 710
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 1 1 2 18 2 3 8 125
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 0 1 74
A note on the relation between local power and robustness to misspecification 0 0 0 1 0 0 3 31
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 0 53 2 2 5 172
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 2 2 14 0 2 4 41
Applications of subsampling, hybrid, and size-correction methods 0 1 5 34 1 2 14 146
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 0 3 11 127
Asymptotics for stationary very nearly unit root processes 0 0 0 18 0 0 4 90
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 0 54
Book Review: Identification and Inference for Econometric Models 0 0 0 14 3 3 5 45
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models 0 0 0 6 0 1 2 142
Efficiency properties of labor taxation in a spatial model of restricted labor mobility 0 0 0 9 0 0 0 95
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator 0 0 1 16 1 1 3 64
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 1 1 3 165
GEL statistics under weak identification 0 0 1 24 2 3 5 126
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 2 42 0 0 4 173
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 0 2 4 195
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 1 1 3 161
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 1 1 4 114
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator 1 1 2 24 1 1 4 62
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION 0 0 1 5 1 3 4 56
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 0 0 3 230
On the size distortion of tests after an overidentifying restrictions pretest 0 0 0 0 1 1 2 44
Specification testing under moment inequalities 0 0 0 29 0 1 2 83
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST 0 0 0 10 0 0 1 45
The impact of a Hausman pretest on the size of a hypothesis test: The panel data case 0 0 1 86 0 1 5 255
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 2 49 0 2 9 163
Total Journal Articles 2 5 19 870 19 36 118 3,788

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Statistics updated 2025-11-08