Patrik Guggenberger

CFPs

CFP 1570 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Econometric Theory, (October 2017), 33(5): 1046-1080 [See CFDP 1977]
CFP 1453 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Review of Economics and Statistics, (May 2014), 96(2): 376-381 [See CFDP 1812R]
CFP 1365 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," Journal of Econometrics, (August 2012), 169(2): 196-210 [See CFDP 1665R2]
CFP 1307 Donald W. K. Andrews, Patrik Guggenberger, "Applications of Subsampling, Hybrid, and Size-correction Methods," Journal of Econometrics, (October 2010), 158(2): 285-305 [See CFDP 1608]
CFP 1295 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size and a Problem with Subsampling and with the m out of n Bootstrap," Econometric Theory, (April 2010), 26(2): 426-468 [See CFDP 1605R]
CFP 1278 Donald W. K. Andrews, Patrik Guggenberger, "Incorrect Asymptotic Size of Subsampling Procedures Based on Post-consistent Model Selection Estimators," Journal of Econometrics, (September 2009), 152(1): 19-27
CFP 1268 Donald W. K. Andrews, Patrik Guggenberger, "Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities," Econometric Theory, (June 2009), 25(3): 669-709 [See CFDP 1620]
CFP 1220 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for Stationary Very Nearly Unit Root Processes," Journal of Time Series Analysis, (January 2008), 29(1): 203-210 [See CFDP 1607]
CFP 1051 Donald W. K. Andrews, Patrik Guggenberger, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Econometrica, (March 2003), 71(2): 675-712

CFDPs