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 0 4 895
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 2 131 0 1 4 349
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 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 0 0 3 246 2 2 14 508
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 0 1 3 46
Inference for Local Projections 0 1 3 37 0 2 12 48
Inference for Local Projections 0 1 4 4 2 5 21 21
Inference for Local Projections 0 0 1 1 0 0 5 5
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 0 1 2 373
Overidentification in Shift-Share Designs 1 1 2 10 1 2 9 20
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 1 3 359
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 1 2 62 1 3 11 247
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 150 0 3 24 441
Significance Bands for Local Projections 2 2 3 15 3 3 11 53
Significance Bands for Local Projections 1 1 3 3 4 5 8 8
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 2 46 0 2 10 116
Total Working Papers 4 7 29 1,625 13 31 149 5,359

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 1 1 20 0 1 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 1 1 1 119
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 1 8 745
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 1 134 1 1 3 283
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 3 6 13 118 3 10 22 283
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 1 1 161 1 3 10 647
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 1 2 12 0 2 5 73
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 0 0 1 69
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 1 1 4 79 1 1 13 262
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 0 6 6
Efficient peer effects estimators with group effects 0 1 2 5 0 1 2 10
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 0 3 691
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 0 1 10
Ingmar Prucha’s contributions to economics and econometrics 0 2 3 17 0 2 5 65
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 1 1 5 11
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 1 3 162
Long difference instrumental variables estimation for dynamic panel models with fixed effects 1 2 5 834 1 2 9 2,038
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 1 2 161
Real Business Cycle Models - Some Evidence for Switzerland 0 1 2 61 0 1 2 180
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 4 7 20 109 7 15 39 341
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 0 1 129
Total Journal Articles 9 23 57 2,385 16 44 147 6,953

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Statistics updated 2025-07-04