Guido M. Kuersteiner

Boston University - Department of Economics

270 Bay State Road

Boston, MA 02215

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 33,194

SSRN RANKINGS

Top 33,194

in Total Papers Downloads

1,407

SSRN CITATIONS
Rank 7,136

SSRN RANKINGS

Top 7,136

in Total Papers Citations

38

CROSSREF CITATIONS

110

Scholarly Papers (10)

1.

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

MIT Dept. of Economics Working Paper No. 01-24
Number of pages: 64 Posted: 18 Jul 2001
Jinyong Hahn, Jerry A. Hausman and Guido M. Kuersteiner
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 440 (67,448)
Citation 17

Abstract:

Loading...

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

MIT Dept. of Economics Working Paper No. 01-17
Number of pages: 32 Posted: 31 May 2001
Jinyong Hahn and Guido M. Kuersteiner
affiliation not provided to SSRN and Boston University - Department of Economics
Downloads 333 (93,383)
Citation 20

Abstract:

Loading...

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

3.

Rate-Adapative GMM Estimators for Linear Time Series Models

MIT Department of Economics Working Paper No. 03-17
Number of pages: 48 Posted: 21 May 2003
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 154 (198,340)
Citation 7

Abstract:

Loading...

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

4.

Optimal Instrumental Variables Estimation for Arma Models

MIT Dept. of Economics Working Paper No. 99-07
Number of pages: 71 Posted: 26 Jul 2000
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 149 (203,814)
Citation 1

Abstract:

Loading...

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 115 (249,256)

Abstract:

Loading...

6.

Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity

MIT Dept. of Economics Working Paper No. 99-08 Revised
Number of pages: 59 Posted: 02 Aug 2000
Guido M. Kuersteiner
Boston University - Department of Economics
Downloads 101 (272,818)
Citation 4

Abstract:

Loading...

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

7.

Semiparametric Causality Tests Using the Policy Propensity Score

NBER Working Paper No. w10975
Number of pages: 54 Posted: 15 Dec 2004 Last Revised: 29 Jun 2010
Joshua D. Angrist and Guido M. Kuersteiner
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 48 (409,020)

Abstract:

Loading...

8.

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 37 (452,189)

Abstract:

Loading...

monetary policy, propensity score, multinomial treatments, causality

9.

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

NBER Working Paper No. w19355
Number of pages: 47 Posted: 29 Aug 2013
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 18 (552,890)
Citation 6

Abstract:

Loading...

10.

Estimation with Weak Instruments: Accuracy of Higher-Order Bias and MSE Approximations

Econometrics Journal, Vol. 7, No. 1, pp. 272-306, June 2004
Number of pages: 35 Posted: 09 Jul 2004
Jinyong Hahn, Jerry A. Hausman and Guido M. Kuersteiner
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 12 (590,681)
Citation 3
  • Add to Cart

Abstract:

Loading...

Weak instruments, higher-order expansions, bias reduction, Jackknife, 2SLS