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 1 5 896
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 2 131 1 1 5 350
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 0 1 1 1,026
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 1 1 4 247 1 7 17 513
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 1 1 34 0 2 2 56
Efficient Peer Effects Estimators with Group Effects 0 0 1 32 0 0 3 46
Inference for Local Projections 1 3 7 7 2 11 28 30
Inference for Local Projections 0 0 1 1 2 2 7 7
Inference for Local Projections 0 0 3 37 1 1 10 49
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 0 0 2 373
Overidentification in Shift-Share Designs 0 2 2 11 0 2 9 21
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 0 2 359
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 62 0 2 10 248
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 150 3 4 27 445
Significance Bands for Local Projections 0 2 4 4 2 8 12 12
Significance Bands for Local Projections 1 6 7 19 1 7 11 57
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 1 46 0 2 8 118
Total Working Papers 3 15 37 1,636 13 51 165 5,397

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 0 1 70
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 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 0 8 745
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 1 134 1 2 4 284
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 0 3 12 118 0 4 21 284
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 0 0 1 274
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 1 161 2 6 15 652
Discontinuities of weak instrument limiting distributions 0 0 1 42 0 0 2 128
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 2 12 0 0 5 73
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 0 2 3 71
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 1 4 79 1 2 11 263
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 1 4 7
Efficient peer effects estimators with group effects 0 0 2 5 0 0 2 10
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 2 2 5 693
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 2 11
Ingmar Prucha’s contributions to economics and econometrics 0 0 3 17 0 2 7 67
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 0 2 4 0 1 5 11
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 0 1 2 176
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 0 2 5 164
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 1 4 834 2 3 9 2,040
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 1 3 162
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 61 2 2 4 182
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 6 22 111 4 14 44 348
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 1 2 130
Total Journal Articles 1 11 57 2,387 14 49 168 6,986

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Statistics updated 2025-09-05