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 5 9 901
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 1 131 5 9 12 359
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 1 3 4 1,029
Differential Test Performance and Peer Effects 0 0 0 1 3 5 6 8
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 4 8 8 176
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 1 3 5 250 3 7 18 521
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 2 5 6 183
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 3 3 5 59
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 3 9 11 55
Inference for Local Projections 0 1 3 38 1 6 11 55
Inference for Local Projections 0 0 1 1 2 3 9 10
Inference for Local Projections 1 2 8 9 6 10 32 40
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 2 4 5 377
Overidentification in Shift-Share Designs 0 0 2 11 4 7 15 29
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 1 1 2 360
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 5 6 6 369
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 2 7 15 256
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 1 151 8 24 40 473
Significance Bands for Local Projections 0 0 4 4 5 7 20 21
Significance Bands for Local Projections 0 0 8 20 2 8 20 67
Study of a Peer Effect with Random Group Effects 0 0 0 0 1 2 2 82
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 3 4 10 122
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 2 9 9 3 4 6 6
Total Working Papers 2 9 44 1,653 70 147 272 5,558

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 1 2 71
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 2 120
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 3 7 15 752
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 1 1 2 135 8 13 16 297
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 3 3 4
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 6 118 7 9 21 293
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 1 5 6 279
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 1 2 162 1 4 13 657
Discontinuities of weak instrument limiting distributions 0 0 1 42 1 4 5 132
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 2 4 14 3 13 17 86
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 1 2 5 73
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 0 3 79 0 4 13 267
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 5 8 12
Efficient peer effects estimators with group effects 0 0 2 5 0 3 6 14
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 3 8 12 701
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 1 2 4 13
Ingmar Prucha’s contributions to economics and econometrics 0 0 2 17 1 2 8 69
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 0 1 1 11
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 1 4 0 2 5 13
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 0 1 3 178
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 1 2 2 36 2 8 12 173
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 1 5 835 4 6 16 2,048
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 0 2 162
Real Business Cycle Models - Some Evidence for Switzerland 0 0 3 62 0 1 7 185
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 2 17 113 3 14 49 363
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 3 4 5 134
Total Journal Articles 2 9 51 2,397 42 122 256 7,117

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Statistics updated 2026-01-09