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BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
Guggenberger, Patrik; Sun, Yixiao - In: Econometric theory 22 (2006) 5, pp. 863-912
Persistent link: https://www.econbiz.de/10007292700
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Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-264
Persistent link: https://www.econbiz.de/10006874795
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Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
Guggenberger, Patrik - In: Econometric reviews 29 (2010) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10008349865
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Hybrid and Size-Corrected Subsampling Methods
Andrews, Donaldw K.; Guggenberger, Patrik - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 721-762
Persistent link: https://www.econbiz.de/10008255500
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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10008257717
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 158 (2010) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10008455143
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 406-426
Persistent link: https://www.econbiz.de/10008388024
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INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 331-369
Persistent link: https://www.econbiz.de/10008388027
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On the full dimensionality assumption for the discounted Folk Theorem
Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics letters 99 (2008) 2, pp. 357-360
Persistent link: https://www.econbiz.de/10008398408
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Efficiency properties of labor taxation in a spatial model of restricted labor mobility
Guggenberger, Patrik; Kaul, Ashok; Kolmar, Martin - In: Regional science & urban economics 32 (2002) 4, pp. 447-474
Persistent link: https://www.econbiz.de/10007812263