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 10 16 1,564
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 5 12 16 87
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 4 9 12 180
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 1 7 7 518
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 0 0 0 17 0 4 5 60
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 1 7 11 63
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 3 7 9 852
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 0 4 5 68
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 1 2 7 190
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 1 2 2 282
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 0 0 0 33 0 2 2 84
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 3 3 31
Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility 0 0 0 56 0 4 5 364
Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews 0 0 0 54 0 11 12 193
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 3 3 90
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 5 21 26 199
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 4 5 387
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 0 0 1 16 0 2 3 75
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 5 9 128
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 0 0 0 66 3 7 8 180
The Impact of a Hausman Pretest on the Size of Hypothesis Tests 0 0 0 45 0 7 7 184
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 10 14 515
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 0 5 9 361
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 7 10 181
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 2 6 9 350
Total Working Papers 0 0 2 1,727 31 161 215 7,186

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 13 17 725
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 3 19 25 145
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 4 78
A note on the relation between local power and robustness to misspecification 0 0 0 1 0 0 3 32
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 1 1 1 54 2 9 11 181
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 1 4 7 45
Applications of subsampling, hybrid, and size-correction methods 0 0 3 34 3 13 21 159
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 0 7 12 135
Asymptotics for stationary very nearly unit root processes 1 1 2 20 1 3 5 94
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 2 3 57
Book Review: Identification and Inference for Econometric Models 0 0 0 14 0 2 6 48
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models 0 0 0 6 2 9 10 151
Efficiency properties of labor taxation in a spatial model of restricted labor mobility 0 0 0 9 2 5 6 101
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator 0 0 1 16 0 5 7 69
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 7 9 172
GEL statistics under weak identification 0 0 0 24 4 8 16 138
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 2 42 0 7 9 180
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 0 4 9 200
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 1 4 5 165
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 0 5 9 120
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator 0 1 3 26 0 5 9 68
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION 0 0 1 5 0 4 8 60
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 0 3 6 235
On the size distortion of tests after an overidentifying restrictions pretest 0 0 0 0 3 7 8 51
Specification testing under moment inequalities 0 0 0 29 0 7 9 91
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST 0 0 0 10 0 7 8 53
The impact of a Hausman pretest on the size of a hypothesis test: The panel data case 0 0 1 86 3 8 13 263
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 1 49 15 25 32 190
Total Journal Articles 2 3 18 875 43 195 287 4,006

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