Patrik Guggenberger : Citation Profile

Pennsylvania State University

17

H index

23

i10 index

1019

Citations

RESEARCH PRODUCTION:

28

Articles

25

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 59
   Journals where Patrik Guggenberger has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 20 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu640
   Updated: 2025-12-20    RAS profile: 2025-05-16    
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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 (70)

Wang, Wenjie (40)

Andrews, Donald (36)

shi, xiaoxia (30)

McCloskey, Adam (26)

Canay, Ivan (22)

Lee, Seojeong (20)

Stoye, Jörg (18)

Armstrong, Timothy (16)

Molinari, Francesca (15)

Moreira, Marcelo (15)

Cites to:

Andrews, Donald (53)

Moreira, Marcelo (26)

Newey, Whitney (23)

Smith, Richard (20)

Stock, James (16)

Kleibergen, Frank (15)

Dufour, Jean-Marie (15)

Phillips, Peter (13)

Imbens, Guido (13)

Hansen, Lars (11)

Leeb, Hannes (9)

Main data

Where Patrik Guggenberger has published?

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

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 (2025 and 2024)

YearTitle of citing document
2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2024). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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2025A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915.

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2025Difference-in-Differences with Compositional Changes. (2025). Sant'Anna, Pedro ; Xu, QI. In: Papers. RePEc:arx:papers:2304.13925.

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2025Simple Estimation of Semiparametric Models with Measurement Errors. (2025). Evdokimov, Kirill S ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2306.14311.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2024). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Bridging Methodologies: Angrist and Imbens Contributions to Causal Identification. (2024). Guyonvarch, Yannick ; Girard, Lucas. In: Papers. RePEc:arx:papers:2402.13023.

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2025Inference for Interval-Identified Parameters Selected from an Estimated Set. (2025). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

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2024Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets. (2024). Buhlmann, Peter ; Londschien, Malte. In: Papers. RePEc:arx:papers:2407.15256.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2025Bridging Root-$n$ and Non-standard Asymptotics: Adaptive Inference in M-Estimation. (2025). Kuchibhotla, Arun Kumar ; Takatsu, Kenta. In: Papers. RePEc:arx:papers:2501.07772.

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2025On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units. (2025). Ferman, Bruno ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2506.14998.

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2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

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2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

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2025Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls. (2025). Fry, Joseph. In: Papers. RePEc:arx:papers:2507.00307.

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2025Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems. (2025). McCloskey, Adam ; Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus S. In: Papers. RePEc:arx:papers:2507.19603.

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2025A statisticians guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python. (2025). Londschien, Malte. In: Papers. RePEc:arx:papers:2508.12474.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators. (2025). Fava, Bruno. In: Papers. RePEc:arx:papers:2511.04957.

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2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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2025Simple estimation of semiparametric models with measurement errors. (2025). Zeleneev, Andrei ; Evdokimov, Kirill. In: CeMMAP working papers. RePEc:azt:cemmap:02/25.

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2024Simple estimation of semiparametric models with measurement errors. (2024). Evdokimov, Kirill ; Zeleneev, Andrei. In: CeMMAP working papers. RePEc:azt:cemmap:05/24.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2025A Frisch-Waugh-Lovell theorem for empirical likelihood. (2025). Song, Yichun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000842.

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2024Measuring sex-selective abortion: How many women abort?. (2024). Ketz, Philipp ; Gille, Vronique ; Dimri, Aditi. In: Journal of Development Economics. RePEc:eee:deveco:v:171:y:2024:i:c:s0304387824000919.

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2024Local linearization based subvector inference in moment inequality models. (2024). Bei, Xinyue. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002658.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Instrumental variable estimation with first-stage heterogeneity. (2024). Abadie, Alberto ; Shen, Shu ; Gu, Jiaying. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000702.

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2024Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733.

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2024Modeling long cycles. (2024). Marmer, Vadim ; Kang, Da Natasha. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624000976.

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2024A simple specification test for models with many conditional moment inequalities. (2024). Marcoux, Mathieu ; Wan, Yuanyuan ; Russell, Thomas M. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001349.

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2024Some children left behind: Variation in the effects of an educational intervention. (2024). Thornton, Rebecca ; Smith, Jeffrey ; Munoz-Morales, Juan ; Kerwin, Jason ; Buhl-Wiggers, Julie ; Muoz-Morales, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s0304407622000355.

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2024A method of moments approach to asymptotically unbiased Synthetic Controls. (2024). Fry, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400191x.

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2025Uniform inference for cointegrated vector autoregressive processes. (2025). Holberg, Christian ; Ditlevsen, Susanne. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002951.

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2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

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2025Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. (2025). Doko Tchatoka, Firmin ; Dufour, Jean-Marie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001660.

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2025Identifying the volatility risk price through the leverage effect. (2025). Renault, Eric ; Sangrey, Paul ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400294x.

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2024Firms organisation capital: Do peers matter?. (2024). Cheung, Adrian (Wai-Kong) ; Khoo, Joye. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005519.

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2024A jackknife Lagrange multiplier test with many weak instruments. (2024). Matsushita, Yukitoshi ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116392.

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2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

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2024Measuring sex-selective abortion: How many women abort?. (2024). Gille, Veronique ; Ketz, Philipp ; Dimri, Aditi. In: Post-Print. RePEc:hal:journl:hal-04671748.

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2024Measuring sex-selective abortion: How many women abort?. (2024). Dimri, Aditi ; Ketz, Philipp ; Gille, Vronique. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-04671748.

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2024Short and Simple Confidence Intervals When the Directions of Some Effects Are Known. (2024). McCloskey, Adam ; Ketz, Philipp. In: PSE Working Papers. RePEc:hal:psewpa:hal-03388199.

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2025Computing Generalized Method of Moments and Generalized Empirical Likelihood with R. (2010). Chausse, Pierre. In: Journal of Statistical Software. RePEc:jss:jstsof:34:i11.

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2025CEO power and firm risk at the onset of the 2007 financial crisis and the COVID-19 health crisis: international evidence. (2025). Aldawsari, Hamad ; Choudhry, Taufiq ; Luo, DI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01347-4.

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2024Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Cheng, XU ; Sangrey, Paul ; Renault, Eric. In: PIER Working Paper Archive. RePEc:pen:papers:24-013.

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2024Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060.

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2025Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017.

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2025Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3.

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2025Limit theory for an AR(1) model with intercept and a possible infinite variance. (2025). Liu, Qing ; Xia, Chiyu. In: Indian Journal of Pure and Applied Mathematics. RePEc:spr:indpam:v:56:y:2025:i:2:d:10.1007_s13226-023-00506-y.

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2024Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador. (2024). Wall, Alan ; Centorrino, Samuele ; Perezurdiales, Maria ; Bravoureta, Boris. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:365-382.

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2024Discordant relaxations of misspecified models. (2024). Kedagni, Desire ; Kdagni, Dsir ; Li, Lixiong ; Mourifi, Ismal. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:2:p:331-379.

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2025Inference in a stationary/nonstationary autoregressive time‐varying‐parameter model. (2025). Li, Ming. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:823-858.

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Works by Patrik Guggenberger:

YearTitleTypeCited
2008Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2007Asymptotics for Stationary Very Nearly Unit Root Processes.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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.
[Full Text][Citation analysis]		paper10
2006BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION.(2006) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 In: UCLA Economics Online Papers.
[Full Text][Citation analysis]		paper0
Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 In: UCLA Economics Online Papers.
[Full Text][Citation analysis]		paper0
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 In: UCLA Economics Online Papers.
[Full Text][Citation analysis]		paper0
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 In: UCLA Economics Online Papers.
[Full Text][Citation analysis]		paper0
2005GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION In: Econometric Theory.
[Full Text][Citation analysis]		article80
2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
[Full Text][Citation analysis]		article157
2007Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 157		paper
2010THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST In: Econometric Theory.
[Full Text][Citation analysis]		article60
2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article78
2012ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION In: Econometric Theory.
[Full Text][Citation analysis]		article54
2017ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article17
2014Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2000A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper108
2003A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 108		article
2007The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
2007The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2007Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper20
2010Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2008The Impact of a Hausman Pretest on the Size of Hypothesis Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
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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This paper has nother version. Agregated cites: 6		paper
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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This paper has nother version. Agregated cites: 6		article
2011A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
2012A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 12		paper
2014A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 12		article
2011Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper65
2015Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper28
2005Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator In: Economics Bulletin.
[Full Text][Citation analysis]		article9
2009Hybrid and Size-Corrected Subsampling Methods In: Econometrica.
[Full Text][Citation analysis]		article53
2012Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models In: Econometrica.
[Full Text][Citation analysis]		article19
2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
[Full Text][Citation analysis]		article51
2012A note on the relation between local power and robustness to misspecification In: Economics Letters.
[Full Text][Citation analysis]		article0
2012A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters In: Economics Letters.
[Full Text][Citation analysis]		article5
2008Specification testing under moment inequalities In: Economics Letters.
[Full Text][Citation analysis]		article22
2008Generalized empirical likelihood tests in time series models with potential identification failure In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2009Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2010The impact of a Hausman pretest on the size of a hypothesis test: The panel data case In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
2012GEL statistics under weak identification In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2002Efficiency properties of labor taxation in a spatial model of restricted labor mobility In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article2
2001Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility.(2001) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2005Finite Sample Properties of the Two-Step Empirical Likelihood Estimator In: Econometric Reviews.
[Full Text][Citation analysis]		article12
2008Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator In: Econometric Reviews.
[Full Text][Citation analysis]		article33
2010Book Review: Identification and Inference for Econometric Models In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2012On the size distortion of tests after an overidentifying restrictions pretest In: Journal of Applied Econometrics.
[Citation analysis]		article19

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