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Details about Guido M. Kuersteiner

E-mail:
Homepage:http://econweb.umd.edu/~kuersteiner/
Workplace:Department of Economics, University of Maryland, (more information at EDIRC)

Access statistics for papers by Guido M. Kuersteiner.

Last updated 2016-11-29. Update your information in the RePEc Author Service.

Short-id: pku116


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Working Papers

2016

  1. Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  2. Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”
    Borradores de Economia, Banco de la Republica de Colombia Downloads

2015

  1. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)

2013

  1. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (21)

2008

  1. Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    See also Journal Article in The Review of Economics and Statistics (2011)

2005

  1. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (17)
  2. Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    See also Journal Article in Journal of Econometrics (2008)

2004

  1. Semiparametric Causality Tests Using the Policy Propensity Score
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

2000

  1. RMSE Reduction for GMM Estimators of Linear Time Series Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (4)

1999

  1. Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
  2. Optimal Instrumental Variables Estimation for ARMA Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article in Journal of Econometrics (2001)

Journal Articles

2013

  1. Limit theory for panel data models with cross sectional dependence and sequential exogeneity
    Journal of Econometrics, 2013, 174, (2), 107-126 Downloads View citations (14)

2012

  1. Kernel-weighted GMM estimators for linear time series models
    Journal of Econometrics, 2012, 170, (2), 399-421 Downloads View citations (4)

2011

  1. BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
    Econometric Theory, 2011, 27, (06), 1152-1191 Downloads View citations (63)
  2. Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
    The Review of Economics and Statistics, 2011, 93, (3), 725-747 Downloads View citations (16)
    See also Working Paper (2008)

2010

  1. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 Downloads View citations (20)
  2. Stationarity and mixing properties of the dynamic Tobit model
    Economics Letters, 2010, 107, (2), 105-111 Downloads View citations (4)

2008

  1. Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
    Journal of Econometrics, 2008, 144, (2), 371-391 Downloads View citations (12)
    See also Working Paper (2005)

2007

  1. Long difference instrumental variables estimation for dynamic panel models with fixed effects
    Journal of Econometrics, 2007, 140, (2), 574-617 Downloads View citations (36)

2005

  1. AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
    Econometric Theory, 2005, 21, (01), 85-115 Downloads View citations (12)

2004

  1. Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
    Economics Letters, 2004, 84, (1), 117-125 Downloads View citations (3)
  2. Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
    Econometrics Journal, 2004, 7, (1), 272-306 Downloads View citations (118)

2002

  1. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large
    Econometrica, 2002, 70, (4), 1639-1657 Downloads View citations (161)
  2. Discontinuities of weak instrument limiting distributions
    Economics Letters, 2002, 75, (3), 325-331 Downloads View citations (30)
  3. EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
    Econometric Theory, 2002, 18, (03), 547-583 Downloads View citations (14)

2001

  1. Optimal instrumental variables estimation for ARMA models
    Journal of Econometrics, 2001, 104, (2), 359-405 Downloads View citations (17)
    See also Working Paper (1999)

1994

  1. Real Business Cycle Models - Some Evidence for Switzerland
    Swiss Journal of Economics and Statistics (SJES), 1994, 130, (I), 21-43 Downloads
 
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