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 5 15 910
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 1 132 1 9 32 380
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 1 4 9 1,034
Differential Test Performance and Peer Effects 0 0 0 1 1 2 10 13
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 4 6 18 186
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 1 6 252 6 13 35 541
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 1 2 11 188
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 0 6 60
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 2 5 15 61
Inference for Local Projections 0 1 2 39 2 7 20 67
Inference for Local Projections 0 0 0 1 3 9 19 24
Inference for Local Projections 1 1 6 10 8 17 53 71
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 1 5 16 388
Overidentification in Shift-Share Designs 1 1 3 12 2 7 20 38
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 1 1 8 366
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 4 5 13 376
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 0 1 15 259
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 3 10 53 492
Significance Bands for Local Projections 0 1 8 21 2 3 24 74
Significance Bands for Local Projections 0 0 2 4 3 3 26 30
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 3 83
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 4 6 17 132
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 2 15 15
Total Working Papers 2 5 42 1,662 51 122 453 5,788

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 3 6 75
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 2 2 6 124
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 2 2 13 757
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 1 1 33 315
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 2 9 10
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 5 118 2 7 33 307
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 1 1 90 0 4 10 284
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 2 162 0 10 26 670
Discontinuities of weak instrument limiting distributions 0 0 0 42 2 2 9 137
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 3 15 2 4 23 96
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 1 2 11 80
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 1 3 81 4 8 20 281
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 3 11 17
Efficient peer effects estimators with group effects 0 1 1 6 3 6 14 24
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 8 11 24 715
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 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 0 5 15
Inference for local projections 0 0 0 0 4 5 5 5
Ingmar Prucha’s contributions to economics and econometrics 0 0 1 17 0 2 8 72
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 4 5 9 19
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 1 8 18
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 3 5 10 185
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 4 22 183
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 3 835 1 5 25 2,061
Optimal instrumental variables estimation for ARMA models 0 0 0 66 2 9 24 185
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 62 2 5 15 194
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 13 115 5 12 55 384
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 3 3 9 138
Total Journal Articles 1 5 39 2,405 52 123 446 7,364

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Statistics updated 2026-05-06