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 2 4 8 900
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 2 131 3 4 8 354
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 0 2 3 1,028
Differential Test Performance and Peer Effects 0 0 0 1 1 2 4 5
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 2 4 4 172
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 1 2 4 249 1 5 16 518
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 2 4 4 181
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 0 2 56
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 4 6 8 52
Inference for Local Projections 0 0 1 1 1 1 7 8
Inference for Local Projections 0 1 3 38 2 5 11 54
Inference for Local Projections 1 1 7 8 4 4 28 34
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 1 2 3 375
Overidentification in Shift-Share Designs 0 0 2 11 1 4 12 25
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 0 1 359
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 1 1 1 364
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 4 6 13 254
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 151 6 20 35 465
Significance Bands for Local Projections 0 1 8 20 1 8 18 65
Significance Bands for Local Projections 0 0 4 4 2 4 16 16
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 1 2 81
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 1 1 7 119
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 9 9 9 0 3 3 3
Total Working Papers 2 15 44 1,651 39 91 214 5,488

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 1 20 0 1 2 71
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 2 120
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 4 12 749
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 1 134 4 5 8 289
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 3 3 3 4
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 7 118 0 2 15 286
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 2 4 5 278
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 1 1 2 162 3 4 12 656
Discontinuities of weak instrument limiting distributions 0 0 1 42 3 3 4 131
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 2 4 14 8 10 14 83
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 1 1 4 72
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 0 3 79 3 4 14 267
Efficient bias correction for cross‐section and panel data 0 0 0 0 2 5 8 12
Efficient peer effects estimators with group effects 0 0 2 5 3 4 6 14
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 3 5 10 698
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 1 1 3 12
Ingmar Prucha’s contributions to economics and econometrics 0 0 3 17 0 1 8 68
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 1 1 1 11
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 2 4 1 2 6 13
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 0 2 3 178
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 1 1 35 3 7 10 171
Long difference instrumental variables estimation for dynamic panel models with fixed effects 1 1 5 835 2 4 12 2,044
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 0 2 162
Real Business Cycle Models - Some Evidence for Switzerland 0 1 3 62 1 3 7 185
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 18 113 5 12 49 360
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 1 1 2 131
Total Journal Articles 3 8 53 2,395 50 89 222 7,075

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Statistics updated 2025-12-06