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Patrik Guggenberger

Global rank #3366 96%

Institution: Pennsylvania State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://patrikguggenberger.wordpress.com/

First Publication: 2002

Most Recent: 2017

RePEc ID: pgu640 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.01 0.00 1.01
All Time 0.00 7.71 10.72 0.00 28.49

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 23.22

Publications (19)

Year Article Journal Tier Authors
2017 ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS Econometric Theory B 2
2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter Review of Economics and Statistics A 2
2012 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity Journal of Econometrics A 2
2012 ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION Econometric Theory B 1
2012 A note on the relation between local power and robustness to misspecification Economics Letters C 1
2012 A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters Economics Letters C 1
2012 GEL statistics under weak identification Journal of Econometrics A 3
2012 On the size distortion of tests after an overidentifying restrictions pretest Journal of Applied Econometrics B 2
2010 ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP Econometric Theory B 2
2010 Applications of subsampling, hybrid, and size-correction methods Journal of Econometrics A 2
2010 THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST Econometric Theory B 1
2010 The impact of a Hausman pretest on the size of a hypothesis test: The panel data case Journal of Econometrics A 1
2009 VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES Econometric Theory B 2
2009 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators Journal of Econometrics A 2
2008 Specification testing under moment inequalities Economics Letters C 3
2008 Generalized empirical likelihood tests in time series models with potential identification failure Journal of Econometrics A 2
2006 BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION Econometric Theory B 2
2005 GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION Econometric Theory B 2
2002 Efficiency properties of labor taxation in a spatial model of restricted labor mobility Regional Science and Urban Economics B 3