Guido Kuersteiner
Affiliations: | Economics | University of Maryland, College Park, College Park, MD |
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"Guido Kuersteiner"
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| Hahn J, Kuersteiner G, Mazzocco M. (2020) Estimation with Aggregate Shocks The Review of Economic Studies. 87: 1365-1398 |
| Kuersteiner GM, Prucha IR. (2013) Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity. Journal of Econometrics. 174: 107-126 |
| Kuersteiner GM. (2012) Kernel-weighted GMM estimators for linear time series models Journal of Econometrics. 170: 399-421 |
| Angrist JD, Kuersteiner GM. (2011) Causal effects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score Review of Economics and Statistics. 93: 725-747 |
| Hahn J, Kuersteiner G. (2011) Bias reduction for dynamic nonlinear panel models with fixed effects Econometric Theory. 27: 1152-1191 |
| Kuersteiner G, Okui R. (2010) Constructing optimal instruments by first-stage prediction averaging Econometrica. 78: 697-718 |
| Hahn J, Kuersteiner G. (2010) Stationarity and mixing properties of the dynamic Tobit model Economics Letters. 107: 105-111 |
| Hausman J, Kuersteiner G. (2008) Difference in difference meets generalized least squares: Higher order properties of hypotheses tests Journal of Econometrics. 144: 371-391 |
| Hahn J, Hausman J, Kuersteiner G. (2007) Long difference instrumental variables estimation for dynamic panel models with fixed effects Journal of Econometrics. 140: 574-617 |
| Kuersteiner GM. (2006) Moment selection and bias reduction for GMM in conditionally heteroskedastic models Econometric Theory and Practice: Frontiers of Analysis and Applied Research. 36-56 |