Details about Guido M. Kuersteiner

Access statistics for papers by Guido M. Kuersteiner.

Last updated 2009-07-01. Update your information in the RePEc Author Service.

Short-id: pku116

Working Papers

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)

2005

2. 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
3. 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
   See also Journal Article in Journal of Econometrics (2008)

2004

4. Semiparametric Causality Tests Using the Policy Propensity Score
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2000

5. RMSE Reduction for GMM Estimators of Linear Time Series Models
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1999

6. Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity
   Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
7. 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

2008

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

2007

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

2005

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

2004

4. 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 View citations
5. Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
   Econometrics Journal, 2004, 7, (1), 272-306 View citations

2002

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

2001

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

1994

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