Guido M. Kuersteiner
Names
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Guido |
| middle: |
M. |
| last: |
Kuersteiner |
Identifer
Contact
Affiliations
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University of Maryland
/ Department of Economics
Research profile
author of:
- Efficient Peer Effects Estimators with Group Effects (RePEc:arx:papers:2105.04330)
by Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng - Efficient Bias Correction for Cross-section and Panel Data (RePEc:arx:papers:2207.09943)
by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey - Inference for Local Projections (RePEc:arx:papers:2306.03073)
by Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner - Overidentification in Shift-Share Designs (RePEc:arx:papers:2404.17049)
by Jinyong Hahn & Guido Kuersteiner & Andres Santos & Wavid Willigrod - Differential Test Performance and Peer Effects (RePEc:arx:papers:2406.05283)
by Guido Kuersteiner & Ingmar Prucha & Ying Zeng - Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy (RePEc:bdr:borrec:964)
by Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas - Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” (RePEc:bdr:borrec:965)
by Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas - Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests (RePEc:bos:wpaper:wp2005-010)
by Jerry Hausman & Guido Kuersteiner - Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects (RePEc:bos:wpaper:wp2005-024)
by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner - Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (RePEc:ces:ceswps:_5445)
by Guido M. Kuersteiner & Ingmar R. Prucha - Significance Bands for Local Projections (RePEc:cpr:ceprdp:18271)
by Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido - Inference for Local Projections (RePEc:cpr:ceprdp:19379)
by Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido - Efficient Iv Estimation For Autoregressive Models With Conditional Heteroskedasticity (RePEc:cup:etheor:v:18:y:2002:i:03:p:547-583_18)
by Kuersteiner, Guido M. - Automatic Inference For Infinite Order Vector Autoregressions (RePEc:cup:etheor:v:21:y:2005:i:01:p:85-115_05)
by Kuersteiner, Guido M. - Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects (RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00)
by Hahn, Jinyong & Kuersteiner, Guido - Guest Editors’ Introduction Part One: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C. B. Phillips (RePEc:cup:etheor:v:38:y:2022:i:5:p:841-844_1)
by Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G. - Joint Time-Series And Cross-Section Limit Theory Under Mixingale Assumptions (RePEc:cup:etheor:v:38:y:2022:i:5:p:942-958_5)
by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio - Guest Editors’ Introduction Part Two: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C.B. Phillips (RePEc:cup:etheor:v:38:y:2022:i:6:p:1069-1072_1)
by Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G. - Central Limit Theory For Combined Cross Section And Time Series With An Application To Aggregate Productivity Shocks (RePEc:cup:etheor:v:40:y:2024:i:1:p:162-212_5)
by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio - Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large (RePEc:ecm:emetrp:v:70:y:2002:i:4:p:1639-1657)
by Jinyong Hahn & Guido Kuersteiner - Constructing Optimal Instruments by First-Stage Prediction Averaging (RePEc:ecm:emetrp:v:78:y:2010:i:2:p:697-718)
by Guido Kuersteiner & Ryo Okui - RMSE Reduction for GMM Estimators of Linear Time Series Models (RePEc:ecm:wc2000:0892)
by Guido Kuersteiner - Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306)
by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner - Stationarity and mixing properties of the dynamic Tobit model (RePEc:eee:ecolet:v:107:y:2010:i:2:p:105-111)
by Hahn, Jinyong & Kuersteiner, Guido - Discontinuities of weak instrument limiting distributions (RePEc:eee:ecolet:v:75:y:2002:i:3:p:325-331)
by Hahn, Jinyong & Kuersteiner, Guido - Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (RePEc:eee:ecolet:v:84:y:2004:i:1:p:117-125)
by Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon - Optimal instrumental variables estimation for ARMA models (RePEc:eee:econom:v:104:y:2001:i:2:p:359-405)
by Kuersteiner, Guido M. - Long difference instrumental variables estimation for dynamic panel models with fixed effects (RePEc:eee:econom:v:140:y:2007:i:2:p:574-617)
by Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido - Difference in difference meets generalized least squares: Higher order properties of hypotheses tests (RePEc:eee:econom:v:144:y:2008:i:2:p:371-391)
by Hausman, Jerry & Kuersteiner, Guido - Kernel-weighted GMM estimators for linear time series models (RePEc:eee:econom:v:170:y:2012:i:2:p:399-421)
by Kuersteiner, Guido M. - Limit theory for panel data models with cross sectional dependence and sequential exogeneity (RePEc:eee:econom:v:174:y:2013:i:2:p:107-126)
by Kuersteiner, Guido M. & Prucha, Ingmar R. - Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (RePEc:eee:econom:v:211:y:2019:i:1:p:243-261)
by Kuersteiner, Guido M. - Efficient peer effects estimators with group effects (RePEc:eee:econom:v:235:y:2023:i:2:p:2155-2194)
by Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying - Effective sterilized foreign exchange intervention? Evidence from a rule-based policy (RePEc:eee:inecon:v:113:y:2018:i:c:p:118-138)
by Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio - Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited (RePEc:fip:fedfwp:2013-24)
by Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner - Significance Bands for Local Projections (RePEc:fip:fedfwp:96372)
by Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner - Inference for Local Projections (RePEc:fip:fedfwp:98697)
by Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner - Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score (RePEc:iza:izadps:dp3606)
by Angrist, Joshua & Kuersteiner, Guido M. - Optimal Instrumental Variables Estimation for ARMA Models (RePEc:mit:worpap:99-07)
by Guido M. Kuersteiner - Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity (RePEc:mit:worpap:99-08)
by Guido M. Kuersteiner - Semiparametric Causality Tests Using the Policy Propensity Score (RePEc:nbr:nberwo:10975)
by Joshua D. Angrist & Guido M. Kuersteiner - Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited (RePEc:nbr:nberwo:19355)
by Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner - Real Business Cycle Models - Some Evidence for Switzerland (RePEc:ses:arsjes:1994-i-2)
by Guido Kürsteiner & Marcel Rindisbacher - Ingmar Prucha’s contributions to economics and econometrics (RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1328-0)
by Guido Kuersteiner & John Chao - Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited (RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387)
by Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner - Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score (RePEc:tpr:restat:v:93:y:2011:i:3:p:725-747)
by Joshua D. Angrist & Guido M. Kuersteiner - Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (RePEc:wly:emetrp:v:88:y:2020:i:5:p:2109-2146)
by Guido M. Kuersteiner & Ingmar R. Prucha - Efficient bias correction for cross‐section and panel data (RePEc:wly:quante:v:15:y:2024:i:3:p:783-816)
by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey - Study of a Peer Effect with Random Group Effects (RePEc:wyi:wpaper:002508)
by Ingmar R. Prucha & Guido M. Kuersteiner & Ying Zeng