Patrik Guggenberger

Available identifiers

zbMath Open guggenberger.patrikMaRDI QIDQ290943

List of research outcomes

Publication	Date of Publication	Type
A test for Kronecker product structure covariance matrix	2023-03-03	Paper
Generic results for establishing the asymptotic size of confidence sets and tests	2021-02-09	Paper
Identification‐ and singularity‐robust inference for moment condition models	2020-11-12	Paper
A more powerful subvector Anderson Rubin test in linear instrumental variables regression	2020-01-08	Paper
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS	2017-09-15	Paper
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity	2017-05-12	Paper
GEL statistics under weak identification	2017-05-12	Paper
Applications of subsampling, hybrid, and size-correction methods	2016-08-04	Paper
The impact of a Hausman pretest on the size of a hypothesis test: the panel data case	2016-08-01	Paper
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators	2016-07-18	Paper
Generalized empirical likelihood tests in time series models with potential identification failure	2016-06-03	Paper
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters	2014-03-18	Paper
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models	2013-11-08	Paper
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression	2013-11-08	Paper
A note on the relation between local power and robustness to misspecification	2012-12-18	Paper
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION	2012-04-24	Paper
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST	2010-04-23	Paper
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP	2010-04-23	Paper
Hybrid and Size-Corrected Subsampling Methods	2009-11-13	Paper
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES	2009-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q3608194	2009-02-28	Paper
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator	2008-08-08	Paper
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION	2006-11-14	Paper
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter	2006-06-19	Paper
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION	2006-03-22	Paper
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator	2005-10-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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