Patrik Guggenberger, Ph.D. - Publications

2003 Yale University, New Haven, CT 

29 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Andrews DWK, Cheng X, Guggenberger P. Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests Journal of Econometrics. 218: 496-531. DOI: 10.1016/J.Jeconom.2020.04.027  0.581
2019 Guggenberger P, Kleibergen F, Mavroeidis S. A more powerful subvector Anderson Rubin test in linear instrumental variables regression Quantitative Economics. 10: 487-526. DOI: 10.3982/Qe1116  0.55
2019 Andrews DWK, Guggenberger P. Identification- and Singularity-Robust Inference for Moment Condition Models Quantitative Economics. 10: 1703-1746. DOI: 10.2139/Ssrn.2545374  0.528
2017 Andrews DWK, Guggenberger P. Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models Econometric Theory. 33: 1046-1080. DOI: 10.2139/Ssrn.2541746  0.58
2014 Andrews DWK, Guggenberger P. A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter Review of Economics and Statistics. 96: 376-381. DOI: 10.2139/Ssrn.2189449  0.427
2012 Bugni FA, Canay IA, Guggenberger P. Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models Econometrica. 80: 1741-1768. DOI: 10.3982/Ecta9604  0.598
2012 Guggenberger P, Kleibergen F, Mavroeidis S, Chen L. On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression Econometrica. 80: 2649-2666. DOI: 10.3982/Ecta8953  0.605
2012 Guggenberger P. On the asymptotic size distortion of tests when instruments locally violate the exogeneity assumption Econometric Theory. 28: 387-421. DOI: 10.1017/S0266466611000375  0.577
2012 Guggenberger P, Ramalho JJS, Smith RJ. GEL statistics under weak identification Journal of Econometrics. 170: 331-349. DOI: 10.1016/J.Jeconom.2012.05.009  0.536
2012 Andrews DWK, Guggenberger P. Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity Journal of Econometrics. 169: 196-210. DOI: 10.1016/J.Jeconom.2012.01.017  0.523
2012 Guggenberger P. A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters Economics Letters. 117: 901-904. DOI: 10.1016/J.Econlet.2012.07.008  0.514
2012 Guggenberger P. A note on the relation between local power and robustness to misspecification Economics Letters. 116: 133-135. DOI: 10.1016/J.Econlet.2012.01.020  0.511
2012 Guggenberger P, Kumar G. On the size distortion of tests after an overidentifying restrictions pretest Journal of Applied Econometrics. 27: 1138-1160. DOI: 10.1002/Jae.1251  0.522
2010 Andrews DWK, Guggenberger P. Asymptotic size and a problem with subsampling and with the m out of n bootstrap Econometric Theory. 26: 426-468. DOI: 10.1017/S0266466609100051  0.551
2010 Guggenberger P. The impact of a Hausman pretest on the asymptotic size of a hypothesis test Econometric Theory. 26: 369-382. DOI: 10.1017/S0266466609100026  0.594
2010 Andrews DWK, Guggenberger P. Applications of subsampling, hybrid, and size-correction methods Journal of Econometrics. 158: 285-305. DOI: 10.1016/J.Jeconom.2010.01.002  0.532
2010 Guggenberger P. The impact of a Hausman pretest on the size of a hypothesis test: The panel data case Journal of Econometrics. 156: 337-343. DOI: 10.1016/J.Jeconom.2009.11.003  0.546
2009 Andrews DWK, Guggenberger P. Hybrid and Size-corrected subsampling methods Econometrica. 77: 721-762. DOI: 10.3982/Ecta7015  0.571
2009 Andrews DWK, Guggenberger P. Validity of subsampling and plug-in asymptotic inference for parameters defined by moment inequalities Econometric Theory. 25: 669-709. DOI: 10.1017/S0266466608090257  0.568
2009 Andrews DWK, Guggenberger P. Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators Journal of Econometrics. 152: 19-27. DOI: 10.1016/J.Jeconom.2009.02.001  0.483
2008 Andrews DWK, Guggenberger P. Asymptotics for stationary very nearly unit root processes Journal of Time Series Analysis. 29: 203-212. DOI: 10.1111/J.1467-9892.2007.00552.X  0.418
2008 Guggenberger P. Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator Econometric Reviews. 27: 526-541. DOI: 10.1080/07474930801960410  0.467
2008 Guggenberger P, Smith RJ. Generalized empirical likelihood tests in time series models with potential identification failure Journal of Econometrics. 142: 134-161. DOI: 10.1016/J.Jeconom.2007.03.003  0.575
2008 Guggenberger P, Hahn J, Kim K. Specification testing under moment inequalities Economics Letters. 99: 375-378. DOI: 10.1016/J.Econlet.2007.09.002  0.455
2006 Guggenberger P, Sun Y. Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation Econometric Theory. 22: 863-912. DOI: 10.1017/S0266466606060403  0.377
2005 Guggenberger P, Hahn J. Finite sample properties of the two-step empirical likelihood estimator Econometric Reviews. 24: 247-263. DOI: 10.1080/07474930500242987  0.43
2005 Guggenberger P, Smith RJ. Generalized empirical likelihood estimators and tests under partial, weak, and strong identification Econometric Theory. 21: 667-709. DOI: 10.1017/S0266466605050371  0.634
2005 Guggenberger P. Monte-Carlo evidence suggesting a no moment problem of the continuous updating estimator Economics Bulletin. 3.  0.339
2003 Andrews DWK, Guggenberger P. A bias-reduced log-periodogram regression estimator for the long-memory parameter Econometrica. 71: 675-712. DOI: 10.1111/1468-0262.00420  0.452
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