Daniel Gutknecht

Goethe University Frankfurt

Associate Professor

Frankfurt am Main, 60629

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

1,235

TOTAL CITATIONS

7

Scholarly Papers (10)

1.

Out-of-Sample Tests for Conditional Quantile Coverage - An Application to Growth-at-Risk

Journal of Econometrics, Forthcoming
Number of pages: 42 Posted: 31 Aug 2020 Last Revised: 12 Jul 2023
Valentina Corradi, Jack Fosten and Daniel Gutknecht
University of Surrey - School of Economics, King’s College London - King's Business School and Goethe University Frankfurt
Downloads 416 (153,109)
Citation 5

Abstract:

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Interval Prediction, Quantile Regression, Multiple Hypothesis Testing, Weak Moment Inequalities, Wild Bootstrap, Growth-at-Risk.

2.

Predictive Ability Tests with Possibly Overlapping Models

Number of pages: 42 Posted: 06 Mar 2023 Last Revised: 20 Feb 2024
Valentina Corradi, Jack Fosten and Daniel Gutknecht
University of Surrey - School of Economics, King’s College London - King's Business School and Goethe University Frankfurt
Downloads 208 (316,158)
Citation 1

Abstract:

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degeneracy, uniform inference, block bootstrap, out-of-sample evaluation, excess bond returns

3.

Intercept Estimation in Nonlinear Sample Selection Models

Number of pages: 47 Posted: 25 Oct 2018 Last Revised: 15 Jun 2022
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 179 (363,004)

Abstract:

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Irregular Identification, Selection Bias, Local Polynomial, Trimming, Count Data.

4.

Model Confidence Sets for Nowcast Procedures

Number of pages: 27 Posted: 25 Oct 2018
Jack Fosten and Daniel Gutknecht
King’s College London - King's Business School and Goethe University Frankfurt
Downloads 158 (404,860)

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Nowcasting, Multiple Model Comparison, Model Confidence Set, Bootstrap

5.

Testing Nowcast Monotonicity with Estimated Factors

Number of pages: 32 Posted: 31 Jul 2016 Last Revised: 30 Mar 2018
Jack Fosten and Daniel Gutknecht
King’s College London - King's Business School and Goethe University Frankfurt
Downloads 111 (535,908)
Citation 1

Abstract:

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Nowcasting, Factor Models, Moment Inequalities, Bootstrap

6.

Distribution Regression for Partially Observed Discrete, Ordered Outcomes - The Case of Adolescent Substance Abuse

Number of pages: 30 Posted: 27 Jul 2024 Last Revised: 06 May 2025
Daniel Gutknecht, Cenchen Liu and Jan-Lukas Wermuth
Goethe University Frankfurt, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 90 (618,795)

Abstract:

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Counterfactual Analysis, Uniform Confidence Sets, Illicit Substances, Semiparametric Estimation

7.

Modelling Heaped Duration Data: An Application to Neonatal Mortality

IZA Discussion Paper No. 8493
Number of pages: 38 Posted: 04 Oct 2014 Last Revised: 18 Nov 2021
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 47 (873,401)

Abstract:

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measurement error, heaping, discrete time duration model, neonatal mortality, parameters on the boundary

8.

Intercept Estimation in Nonlinear Selection Models

IZA Discussion Paper No. 14364
Number of pages: 41 Posted: 22 May 2021 Last Revised: 18 Nov 2021
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 26 (1,085,787)

Abstract:

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irregular identification, selection bias, local polynomial, trimming, count data

9.

Heap: A Command for Estimating Discrete Outcome Variable Models in the Presence of Heaping at Known Points

Posted: 31 Aug 2018
University of Warwick - Department of Economics, University of Surrey - School of Economics, Goethe University Frankfurt and Jinan University - Institute for Economic and Social Research

Abstract:

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st0001, heap, heapmph, heapop, Discrete Time Duration Model, Heaping, Measurement Error, Ordered Probability Model

10.

Testing for Monotonicity under Endogeneity - An Application to the Reservation Wage Function

Posted: 18 Oct 2013 Last Revised: 25 Nov 2016
Daniel Gutknecht
Goethe University Frankfurt

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Control Function, Endogeneity, Reservation Wages, Test for Monotonicity