Access Statistics for Guido M. Kuersteiner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 0 2 4 895
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 3 131 0 0 4 348
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 0 0 0 1,025
Differential Test Performance and Peer Effects 0 0 1 1 0 0 3 3
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 0 1 168
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 1 4 246 0 2 15 506
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 0 0 0 177
Efficient Bias Correction for Cross-section and Panel Data 0 0 0 33 0 0 2 54
Efficient Peer Effects Estimators with Group Effects 0 0 1 32 1 2 3 46
Inference for Local Projections 1 3 4 4 2 7 18 18
Inference for Local Projections 0 1 1 1 0 2 5 5
Inference for Local Projections 1 2 3 37 1 2 13 47
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 0 0 1 372
Overidentification in Shift-Share Designs 0 0 9 9 0 3 18 18
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 0 2 358
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 0 0 0 363
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 150 1 4 25 439
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 61 0 1 12 244
Significance Bands for Local Projections 0 1 2 13 0 2 11 50
Significance Bands for Local Projections 0 2 2 2 1 3 4 4
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 2 80
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 2 46 1 2 10 115
Total Working Papers 2 10 35 1,620 7 32 153 5,335

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS 0 0 0 19 0 0 0 69
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large 0 0 0 41 0 0 0 118
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 1 7 744
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 134 0 0 4 282
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 0 1 1
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 1 1 9 113 1 1 15 274
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 0 1 1 274
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 0 160 0 0 9 644
Discontinuities of weak instrument limiting distributions 0 1 1 42 0 1 2 128
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 1 2 2 12 2 3 5 73
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 0 1 1 69
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 1 3 78 0 5 14 261
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 2 6 6
Efficient peer effects estimators with group effects 1 2 2 5 1 2 2 10
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 3 691
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS 0 0 0 3 0 0 0 10
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS 0 0 0 0 0 1 1 10
Ingmar Prucha’s contributions to economics and econometrics 1 1 2 16 1 3 5 64
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 0 0 0 10
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 1 2 4 0 1 4 10
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 0 0 1 175
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 0 0 2 161
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 2 5 832 0 3 11 2,036
Optimal instrumental variables estimation for ARMA models 0 0 0 66 1 1 2 161
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 60 0 0 2 179
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 6 13 102 3 13 31 329
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 0 1 129
Total Journal Articles 4 17 43 2,366 9 41 130 6,918

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Statistics updated 2025-05-12