Patrik Guggenberger, Ph.D.

2003 Yale University, New Haven, CT 
"Patrik Guggenberger"


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Donald W.K. Andrews grad student 2003 Yale
 (Econometric essays on generalized empirical likelihood, long -memory time series, and volatility.)
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Andrews DWK, Cheng X, Guggenberger P. (2020) Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests Journal of Econometrics. 218: 496-531
Guggenberger P, Kleibergen F, Mavroeidis S. (2019) A more powerful subvector Anderson Rubin test in linear instrumental variables regression Quantitative Economics. 10: 487-526
Andrews DWK, Guggenberger P. (2019) Identification- and Singularity-Robust Inference for Moment Condition Models Quantitative Economics. 10: 1703-1746
Andrews DWK, Guggenberger P. (2017) Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models Econometric Theory. 33: 1046-1080
Andrews DWK, Guggenberger P. (2014) A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter Review of Economics and Statistics. 96: 376-381
Bugni FA, Canay IA, Guggenberger P. (2012) Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models Econometrica. 80: 1741-1768
Guggenberger P, Kleibergen F, Mavroeidis S, et al. (2012) On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression Econometrica. 80: 2649-2666
Guggenberger P. (2012) On the asymptotic size distortion of tests when instruments locally violate the exogeneity assumption Econometric Theory. 28: 387-421
Guggenberger P, Ramalho JJS, Smith RJ. (2012) GEL statistics under weak identification Journal of Econometrics. 170: 331-349
Andrews DWK, Guggenberger P. (2012) Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity Journal of Econometrics. 169: 196-210
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