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Guido Kuersteiner
Guido Kuersteiner
University of Maryland, Dept of Economics
Verified email at umd.edu
Title
Cited by
Cited by
Year
Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
J Hahn, G Kuersteiner
Econometrica 70 (4), 1639-1657, 2002
5852002
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
J Hahn, J Hausman, G Kuersteiner
The Econometrics Journal 7 (1), 272-306, 2004
3962004
Semiparametric estimates of monetary policy effects: string theory revisited
JD Angrist, Ò Jordà, GM Kuersteiner
Journal of Business & Economic Statistics 36 (3), 371-387, 2018
2862018
Bias reduction for dynamic nonlinear panel models with fixed effects
J Hahn, G Kuersteiner
Econometric Theory 27 (6), 1152-1191, 2011
2482011
Long difference instrumental variables estimation for dynamic panel models with fixed effects
J Hahn, J Hausman, G Kuersteiner
Journal of econometrics 140 (2), 574-617, 2007
2032007
Causal effects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score
JD Angrist, GM Kuersteiner
Review of Economics and Statistics 93 (3), 725-747, 2011
1372011
Dynamic spatial panel models: Networks, common shocks, and sequential exogeneity
GM Kuersteiner, IR Prucha
Econometrica 88 (5), 2109-2146, 2020
912020
Constructing optimal instruments by first‐stage prediction averaging
G Kuersteiner, R Okui
Econometrica 78 (2), 697-718, 2010
892010
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
J Hausman, G Kuersteiner
Journal of Econometrics 144 (2), 371-391, 2008
862008
Bias corrected instrumental variables estimation for dynamic panel models with fixed effects
J Hahn, JA Hausman, GM Kuersteiner
Available at SSRN 276592, 2001
852001
Discontinuities of weak instrument limiting distributions
J Hahn, G Kuersteiner
Economics Letters 75 (3), 325-331, 2002
802002
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy
GM Kuersteiner, DC Phillips, M Villamizar-Villegas
Journal of International Economics 113, 118-138, 2018
672018
Limit theory for panel data models with cross sectional dependence and sequential exogeneity
GM Kuersteiner, IR Prucha
Journal of Econometrics 174 (2), 107-126, 2013
652013
Automatic inference for infinite order vector autoregressions
GM Kuersteiner
Econometric Theory 21 (1), 85-115, 2005
412005
Optimal instrumental variables estimation for ARMA models
GM Kuersteiner
Journal of Econometrics 104 (2), 359-405, 2001
382001
Semiparametric causality tests using the policy propensity score
J Angrist, G Kuersteiner
National Bureau of Economic Research, 2004
352004
Granger-sims causality
GM Kuersteiner
Macroeconometrics and time series analysis, 119-134, 2010
342010
Kernel-weighted GMM estimators for linear time series models
GM Kuersteiner
Journal of Econometrics 170 (2), 399-421, 2012
292012
Efficient IV estimation for autoregressive models with conditional heteroskedasticity
GM Kuersteiner
Econometric Theory 18 (3), 547-583, 2002
282002
Estimation with aggregate shocks
J Hahn, G Kuersteiner, M Mazzocco
The Review of Economic Studies 87 (3), 1365-1398, 2020
232020
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