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Guido M. Kuersteiner

Personal Details

First Name:Guido
Middle Name:M.
Last Name:Kuersteiner
Suffix:
RePEc Short-ID:pku116
[This author has chosen not to make the email address public]
http://econweb.umd.edu/~kuersteiner/
Terminal Degree:1997 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Maryland

College Park, Maryland (United States)
http://www.bsos.umd.edu/econ/
RePEc:edi:deumdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Significance Bands for Local Projections," Papers 2306.03073, arXiv.org.
  2. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2022. "Efficient Bias Correction for Cross-section and Panel Data," Papers 2207.09943, arXiv.org, revised Jan 2024.
  3. Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng, 2021. "Efficient Peer Effects Estimators with Group Effects," Papers 2105.04330, arXiv.org, revised Apr 2022.
  4. Ingmar R. Prucha & Guido M. Kuersteiner & Ying Zeng, 2019. "Study of a Peer Effect with Random Group Effects," Working Papers 2019-07-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  5. Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016. "Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”," Borradores de Economia 965, Banco de la Republica de Colombia.
  6. Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016. "Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy," Borradores de Economia 964, Banco de la Republica de Colombia.
  7. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
  8. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series 2013-24, Federal Reserve Bank of San Francisco.
  9. 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 of Labor Economics (IZA).
  10. 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.
  11. 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.
  12. 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.
  13. Guido Kuersteiner, 2000. "RMSE Reduction for GMM Estimators of Linear Time Series Models," Econometric Society World Congress 2000 Contributed Papers 0892, Econometric Society.
  14. Guido M. Kuersteiner, 1999. "Optimal Instrumental Variables Estimation for ARMA Models," Working papers 99-07, Massachusetts Institute of Technology (MIT), Department of Economics.
  15. 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.

Articles

  1. Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying, 2023. "Efficient peer effects estimators with group effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 2155-2194.
  2. Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio, 2022. "Joint Time-Series And Cross-Section Limit Theory Under Mixingale Assumptions," Econometric Theory, Cambridge University Press, vol. 38(5), pages 942-958, October.
  3. Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G., 2022. "Guest Editors’ Introduction Part Two: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C.B. Phillips," Econometric Theory, Cambridge University Press, vol. 38(6), pages 1069-1072, December.
  4. Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G., 2022. "Guest Editors’ Introduction Part One: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C. B. Phillips," Econometric Theory, Cambridge University Press, vol. 38(5), pages 841-844, October.
  5. Guido M. Kuersteiner & Ingmar R. Prucha, 2020. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
  6. Kuersteiner, Guido M., 2019. "Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity," Journal of Econometrics, Elsevier, vol. 211(1), pages 243-261.
  7. Guido Kuersteiner & John Chao, 2018. "Ingmar Prucha’s contributions to economics and econometrics," Empirical Economics, Springer, vol. 55(1), pages 7-16, August.
  8. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2018. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 371-387, July.
  9. Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018. "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, vol. 113(C), pages 118-138.
  10. 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.
  11. Kuersteiner, Guido M., 2012. "Kernel-weighted GMM estimators for linear time series models," Journal of Econometrics, Elsevier, vol. 170(2), pages 399-421.
  12. Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
  13. 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.
  14. Guido Kuersteiner & Ryo Okui, 2010. "Constructing Optimal Instruments by First-Stage Prediction Averaging," Econometrica, Econometric Society, vol. 78(2), pages 697-718, March.
  15. Hahn, Jinyong & Kuersteiner, Guido, 2010. "Stationarity and mixing properties of the dynamic Tobit model," Economics Letters, Elsevier, vol. 107(2), pages 105-111, May.
  16. 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.
  17. 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.
  18. Kuersteiner, Guido M., 2005. "Automatic Inference For Infinite Order Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 21(1), pages 85-115, February.
  19. 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.
  20. 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, June.
  21. 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.
  22. Kuersteiner, Guido M., 2002. "Efficient Iv Estimation For Autoregressive Models With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 18(3), pages 547-583, June.
  23. Hahn, Jinyong & Kuersteiner, Guido, 2002. "Discontinuities of weak instrument limiting distributions," Economics Letters, Elsevier, vol. 75(3), pages 325-331, May.
  24. Kuersteiner, Guido M., 2001. "Optimal instrumental variables estimation for ARMA models," Journal of Econometrics, Elsevier, vol. 104(2), pages 359-405, September.
  25. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Journal Pages, Weighted by Simple Impact Factor
  12. Number of Journal Pages, Weighted by Recursive Impact Factor
  13. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  15. Breadth of citations across fields
  16. Wu-Index
  17. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2004-12-20 2006-03-18 2006-03-18 2008-08-06 2013-09-24 2021-05-17 2022-08-15 2023-07-10. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2004-12-20 2006-03-18 2023-07-10
  3. NEP-MON: Monetary Economics (3) 2008-08-06 2013-09-24 2016-10-23
  4. NEP-MAC: Macroeconomics (2) 2004-12-20 2008-08-06
  5. NEP-CBA: Central Banking (1) 2013-09-24
  6. NEP-DCM: Discrete Choice Models (1) 2021-05-17
  7. NEP-EDU: Education (1) 2021-05-17
  8. NEP-MFD: Microfinance (1) 2023-07-10
  9. NEP-NET: Network Economics (1) 2021-05-17

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