| Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities DWK Andrews, P Guggenberger Econometric Theory 25 (3), 669-709, 2009 | 241 | 2009 |
| A bias–reduced log–periodogram regression estimator for the long–memory parameter DWK Andrews, P Guggenberger Econometrica 71 (2), 675-712, 2003 | 226 | 2003 |
| Asymptotic size and a problem with subsampling and with the m out of n bootstrap DWK Andrews, P Guggenberger Econometric Theory 26 (2), 426-468, 2010 | 163 | 2010 |
| Generalized empirical likelihood estimators and tests under partial, weak, and strong identification P Guggenberger, RJ Smith Econometric Theory 21 (4), 667-709, 2005 | 148 | 2005 |
| Hybrid and size‐corrected subsampling methods DWK Andrews, P Guggenberger Econometrica 77 (3), 721-762, 2009 | 135 | 2009 |
| On the asymptotic sizes of subset Anderson–Rubin and Lagrange multiplier tests in linear instrumental variables regression P Guggenberger, F Kleibergen, S Mavroeidis, L Chen Econometrica 80 (6), 2649-2666, 2012 | 76 | 2012 |
| The impact of a Hausman pretest on the asymptotic size of a hypothesis test P Guggenberger Econometric Theory 26 (2), 369-382, 2010 | 73 | 2010 |
| Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator P Guggenberger Econometric Reviews 27 (4-6), 526-541, 2008 | 72 | 2008 |
| Generalized empirical likelihood tests in time series models with potential identification failure P Guggenberger, RJ Smith Journal of Econometrics 142 (1), 134-161, 2008 | 68 | 2008 |
| Applications of subsampling, hybrid, and size-correction methods DWK Andrews, P Guggenberger Journal of Econometrics 158 (2), 285-305, 2010 | 60 | 2010 |
| Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators DWK Andrews, P Guggenberger Journal of Econometrics 152 (1), 19-27, 2009 | 43 | 2009 |
| Specification testing under moment inequalities P Guggenberger, J Hahn, K Kim Economics Letters 99 (2), 375-378, 2008 | 39 | 2008 |
| A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter DWK Andrews, P Guggenberger Review of Economics and Statistics 96 (2), 376-381, 2014 | 32 | 2014 |
| Asymptotics for stationary very nearly unit root processes DWK Andrews, P Guggenberger Journal of Time Series Analysis 29 (1), 203-212, 2008 | 30 | 2008 |
| Distortions of asymptotic confidence size in locally misspecified moment inequality models FA Bugni, IA Canay, P Guggenberger Econometrica 80 (4), 1741-1768, 2012 | 27 | 2012 |
| Finite sample properties of the two-step empirical likelihood estimator P Guggenberger, J Hahn Econometric Reviews 24 (3), 247-263, 2005 | 23 | 2005 |
| GEL statistics under weak identification P Guggenberger, JJS Ramalho, RJ Smith Journal of Econometrics 170 (2), 331-349, 2012 | 21 | 2012 |
| On the size distortion of tests after an overidentifying restrictions pretest P Guggenberger, G Kumar Journal of Applied Econometrics 27 (7), 1138-1160, 2012 | 20 | 2012 |
| Asymptotics for LS, GLS, and feasible GLS statistics in an AR (1) model with conditional heteroskedasticity DWK Andrews, P Guggenberger Journal of Econometrics 169 (2), 196-210, 2012 | 17 | 2012 |
| Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation P Guggenberger, Y Sun Econometric Theory 22 (5), 863-912, 2006 | 15 | 2006 |
