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

Working Papers

2022

1. Efficient Peer Effects Estimators with Group Effects
   Papers, arXiv.org

2019

2. Study of a Peer Effect with Random Group Effects
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

2016

3. 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)
4. 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

5. 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

6. 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

7. 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

8. 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)
9. 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

10. Semiparametric Causality Tests Using the Policy Propensity Score
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)

2000

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

1999

12. Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
13. 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

1. 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

2. 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

3. 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)
4. Ingmar Prucha’s contributions to economics and econometrics
   Empirical Economics, 2018, 55, (1), 7-16
5. 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

6. 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

7. Kernel-weighted GMM estimators for linear time series models
   Journal of Econometrics, 2012, 170, (2), 399-421 View citations (9)

2011

8. BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
   Econometric Theory, 2011, 27, (6), 1152-1191 View citations (104)
9. 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

10. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 View citations (33)
11. Stationarity and mixing properties of the dynamic Tobit model
    Economics Letters, 2010, 107, (2), 105-111 View citations (9)

2008

12. 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

13. Long difference instrumental variables estimation for dynamic panel models with fixed effects
    Journal of Econometrics, 2007, 140, (2), 574-617 View citations (69)

2005

14. AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
    Econometric Theory, 2005, 21, (1), 85-115 View citations (18)

2004

15. 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)
16. Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
    Econometrics Journal, 2004, 7, (1), 272-306 View citations (176)

2002

17. 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)
18. Discontinuities of weak instrument limiting distributions
    Economics Letters, 2002, 75, (3), 325-331 View citations (40)
19. EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
    Econometric Theory, 2002, 18, (3), 547-583 View citations (18)

2001

20. Optimal instrumental variables estimation for ARMA models
    Journal of Econometrics, 2001, 104, (2), 359-405 View citations (22)
    See also Working Paper (1999)

1994

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