Guido M. Kuersteiner

Boston University - Department of Economics

270 Bay State Road

Boston, MA 02215

United States

  • Boston University - Department of Economics

SCHOLARLY PAPERS

9

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1,653

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108

CROSSREF CITATIONS

55

Scholarly Papers (9)

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1.

Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects

Number of pages: 64 Posted: 18 Jul 2001
Jinyong Hahn, Jerry A. Hausman and Guido M. Kuersteiner
University of California, Los Angeles, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 529 (92,153)
Citation 35

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dynamic panel, bias correction, second order, unit root, weak instrument

2.

Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both N and T are Large

Number of pages: 32 Posted: 31 May 2001
Jinyong Hahn and Guido M. Kuersteiner
University of California, Los Angeles and Boston University - Department of Economics
Downloads 369 (140,532)
Citation 28

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dynamic Panel, VAR, large n-large T asymptotics, bias correction, efficiency

3.

Rate-Adapative GMM Estimators for Linear Time Series Models

Number of pages: 48 Posted: 21 May 2003
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 171 (299,294)
Citation 7

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Time Series, Feasible GMM, Number of Instruments, Rate-adaptive Kernels, Higher Order Adaptive, Bias Correction

4.

Optimal Instrumental Variables Estimation for Arma Models

Number of pages: 71 Posted: 26 Jul 2000
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 168 (303,808)
Citation 1

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ARMA, conditional heteroskedasticity, insgtrumental variables, efficiency lower-bound, frequency domain

5.

Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity

CESifo Working Paper Series No. 5445
Number of pages: 41 Posted: 31 Jul 2015
Guido M. Kuersteiner and Ingmar R. Prucha
Boston University - Department of Economics and University of Maryland
Downloads 135 (363,188)
Citation 12

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6.

Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity

Number of pages: 59 Posted: 02 Aug 2000
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 121 (394,635)
Citation 1

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frquency domain, semiparametric, adaptive, autoregressive efficient, instrumental variables

7.

Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score

IZA Discussion Paper No. 3606
Number of pages: 69 Posted: 04 Aug 2008
Joshua D. Angrist and Guido M. Kuersteiner
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 65 (583,661)
Citation 3

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monetary policy, propensity score, multinomial treatments, causality

8.

Semiparametric Causality Tests Using the Policy Propensity Score

NBER Working Paper No. w10975
Number of pages: 54 Posted: 15 Dec 2004 Last Revised: 29 Dec 2022
Joshua D. Angrist and Guido M. Kuersteiner
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 59 (612,568)

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9.

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

NBER Working Paper No. w19355
Number of pages: 47 Posted: 29 Aug 2013 Last Revised: 22 May 2022
Joshua D. Angrist, Òscar Jordà and Guido M. Kuersteiner
Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Boston University - Department of Economics
Downloads 36 (751,994)
Citation 23

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