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 1 2 4 894
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 2 3 131 0 2 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 2 3 3
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 0 2 168
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 0 3 245 0 2 14 504
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 1 2 45
Inference for Local Projections 1 1 2 36 1 3 16 46
Inference for Local Projections 1 1 2 2 2 7 13 13
Inference for Local Projections 1 1 1 1 2 4 5 5
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 0 0 1 372
Overidentification in Shift-Share Designs 0 0 9 9 1 3 16 16
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 1 61 1 3 12 244
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 150 3 8 25 438
Significance Bands for Local Projections 0 0 2 12 1 2 19 49
Significance Bands for Local Projections 0 0 0 0 0 1 1 1
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 1 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 10 114
Total Working Papers 3 6 29 1,613 14 43 153 5,317

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 1 7 8 744
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 1 2 134 0 1 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 0 1 10 112 0 2 16 273
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 0 0 0 273
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 0 160 0 0 10 644
Discontinuities of weak instrument limiting distributions 1 1 1 42 1 1 2 128
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 1 1 1 11 1 2 5 71
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 1 1 1 69
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 1 3 77 4 7 14 260
Efficient bias correction for cross‐section and panel data 0 0 0 0 1 1 5 5
Efficient peer effects estimators with group effects 1 1 1 4 1 1 2 9
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 1 1 689
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS 0 0 1 3 0 0 1 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 1 10
Ingmar Prucha’s contributions to economics and econometrics 0 1 1 15 1 2 4 62
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 1 2 3 4 1 3 6 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 3 161
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 4 830 1 2 11 2,034
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 0 1 160
Real Business Cycle Models - Some Evidence for Switzerland 0 1 2 60 0 1 4 179
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 4 5 17 100 6 11 33 322
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 0 2 129
Total Journal Articles 8 15 46 2,357 20 44 136 6,897

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Statistics updated 2025-03-03