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 1 15 911
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 1 132 0 0 31 380
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests 0 0 0 290 0 1 9 1,035
Differential Test Performance and Peer Effects 0 0 0 1 0 1 11 14
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 1 19 187
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 1 7 253 2 10 39 551
Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity 0 0 0 0 0 1 12 189
Efficient Bias Correction for Cross-section and Panel Data 0 0 0 34 0 1 5 61
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 0 0 15 61
Inference for Local Projections 0 1 3 40 0 3 22 70
Inference for Local Projections 1 1 5 11 2 4 47 75
Inference for Local Projections 0 0 0 1 0 1 20 25
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 0 0 15 388
Overidentification in Shift-Share Designs 0 1 2 13 1 3 20 41
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 0 0 7 366
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 0 1 14 377
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 1 4 54 496
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 0 62 0 0 11 259
Significance Bands for Local Projections 0 0 0 4 0 0 20 30
Significance Bands for Local Projections 0 0 3 21 0 1 19 75
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 0 0 14 132
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 0 15 15
Total Working Papers 1 4 33 1,666 6 33 437 5,821

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 20 0 0 5 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 0 4 124
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 1 2 14 759
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 0 1 33 316
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 2 11 12
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 0 118 1 3 26 310
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 1 90 0 0 10 284
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests 0 0 1 162 2 3 23 673
Discontinuities of weak instrument limiting distributions 0 0 0 42 2 4 13 141
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 3 15 0 1 24 97
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 14 0 0 9 80
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy 0 0 2 81 1 5 24 286
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 1 11 18
Efficient peer effects estimators with group effects 0 0 1 6 0 1 15 25
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 26 717
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 1 1 4 14
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 4 15
Inference for local projections 0 0 0 0 2 3 8 8
Ingmar Prucha’s contributions to economics and econometrics 0 0 0 17 0 2 7 74
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 1 1 10 20
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 0 7 18
Kernel-weighted GMM estimators for linear time series models 0 0 0 41 1 2 11 187
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 2 21 185
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 1 2 836 0 4 27 2,065
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 1 24 186
Real Business Cycle Models - Some Evidence for Switzerland 0 0 1 62 0 1 15 195
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 7 117 3 7 47 391
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 2 3 11 141
Total Journal Articles 1 3 22 2,408 18 52 444 7,416

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Statistics updated 2026-08-07