Patrik Guggenberger

    • 559 Citations
    • 13 h-Index
    20022019
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    Subsampling Mathematics
    Statistic Mathematics
    Statistics Mathematics
    Conditional Heteroskedasticity Mathematics
    Estimator Business & Economics
    Autoregressive Model Mathematics
    Pre-test Mathematics
    Generalized Least Squares Mathematics

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    Research Output 2002 2019

    • 559 Citations
    • 13 h-Index
    • 27 Article
    • 1 Comment/debate
    2 Citations (Scopus)

    A more powerful subvector Anderson Rubin test in linear instrumental variables regression

    Guggenberger, P., Kleibergen, F. & Mavroeidis, S., May 1 2019, In : Quantitative Economics. 10, 2, p. 487-526 40 p.

    Research output: Contribution to journalArticle

    Open Access
    Instrumental variables regression
    Critical value
    Development economics
    Weak instruments
    Instrumental variables
    5 Citations (Scopus)

    Asymptotic size of kleibergen's LM and conditional LR tests for moment condition models

    Andrews, D. W. K. & Guggenberger, P., Oct 1 2017, In : Econometric Theory. 33, 5, p. 1046-1080 35 p.

    Research output: Contribution to journalArticle

    multiplier
    weighting
    statistics
    econometrics
    conditioning
    6 Citations (Scopus)

    A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter

    Andrews, D. W. K. & Guggenberger, P., Jan 1 2014, In : Review of Economics and Statistics. 96, 2, p. 376-381 6 p.

    Research output: Contribution to journalComment/debate

    confidence
    coverage
    Conditional heteroskedasticity
    Confidence interval
    innovation
    1 Citation (Scopus)
    Optimality
    Inconsistency
    Instrumental variables
    1 Citation (Scopus)

    A note on the relation between local power and robustness to misspecification

    Guggenberger, P., Aug 1 2012, In : Economics Letters. 116, 2, p. 133-135 3 p.

    Research output: Contribution to journalArticle

    Misspecification
    Robustness
    Local power
    Model misspecification
    Size distortion