Details about Guido M. Kuersteiner
Access statistics for papers by Guido M. Kuersteiner.
Last updated 2021-06-30. Update your information in the RePEc Author Service.
Short-id: pku116
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Working Papers
2022
- Efficient Peer Effects Estimators with Group Effects
Papers, arXiv.org
2019
- Study of a Peer Effect with Random Group Effects
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2016
- Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy
Borradores de Economia, Banco de la Republica de Colombia View citations (16)
See also Journal Article in Journal of International Economics (2018)
- 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 View citations (3)
2015
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
CESifo Working Paper Series, CESifo View citations (6)
See also Journal Article in Econometrica (2020)
2013
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
Working Paper Series, Federal Reserve Bank of San Francisco View citations (34)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (35)
See also Journal Article in Journal of Business & Economic Statistics (2018)
2008
- Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
See also Journal Article in The Review of Economics and Statistics (2011)
2005
- 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 (19)
- 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 (2)
See also Journal Article in Journal of Econometrics (2008)
2004
- Semiparametric Causality Tests Using the Policy Propensity Score
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
2000
- RMSE Reduction for GMM Estimators of Linear Time Series Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (5)
1999
- Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
- 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
2020
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
Econometrica, 2020, 88, (5), 2109-2146 View citations (4)
See also Working Paper (2015)
2019
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
Journal of Econometrics, 2019, 211, (1), 243-261 View citations (1)
2018
- Effective sterilized foreign exchange intervention? Evidence from a rule-based policy
Journal of International Economics, 2018, 113, (C), 118-138 View citations (35)
See also Working Paper (2016)
- Ingmar Prucha’s contributions to economics and econometrics
Empirical Economics, 2018, 55, (1), 7-16
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
Journal of Business & Economic Statistics, 2018, 36, (3), 371-387 View citations (50)
See also Working Paper (2013)
2013
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Journal of Econometrics, 2013, 174, (2), 107-126 View citations (28)
2012
- Kernel-weighted GMM estimators for linear time series models
Journal of Econometrics, 2012, 170, (2), 399-421 View citations (9)
2011
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Econometric Theory, 2011, 27, (6), 1152-1191 View citations (104)
- 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 View citations (54)
See also Working Paper (2008)
2010
- Constructing Optimal Instruments by First-Stage Prediction Averaging
Econometrica, 2010, 78, (2), 697-718 View citations (33)
- Stationarity and mixing properties of the dynamic Tobit model
Economics Letters, 2010, 107, (2), 105-111 View citations (9)
2008
- Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
Journal of Econometrics, 2008, 144, (2), 371-391 View citations (21)
See also Working Paper (2005)
2007
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
Journal of Econometrics, 2007, 140, (2), 574-617 View citations (69)
2005
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
Econometric Theory, 2005, 21, (1), 85-115 View citations (18)
2004
- 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 (4)
- Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
Econometrics Journal, 2004, 7, (1), 272-306 View citations (176)
2002
- 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 (299)
- Discontinuities of weak instrument limiting distributions
Economics Letters, 2002, 75, (3), 325-331 View citations (40)
- EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
Econometric Theory, 2002, 18, (3), 547-583 View citations (18)
2001
- Optimal instrumental variables estimation for ARMA models
Journal of Econometrics, 2001, 104, (2), 359-405 View citations (22)
See also Working Paper (1999)
1994
- Real Business Cycle Models - Some Evidence for Switzerland
Swiss Journal of Economics and Statistics (SJES), 1994, 130, (I), 21-43
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