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 7 13 907
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 1 1 132 4 21 27 375
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 3 5 8 1,033
Differential Test Performance and Peer Effects 0 0 0 1 1 7 9 12
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 2 10 14 182
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 1 3 7 252 3 13 27 531
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 1 6 10 187
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 4 6 60
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 2 6 13 58
Inference for Local Projections 0 0 2 38 1 7 15 61
Inference for Local Projections 0 1 7 9 7 27 48 61
Inference for Local Projections 0 0 0 1 3 10 13 18
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 3 11 14 386
Overidentification in Shift-Share Designs 0 0 2 11 3 9 18 34
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 6 7 365
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 1 8 9 372
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 152 4 21 48 486
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 0 4 14 258
Significance Bands for Local Projections 0 0 8 20 0 6 22 71
Significance Bands for Local Projections 0 0 4 4 0 11 26 27
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 2 3 83
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 1 8 13 127
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 1 10 10 2 12 15 15
Total Working Papers 1 7 45 1,658 43 221 392 5,709

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 2 3 5 74
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 2 4 122
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 6 11 755
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 2 2 136 0 25 32 314
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 2 6 9 10
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 6 118 4 18 31 304
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 3 5 10 283
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 2 162 6 10 22 666
Discontinuities of weak instrument limiting distributions 0 0 0 42 0 4 7 135
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 1 4 15 1 10 22 93
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 1 7 10 79
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 1 2 4 81 1 7 14 274
Efficient bias correction for cross‐section and panel data 0 0 0 0 1 3 10 15
Efficient peer effects estimators with group effects 1 1 2 6 2 6 11 20
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 1 7 16 705
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 3 3 13
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 3 5 15
Ingmar Prucha’s contributions to economics and econometrics 0 0 2 17 2 4 10 72
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 1 4 5 15
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 1 5 8 18
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 1 3 6 181
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 1 2 36 2 10 20 181
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 5 835 1 13 23 2,057
Optimal instrumental variables estimation for ARMA models 0 0 0 66 4 18 20 180
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 62 2 6 12 191
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 14 114 4 16 54 376
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 4 6 135
Total Journal Articles 3 8 46 2,403 42 208 386 7,283

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Statistics updated 2026-03-04