Patrik Guggenberger : Citation Profile


Are you Patrik Guggenberger?

Pennsylvania State University

13

H index

15

i10 index

566

Citations

RESEARCH PRODUCTION:

28

Articles

25

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 33
   Journals where Patrik Guggenberger has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 18 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu640
   Updated: 2020-07-04    RAS profile: 2018-04-05    
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Relations with other researchers


Works with:

Andrews, Donald (3)

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 (31)

Wang, Wenjie (24)

Andrews, Donald (20)

shi, xiaoxia (19)

Lee, Seojeong (17)

McCloskey, Adam (15)

Cheng, Xu (12)

Bugni, Federico (11)

Canay, Ivan (11)

Caner, Mehmet (11)

Chen, Xiaohong (9)

Cites to:

Andrews, Donald (49)

Moreira, Marcelo (23)

Smith, Richard (20)

Imbens, Guido (13)

Stock, James (13)

Newey, Whitney (13)

Hansen, Lars (12)

Kleibergen, Frank (12)

Phillips, Peter (9)

Leeb, Hannes (8)

Elliott, Graham (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 (2018 and 2017)


YearTitle of citing document
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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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2019Confidence Intervals for Projections of Partially Identified Parameters. (2019). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki. In: Papers. RePEc:arx:papers:1601.00934.

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2017Monte Carlo Confidence Sets for Identified Sets. (2017). Chen, Xiaohong ; Tamer, Elie ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1605.00499.

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2017Inference on Estimators defined by Mathematical Programming. (2017). Shum, Matthew ; shi, xiaoxia ; Hsieh, Yu-Wei. In: Papers. RePEc:arx:papers:1709.09115.

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2019Permutation 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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2018Moment Inequalities in the Context of Simulated and Predicted Variables. (2018). Rysman, Marc ; Kaido, Hiroaki ; Li, Jiaxuan. In: Papers. RePEc:arx:papers:1804.03674.

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2019Learning non-smooth models: instrumental variable quantile regressions and related problems. (2019). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1805.06855.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01457.

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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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2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

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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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2019Inference on Functionals under First Order Degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1901.04861.

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

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2020Testing 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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2019Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202.

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

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2017Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case. (2017). Leeb, Hannes ; Kabaila, Paul. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:801-813.

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2018What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions. (2018). Le Gallo, Julie ; Kostov, Philip ; LeGallo, Julie . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:501-527.

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2017Conditional assessment of the impact of a Hausman pretest on confidence intervals. (2017). Kabaila, Paul ; Farchione, Davide ; Mainzer, Rheanna. In: Statistica Neerlandica. RePEc:bla:stanee:v:71:y:2017:i:4:p:240-262.

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2019The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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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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2019Instrumental-Variable Estimation of Gravity Equations. (2019). Verardi, Vincenzo ; Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1994.

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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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2018Doubly Robust GMM Inference and Differentiated Products Demand Models. (2018). Auray, Stéphane ; Tuvaandor, Purevdorj ; Lepage-Saucier, Nicolas . In: Working Papers. RePEc:crs:wpaper:2018-13.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2017Monte Carlo Confidence sets for Identified Sets. (2017). Chen, Xiaohong ; Tamer, Elie ; Christensen, Timothy. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2037r2.

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2018Sensitivity Analysis using Approximate Moment Condition Models. (2018). Kolesar, Michal ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2019). Kolesar, Michal ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158r.

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2017Identification-Robust Subvector Inference. (2017). , Donald. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3005.

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2017Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures. (2017). Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260414.

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2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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2017Quasi-generalized least squares regression estimation with spatial data. (2017). Lu, Cuicui ; Wooldridge, Jeffrey M. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:138-141.

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2019Testing overidentifying restrictions with a restricted parameter space. (2019). Ketz, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303738.

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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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2017Fractional order statistic approximation for nonparametric conditional quantile inference. (2017). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:331-346.

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2017Structural inference from reduced forms with many instruments. (2017). Phillips, Peter ; Gao, Wayne ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:96-116.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35.

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2017Inference in continuous systems with mildly explosive regressors. (2017). Yu, Jun ; Phillips, Peter ; Chen, YE ; PEter, ; JunYu, . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:400-416.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2018Subvector inference when the true parameter vector may be near or at the boundary. (2018). Ketz, Philipp. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:285-306.

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2018Controlling the size of autocorrelation robust tests. (2018). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:406-431.

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2019Inference on functionals under first order degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:459-481.

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2019Correlated random effects models with unbalanced panels. (2019). Wooldridge, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:137-150.

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2019Increasing the power of specification tests. (2019). Hausman, Jerry A ; Woutersen, Tiemen. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:166-175.

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2019Bayesian inference for partially identified smooth convex models. (2019). Simoni, Anna ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:338-360.

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2019On asymptotic size distortions in the random coefficients logit model. (2019). Ketz, Philipp. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:413-432.

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2019Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors. (2019). Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:398-433.

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2019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

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2019Local Whittle estimation of long memory: Standard versus bias-reducing techniques. (2019). García Enríquez, Javier ; Hualde, Javier ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:66-77.

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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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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2017Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. (2017). Pigini, Claudia ; Bartolucci, Francesco ; Bacci, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:112-131.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2019Ownership structure and market efficiency. (2019). Nakabayashi, Masaki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:189-212.

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2019Illiquidity in the Japan electric power exchange. (2019). Ikeda, Shin S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:16-39.

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2017Expropriation risk and FDI in developing countries: Does return of capital dominate return on capital?. (2017). Hajzler, Christopher ; Berg, Nathan ; Akhtaruzzaman, M. In: European Journal of Political Economy. RePEc:eee:poleco:v:49:y:2017:i:c:p:84-107.

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2019Forecasting solar irradiance at short horizons: Frequency and time domain models. (2019). Hansen, Clifford ; Reikard, Gordon. In: Renewable Energy. RePEc:eee:renene:v:135:y:2019:i:c:p:1270-1290.

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2017Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322.

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2017Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377.

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2019Uniform Inference in Panel Autoregression. (2019). Phillips, Peter ; PEter, ; Chao, John C. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:45-:d:291103.

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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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2018Inference 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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2018Inference 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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2017Permutation tests for equality of distributions of functional data. (2017). Bugni, Federico ; Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:17/17.

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2018Permutation tests for equality of distributions of functional data. (2018). Horowitz, Joel L ; Bugni, Federico A. In: CeMMAP working papers. RePEc:ifs:cemmap:18/18.

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2018GEL-based inference with unconditional moment inequality restrictions. (2018). Smith, Richard J ; Grant, Nicky L. In: CeMMAP working papers. RePEc:ifs:cemmap:23/18.

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2018Moment inequalities in the context of simulated and predicted variables. (2018). Rysman, Marc ; Kaido, Hiroaki ; Li, Jiaxuan. In: CeMMAP working papers. RePEc:ifs:cemmap:26/18.

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2017Monte Carlo confidence sets for identified sets. (2017). Chen, Xiaohong ; Tamer, Elie ; Christensen, Timothy M. In: CeMMAP working papers. RePEc:ifs:cemmap:43/17.

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2017Non-asymptotic inference in instrumental variables estimation. (2017). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:46/17.

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2018Increasing the power of specification tests. (2018). Hausman, Jerry ; Woutersen, Tiemen M. In: CeMMAP working papers. RePEc:ifs:cemmap:46/18.

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2018Non-asymptotic inference in instrumental variables estimation. (2018). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:52/18.

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2018Bootstrap methods in econometrics. (2018). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:53/18.

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2018Minimizing sensitivity to model misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: CeMMAP working papers. RePEc:ifs:cemmap:59/18.

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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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2018BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Working Papers. RePEc:lan:wpaper:274731767.

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2018GEL-Based Inference from Unconditional Moment Inequality Restrictions. (2018). Smith, Richard J ; Grant, Nicky L. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1802.

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2018Measuring monetary policy deviations from the Taylor rule. (2018). Palma, Nuno ; Madeira, Joao ; Smith, Richard J ; Grant, Nicky L. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1803.

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2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach. (2019). Poskitt, Donald ; Martin, Gael M ; Nadarajah, Kanchana. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-7.

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2018Pre-event Trends in the Panel Event-study Design. (2018). Shapiro, Jesse ; Hansen, Christian ; Freyaldenhoven, Simon. In: NBER Working Papers. RePEc:nbr:nberwo:24565.

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2018On the Informativeness of Descriptive Statistics for Structural Estimates. (2018). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:25217.

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2019Inference for Linear Conditional Moment Inequalities. (2019). Pakes, Ariel ; Roth, Jonathan ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:26374.

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2019Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2019). Wüthrich, Kaspar ; Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: NBER Working Papers. RePEc:nbr:nberwo:26562.

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2017Measuring the Sensitivity of Parameter Estimates to Estimation Moments. (2017). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:132:y:2017:i:4:p:1553-1592..

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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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More than 100 citations found, this list is not complete...

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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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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2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC†INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
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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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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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2014Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models 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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2012Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models In: Econometrica.
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2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
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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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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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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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2010Book Review: Identification and Inference for Econometric Models In: Econometric Reviews.
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