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 3 4 18 914
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score 0 0 1 132 2 2 32 382
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 1 1 12 15
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 1 1 20 188
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy 0 1 6 253 0 6 38 551
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 1 2 6 62
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 1 1 16 62
Inference for Local Projections 1 2 5 12 5 8 50 80
Inference for Local Projections 3 3 3 4 9 10 27 34
Inference for Local Projections 0 1 3 40 2 4 23 72
Optimal Instrumental Variables Estimation for ARMA Models 0 0 0 0 2 2 17 390
Overidentification in Shift-Share Designs 0 0 2 13 1 3 21 42
RMSE Reduction for GMM Estimators of Linear Time Series Models 0 0 0 86 1 1 8 367
Semiparametric Causality Tests Using the Policy Propensity Score 0 0 0 105 0 0 14 377
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 2 6 53 498
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 1 63 3 3 14 262
Significance Bands for Local Projections 0 0 0 4 1 1 19 31
Significance Bands for Local Projections 0 0 2 21 1 2 19 76
Study of a Peer Effect with Random Group Effects 0 0 0 0 2 2 5 85
Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” 0 0 0 46 1 1 15 133
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 0 15 15
Total Working Papers 5 8 35 1,671 39 62 463 5,860

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 0 2 14 759
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 0 1 32 316
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 2 27 311
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 1 4 22 674
Discontinuities of weak instrument limiting distributions 0 0 0 42 1 3 14 142
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 3 15 0 0 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 2 6 25 288
Efficient bias correction for cross‐section and panel data 0 0 0 0 2 2 13 20
Efficient peer effects estimators with group effects 0 0 1 6 0 0 15 25
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 24 717
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 0 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 2 2 2 2 5 7 13 13
Ingmar Prucha’s contributions to economics and econometrics 0 0 0 17 0 1 7 74
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity 0 0 0 0 0 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 0 1 11 187
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 2 22 186
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 2 836 0 3 25 2,065
Optimal instrumental variables estimation for ARMA models 0 0 0 66 0 0 24 186
Real Business Cycle Models - Some Evidence for Switzerland 0 0 1 62 2 2 15 197
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 2 6 117 5 9 48 396
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 2 11 141
Total Journal Articles 2 4 23 2,410 20 53 450 7,436

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Statistics updated 2026-09-10