Patrik Guggenberger
Assistant Professor
Featured Papers
The Limit of Exact Size and a Problem with Subsampling and with the m Out of n Bootstrap
Hybrid and Size-Corrected Subsample Methods
Contact Information
| Office: | Bunche Hall 8385 |
| Office Phone: | (310) 825-0849 |
| Fax: | (310) 825-9528 |
| Email: |
Fields
Econometrics.
Research
Most of my recent work has been on developing testing procedures whose asymptotic size equals the nominal size of the test. Conditional on this property, an additional goal is to develop tests with favorable, possibly optimal, power properties. Applications include inference in autoregressive models, inference under moment inequalities, inference under boundary restrictions and size distortions caused by pretests.
