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 7 13 908
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 1 1 132 4 20 31 379
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 0 4 8 1,033
Differential Test Performance and Peer Effects 0 0 0 1 0 4 9 12
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 6 14 182
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 2 6 252 4 14 29 535
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 0 4 10 187
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 1 6 60
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 1 4 14 59
Inference for Local Projections 0 0 6 9 2 23 47 63
Inference for Local Projections 1 1 3 39 4 10 19 65
Inference for Local Projections 0 0 0 1 3 11 16 21
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 1 10 15 387
Overidentification in Shift-Share Designs 0 0 2 11 2 7 18 36
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 5 7 365
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 0 3 9 372
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 1 3 15 259
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 152 3 16 51 489
Significance Bands for Local Projections 0 0 2 4 0 6 24 27
Significance Bands for Local Projections 1 1 8 21 1 5 22 72
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 1 3 83
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 1 6 14 128
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 1 10 10 0 9 15 15
Total Working Papers 2 7 42 1,660 28 179 409 5,737

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 1 4 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 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 3 11 755
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 1 2 136 0 17 32 314
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 6 9 10
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 6 118 1 12 32 305
Constructing Optimal Instruments by First-Stage Prediction Averaging 1 1 1 90 1 5 10 284
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 2 162 4 13 26 670
Discontinuities of weak instrument limiting distributions 0 0 0 42 0 3 7 135
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 1 4 15 1 8 23 94
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 0 6 10 79
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 2 3 81 3 10 16 277
Efficient bias correction for cross‐section and panel data 0 0 0 0 2 5 11 17
Efficient peer effects estimators with group effects 0 1 2 6 1 7 12 21
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 2 6 16 707
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 2 5 15
Ingmar Prucha’s contributions to economics and econometrics 0 0 2 17 0 3 9 72
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 0 4 5 15
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 5 8 18
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 1 4 7 182
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 9 21 182
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 3 835 3 12 24 2,060
Optimal instrumental variables estimation for ARMA models 0 0 0 66 3 21 23 183
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 62 1 7 13 192
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 12 114 3 16 53 379
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 1 6 135
Total Journal Articles 1 7 42 2,404 28 194 402 7,311

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Statistics updated 2026-04-09