Patrik Guggenberger

CFDPs

CFDP 1978R2 Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (March 2011, revised April 2019updated January 2015) [52pp, Abstract] [Supplemental material, 160 pp], (See: CFDP 1978), (See: CFDP 1978R) (See: CFP1663)
CFDP 1978R Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (January 2015, revised October 2018) [45pp, Abstract] [Supplemental material, 159 pp], (See: CFDP 1978), (See: CFDP 1978R2)
CFDP 1978 Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (March 2011updated January 2015) [59pp, Abstract] [Supplemental material, 94 pp], (See: CFDP 1978R), (See: CFDP 1978R2)
CFDP 1977 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," (December 2014) [57pp, Abstract] [Supplemental material, 57 pp]
CFDP 1813 Donald W. K. Andrews, Xu Cheng, Patrik Guggenberger, "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," (August 2011) [47pp, Abstract]
CFDP 1812R Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," (August 2011, revised December 2012) [39pp, Abstract] (See: 1453)
CFDP 1812 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," (August 2011) [33pp, Abstract]
CFDP 1665R2 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," (June 2008, revised February 2012) [55pp, Abstract] (See: 1365)
CFDP 1665R Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008, revised March 2010) [53pp, Abstract]
CFDP 1665 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008) [46pp, Abstract]

CFPs

CFP 1663 Donald W. K. Andrews, Patrik Guggenberger, "Identification‐ and Singularity‐robust Inference for Moment Condition Models," Quantitative Economics, (November 2019), 10(4): 1659-1701 (See CFDP 1978R2)
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