← All authors Patrik Guggenberger Pennsylvania State University (from arXiv:2601.03428, 2026) · OpenAlex
35 papers in scope · 33 published · 4 on the econ.EM arXiv · 1,183 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Frank Kleibergen Jesse Hoekstra Sophocles Mavroeidis Chen Qiu Andres Fernandez Jörg Stoye José Luis Montiel Olea Frank Windmeijer Lezhi Tan Peter Bühlmann Malte Londschien Ekaterina Zubova Jan Scherer José Blanchet Òscar Jordà Philipp Ketz Wenjie Wang Neil Christy Cheaheon Lim James A. Duffy Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 35)
THE ECONOMETRIC THEORY AWARDS 2026
published 2026 · Econometric Theory
with Liangjun Su, Yixiao Sun
working paper 2026 · arXiv
EDITORIAL: A NEW CHAPTER FOR ECONOMETRIC THEORY
published 2025 · Econometric Theory
working paper 2025 · arXiv
A NOTE ON MINIMAX REGRET RULES WITH MULTIPLE TREATMENTS IN FINITE SAMPLES
published 2025 · Econometric Theory · 1 citations
with Haoning Chen
published 2023 · Econometric Theory · 2 citations · first circulated 2021
published 2021 · Journal of Econometrics · 3 citations
Generic results for establishing the asymptotic size of confidence sets and tests
published 2020 · Journal of Econometrics · 59 citations · first circulated 2011
A more powerful subvector Anderson Rubin test in linear instrumental variables regression
published 2019 · Quantitative Economics · 24 citations
Identification‐ and singularity‐robust inference for moment condition models
published 2019 · Quantitative Economics · 19 citations · first circulated 2015
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS
published 2016 · Econometric Theory · 24 citations · first circulated 2014
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
published 2013 · The Review of Economics and Statistics · 25 citations · first circulated 2011
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
published 2012 · Economics Letters · 7 citations
GEL statistics under weak identification
published 2012 · Journal of Econometrics · 25 citations
A note on the relation between local power and robustness to misspecification
published 2012 · Economics Letters · 4 citations
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
published 2012 · Journal of Econometrics · 21 citations · first circulated 2008
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
published 2012 · Econometrica · 24 citations
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
published 2012 · Econometrica · 67 citations
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
published 2011 · Econometric Theory · 87 citations
On the size distortion of tests after an overidentifying restrictions pretest
published 2011 · Journal of Applied Econometrics · 26 citations
with Gitanjali Kumar
Applications of subsampling, hybrid, and size-correction methods
published 2010 · Journal of Econometrics · 13 citations
The impact of a Hausman pretest on the size of a hypothesis test: The panel data case
published 2009 · Journal of Econometrics · 79 citations · first circulated 2008
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
published 2009 · Econometric Theory · 149 citations
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
published 2009 · Journal of Econometrics · 36 citations
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
published 2009 · Econometric Theory · 35 citations
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
published 2008 · Econometric Reviews · 39 citations · first circulated 2006
Specification testing under moment inequalities
published 2007 · Economics Letters · 38 citations
Asymptotics for stationary very nearly unit root processes
published 2007 · Journal of Time Series Analysis · 7 citations
Generalized empirical likelihood tests in time series models with potential identification failure
published 2007 · Journal of Econometrics · 57 citations · first circulated 2005
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
published 2006 · Econometric Theory · 2 citations · first circulated 2004
Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator
published 2005 · Economics bulletin · 11 citations
no link
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
published 2005 · Econometric Theory · 121 citations · first circulated 2002
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
published 2005 · Econometric Reviews · 17 citations
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
published 2003 · Econometrica · 159 citations · first circulated 2000
Efficiency properties of labor taxation in a spatial model of restricted labor mobility
published 2002 · Regional Science and Urban Economics · 2 citations · first circulated 2001
with Ashok Kaul, Martin Kolmar
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