Patrik Guggenberger : Citation Profile


Are you Patrik Guggenberger?

Pennsylvania State University

13

H index

17

i10 index

647

Citations

RESEARCH PRODUCTION:

28

Articles

25

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 38
   Journals where Patrik Guggenberger has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 18 (2.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu640
   Updated: 2021-10-16    RAS profile: 2018-04-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrik Guggenberger.

Is cited by:

Doko Tchatoka, Firmin (41)

Wang, Wenjie (36)

Andrews, Donald (34)

shi, xiaoxia (20)

Lee, Seojeong (17)

McCloskey, Adam (16)

Cheng, Xu (12)

Canay, Ivan (11)

Caner, Mehmet (11)

Bugni, Federico (11)

Mavroeidis, Sophocles (10)

Cites to:

Andrews, Donald (47)

Moreira, Marcelo (23)

Smith, Richard (17)

Newey, Whitney (14)

Stock, James (13)

Kleibergen, Frank (12)

Imbens, Guido (12)

Hansen, Lars (11)

Phillips, Peter (9)

Leeb, Hannes (7)

Dufour, Jean-Marie (7)

Main data


Where Patrik Guggenberger has published?


Journals with more than one article published# docs
Econometric Theory7
Journal of Econometrics6
Econometrica4
Econometric Reviews3
Economics Letters3

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University16

Recent works citing Patrik Guggenberger (2021 and 2020)


YearTitle of citing document
2020Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2021Permutation Tests for Equality of Distributions of Functional Data. (2018). Horowitz, Joel L ; Bugni, Federico A. In: Papers. RePEc:arx:papers:1803.00798.

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2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

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2020Salvaging Falsified Instrumental Variable Models. (2019). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1812.11598.

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2020Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775.

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2020A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317.

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2021Testing for Sample Selection. (2019). Gutknecht, Daniel ; Corradi, Valentina. In: Papers. RePEc:arx:papers:1907.07412.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2020Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751.

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2021On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318.

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2020Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021.

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2021Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2020A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085.

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2020Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2021Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2021Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06.

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2020Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2020). Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8137.

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2021Foundations of Demand Estimation. (2021). Haile, Philip A ; Berry, Steven T. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2301.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2021Inference on time-invariant variables using panel data: A pretest estimator. (2021). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:157-166.

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2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

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2020On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test. (2020). Wang, Wenjie. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301245.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2020Asymptotic F tests under possibly weak identification. (2020). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:140-177.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

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2020Generic results for establishing the asymptotic size of confidence sets and tests. (2020). Guggenberger, Patrik ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:496-531.

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2020Inference of local regression in the presence of nuisance parameters. (2020). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:532-560.

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2020Score tests in GMM: Why use implied probabilities?. (2020). Renault, Eric ; Chaudhuri, Saraswata. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:260-280.

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2021Jackknife empirical likelihood for inequality constraints on regular functionals. (2021). Tabri, Rami V ; Chen, Ruxin. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:68-77.

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2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression. (2021). Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:78-96.

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2021Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models. (2021). Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1057-1082.

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2020GMM estimation of affine term structure models. (2020). Hlouskova, Jaroslava ; Sogner, Leopold. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15.

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2021The impacts of energy reallocation on economic output and CO2 emissions in China. (2021). Sun, Chuanwang ; Xu, Mengmeng ; Tan, Ruipeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304023.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2021Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830.

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2021Inference on time-invariant variables using panel data: a pretest estimator. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01719835.

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2021Inference on time-invariant variables using panel data: a pretest estimator. (2018). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Working Papers. RePEc:hal:wpaper:halshs-01719835.

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2020Minimizing Sensitivity to Model Misspecification. (2020). Weidner, Martin ; Bonhomme, Stephane. In: CeMMAP working papers. RePEc:ifs:cemmap:37/20.

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2020Inference on winners. (2020). McCloskey, Adam ; Kitagawa, Toru ; Andrews, Isaiah. In: CeMMAP working papers. RePEc:ifs:cemmap:43/20.

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2021Does media coverage help firms “lobby” for government subsidies? Evidence from China. (2021). Zhu, Ruichao ; Huang, Zeyue ; Luo, Jin-Hui. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9600-1.

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2020Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails. (2020). Boubaker, Heni. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09897-9.

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2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard. (2020). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-40.

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2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

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2020On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:99109.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:202056.

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2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

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2021Competition and microcredit interest rates: international evidence. (2021). Parmeter, Christopher ; Al-Azzam, Mohd. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01766-6.

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2021A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions. (2020). Tabri, Rami ; Marrouch, Walid ; Fakih, Ali ; Yazbeck, Myra ; Makdissi, Paul. In: Working Papers. RePEc:syd:wpaper:2020-05.

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2020Model Equivalence Tests for Overidentifying Restrictions. (2015). Lavergne, Pascal. In: TSE Working Papers. RePEc:tse:wpaper:29157.

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2021An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working papers. RePEc:uct:uconnp:2020-10.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36.

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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:6:p:2231-2258.

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2021Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborgmoller, Mikkel ; Montiel, Jose Luis. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1789-1823.

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2021Testing monotonicity of conditional treatment effects under regression discontinuity designs. (2021). Shen, Shu ; Hsu, Yuchin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:3:p:346-366.

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Works by Patrik Guggenberger:


YearTitleTypeCited
2008Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis.
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article9
2007Asymptotics for Stationary Very Nearly Unit Root Processes.(2007) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2004Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation In: University of California at San Diego, Economics Working Paper Series.
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paper7
2006BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION.(2006) In: Econometric Theory.
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This paper has another version. Agregated cites: 7
article
2005Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics In: UCLA Economics Online Papers.
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paper0
2006Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews In: UCLA Economics Online Papers.
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paper0
2006The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007 In: UCLA Economics Online Papers.
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paper0
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 In: UCLA Economics Online Papers.
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paper0
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 In: UCLA Economics Online Papers.
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Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 In: UCLA Economics Online Papers.
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Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 In: UCLA Economics Online Papers.
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2005GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION In: Econometric Theory.
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article59
2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
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article90
2007Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers.
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2010THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST In: Econometric Theory.
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article39
2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
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article51
2012ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION In: Econometric Theory.
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article39
2017ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory.
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article10
2014Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models.(2014) In: Cowles Foundation Discussion Papers.
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2000A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers.
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2003A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica.
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article
2007The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers.
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2007The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers.
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2007Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers.
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2007Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers.
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2010Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics.
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2008The Impact of a Hausman Pretest on the Size of Hypothesis Tests In: Cowles Foundation Discussion Papers.
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2008Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers.
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2010Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2010) In: Cowles Foundation Discussion Papers.
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2012Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2012) In: Cowles Foundation Discussion Papers.
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2012Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity.(2012) In: Journal of Econometrics.
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2011A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers.
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2012A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers.
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2014A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics.
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2011Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers.
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2015Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers.
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2005Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator In: Economics Bulletin.
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article4
2009Hybrid and Size-Corrected Subsampling Methods In: Econometrica.
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article43
2012Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models In: Econometrica.
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article10
2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
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article35
2012A note on the relation between local power and robustness to misspecification In: Economics Letters.
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2012A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters In: Economics Letters.
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2008Specification testing under moment inequalities In: Economics Letters.
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2008Generalized empirical likelihood tests in time series models with potential identification failure In: Journal of Econometrics.
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article19
2009Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics.
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2010The impact of a Hausman pretest on the size of a hypothesis test: The panel data case In: Journal of Econometrics.
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2012GEL statistics under weak identification In: Journal of Econometrics.
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2002Efficiency properties of labor taxation in a spatial model of restricted labor mobility In: Regional Science and Urban Economics.
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article2
2001Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility.(2001) In: IZA Discussion Papers.
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2005Finite Sample Properties of the Two-Step Empirical Likelihood Estimator In: Econometric Reviews.
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2008Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator In: Econometric Reviews.
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article18
2010Book Review: Identification and Inference for Econometric Models In: Econometric Reviews.
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article0
2012On the size distortion of tests after an overidentifying restrictions pretest In: Journal of Applied Econometrics.
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article12

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