.
Guggenberger, Patrik's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 759
Total Citations 78
1.
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
114(122,943)
4
Asymptotically similar, Asymptotic size, Autoregressive model, Confidence interval, Nonlinear regression, Test, Weak instruments
2.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
85(150,598)
6
Asymptotic size, b < n bootstrap, Finite-sample size, Over-rejection, Size correction, Subsample confidence interval, Subsample test
3.
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Kaul, Ashok Saarland University
Kolmar, Martin University of Saint Gallen - Institute of Economy and the Environment (IWOe-HSG)
83(152,871)
Restricted Labor Mobility, Efficient Allocation of Labor, Labor Taxation
4.
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Apr 10
Last Revised:
17 Feb 12
69(170,788)
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
29
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
40
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
5.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
69(170,788)
21
Asymptotic size, Autoregressive model, b < n bootstrap, Finite-sample size, Hybrid test, Model selection, Over-rejection, Parameter near boundary, Size correction, Subsample confidence interval, Subsample test
6.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
59(185,412)
16
Asymptotic size, Finite-sample size, Hybrid test, Instrumental variable, Over-rejection, Parameter near boundary, Size correction, Subsampling confidence interval, Subsampling test, Weak instrument
7.
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
57(188,656)
4
Asymptotic size, Exogeneity, Hausman specification test, Pretest, Size distortion
8.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
56(190,220)
5
Asymptotics, Least squares, Nearly nonstationary, Stationary initial condition, Unit root
9.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
52(197,047)
14
Asymptotic size, Confidence set, Exact size, m out of n bootstrap, Subsampling, Moment inequalities
10.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
44(211,811)
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
11.
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Aug 11
Last Revised:
15 Dec 12
42(215,829)
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
13
asymptotically similar, asymptotic size, autoregressive model, conditional heteroskedasticity, confidence interval, hybrid test, subsampling test, unit root
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Aug 11
Last Revised:
05 Aug 11
29
Asymptotically similar, Asymptotic size, Autoregressive model, Conditional heteroskedasticity, Confidence interval, Hybrid test, Subsampling test, Unit root
12.
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
15(293,048)
3
Adaptive estimation, asymptotic bias, asymptotic normality, bias reduction, frequency domain, long-range dependence, rate of convergence, strongly dependent time series
13.
Andrews, Donald W. K. affiliation not provided to SSRN
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
14(296,700)
5
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
0.391 seconds
