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Guido M. Kuersteiner

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This is information that was supplied by Guido Kuersteiner in registering through RePEc. If you are Guido M. Kuersteiner , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Guido
Middle Name: M.
Last Name: Kuersteiner
Suffix:

RePEc Short-ID: pku116

Email: [This author has chosen not to make the email address public]
Homepage: http://www9.georgetown.edu/faculty/gk232/
Postal Address:
Phone:

Affiliation

Economics Department
Georgetown University
Location: Washington, District of Columbia (United States)
Homepage: http://econ.georgetown.edu/
Email:
Phone: 202-687-5601
Fax: 202-687-6102
Postal: ICC 580, Georgetown University, Washington, D.C. 20057-1036
Handle: RePEc:edi:edgeous (more details at EDIRC)

Works

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Working papers

  1. Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers 19355, National Bureau of Economic Research, Inc.
  2. Angrist, Joshua & Kuersteiner, Guido M., 2008. "Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score," IZA Discussion Papers 3606, Institute for the Study of Labor (IZA).
  3. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics.
  4. Jerry Hausman & Guido Kuersteiner, 2005. "Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests," Boston University - Department of Economics - Working Papers Series WP2005-010, Boston University - Department of Economics.
  5. Joshua D. Angrist & Guido M. Kuersteiner, 2004. "Semiparametric Causality Tests Using the Policy Propensity Score," NBER Working Papers 10975, National Bureau of Economic Research, Inc.
  6. Guido Kuersteiner, 2000. "RMSE Reduction for GMM Estimators of Linear Time Series Models," Econometric Society World Congress 2000 Contributed Papers 0892, Econometric Society.
  7. Guido M. Kuersteiner, 1999. "Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity," Working papers 99-08, Massachusetts Institute of Technology (MIT), Department of Economics.
  8. Guido M. Kuersteiner, 1999. "Optimal Instrumental Variables Estimation for ARMA Models," Working papers 99-07, Massachusetts Institute of Technology (MIT), Department of Economics.

Articles

  1. Kuersteiner, Guido M. & Prucha, Ingmar R., 2013. "Limit theory for panel data models with cross sectional dependence and sequential exogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 107-126.
  2. Kuersteiner, Guido M., 2012. "Kernel-weighted GMM estimators for linear time series models," Journal of Econometrics, Elsevier, vol. 170(2), pages 399-421.
  3. Joshua D. Angrist & Guido M. Kuersteiner, 2011. "Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 725-747, August.
  4. Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1152-1191, December.
  5. Guido Kuersteiner & Ryo Okui, 2010. "Constructing Optimal Instruments by First-Stage Prediction Averaging," Econometrica, Econometric Society, vol. 78(2), pages 697-718, 03.
  6. Hahn, Jinyong & Kuersteiner, Guido, 2010. "Stationarity and mixing properties of the dynamic Tobit model," Economics Letters, Elsevier, vol. 107(2), pages 105-111, May.
  7. Hausman, Jerry & Kuersteiner, Guido, 2008. "Difference in difference meets generalized least squares: Higher order properties of hypotheses tests," Journal of Econometrics, Elsevier, vol. 144(2), pages 371-391, June.
  8. Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido, 2007. "Long difference instrumental variables estimation for dynamic panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 574-617, October.
  9. Kuersteiner, Guido M., 2005. "Automatic Inference For Infinite Order Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 21(01), pages 85-115, February.
  10. Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon, 2004. "Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large," Economics Letters, Elsevier, vol. 84(1), pages 117-125, July.
  11. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2004. "Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 272-306, 06.
  12. Kuersteiner, Guido M., 2002. "Efficient Iv Estimation For Autoregressive Models With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 18(03), pages 547-583, June.
  13. Jinyong Hahn & Guido Kuersteiner, 2002. "Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large," Econometrica, Econometric Society, vol. 70(4), pages 1639-1657, July.
  14. Hahn, Jinyong & Kuersteiner, Guido, 2002. "Discontinuities of weak instrument limiting distributions," Economics Letters, Elsevier, vol. 75(3), pages 325-331, May.
  15. Kuersteiner, Guido M., 2001. "Optimal instrumental variables estimation for ARMA models," Journal of Econometrics, Elsevier, vol. 104(2), pages 359-405, September.
  16. Guido Kürsteiner & Marcel Rindisbacher, 1994. "Real Business Cycle Models - Some Evidence for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(I), pages 21-43, March.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2013-09-24
  2. NEP-ECM: Econometrics (5) 2004-12-20 2006-03-18 2006-03-18 2008-08-06 2013-09-24. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2004-12-20 2006-03-18. Author is listed
  4. NEP-MAC: Macroeconomics (2) 2004-12-20 2008-08-06. Author is listed
  5. NEP-MON: Monetary Economics (2) 2008-08-06 2013-09-24. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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Co-authorship network on CollEc

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