Patrik Guggenberger : Citation Profile


Are you Patrik Guggenberger?

Pennsylvania State University

13

H index

13

i10 index

497

Citations

RESEARCH PRODUCTION:

28

Articles

25

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 29
   Journals where Patrik Guggenberger has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 18 (3.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu640
   Updated: 2019-06-22    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:

Andrews, Donald (20)

shi, xiaoxia (19)

Lee, Seojeong (15)

McCloskey, Adam (15)

Doko Tchatoka, Firmin (15)

Cheng, Xu (12)

Canay, Ivan (11)

Bugni, Federico (11)

Caner, Mehmet (11)

Chen, Xiaohong (9)

DiTraglia, Francis (9)

Cites to:

Andrews, Donald (47)

Moreira, Marcelo (23)

Smith, Richard (17)

Stock, James (13)

Imbens, Guido (12)

Newey, Whitney (12)

Kleibergen, Frank (12)

Hansen, Lars (11)

Phillips, Peter (9)

Dufour, Jean-Marie (7)

Leeb, Hannes (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
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. (2017). 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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2018Permutation Tests for Equality of Distributions of Functional Data. (2018). Bugni, Federico A ; Horowitz, Joel L. In: Papers. RePEc:arx:papers:1803.00798.

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

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2018$k$-step correction for mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems. (2018). 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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2019Sensitivity Analysis using Approximate Moment Condition Models. (2018). Armstrong, Timothy B ; Koles, Michal. 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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2018Salvaging Falsified Instrumental Variable Models. (2018). Masten, Matthew A ; Poirier, Alexandre. In: Papers. RePEc:arx:papers:1812.11598.

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

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

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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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2018The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018Doubly Robust GMM Inference and Differentiated Products Demand Models. (2018). Auray, Stepahne ; 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). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). , Donald ; 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). Armstrong, Timothy B ; Kolesar, Michal. 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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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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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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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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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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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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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). Bugni, Federico A ; Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:18/18.

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

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2018Moment inequalities in the context of simulated and predicted variables. (2018). Kaido, Hiroaki ; Rysman, Marc ; 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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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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2018GEL-Based Inference from Unconditional Moment Inequality Restrictions. (2018). Grant, Nicky L ; Smith, Richard J. 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 S ; 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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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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2018Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201869.

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2018Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). ben Maatoug, Abderrazak ; Fatnassi, Ibrahim ; Davidson, Russell ; Lamouchi, Rim. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:1-25.

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2018Testing Identification Strength. (2018). Antoine, Bertille ; Renault, Eric. In: Discussion Papers. RePEc:sfu:sfudps:dp18-07.

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2018Are standard asset pricing factors long-range dependent?. (2018). Auer, Benjamin Rainer. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y.

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2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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2017The role of direct flights in trade costs. (2017). Yilmazkuday, Demet. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:2:d:10.1007_s10290-016-0263-z.

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2019Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals. (2019). Tabri, Rami V ; Chen, Ruxin. In: Working Papers. RePEc:syd:wpaper:2019-07.

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2017Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia. (2017). Lu, Zeng-Hua ; Zhang, Xibin ; Zuo, Alec. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339769.

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2017Set Identification, Moment Restrictions and Inference. (2017). Magnac, Thierry ; Bontemps, Christian. In: TSE Working Papers. RePEc:tse:wpaper:31337.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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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 of BETA. RePEc:ulp:sbbeta:2019-06.

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2018Bayesian and frequentist inequality tests. (2018). Kaplan, David. In: Working Papers. RePEc:umc:wpaper:1516.

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2018Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1620.

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2017Regularized Empirical Likelihood as a Solution to the No Moment. (2017). Chausse, Pierre. In: Working Papers. RePEc:wat:wpaper:1708.

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2017Testing the Hypothesis of a Unit Root for Independent Panels. (2017). Turuntseva, Marina ; Skrobotov, Anton. In: Working Papers. RePEc:rnp:wpaper:021707.

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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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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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2006BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION.(2006) In: Econometric Theory.
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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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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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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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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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2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
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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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2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
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2012ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION In: Econometric Theory.
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2017ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory.
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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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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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