Guido Kuersteiner

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Efficient bias correction for cross-section and panel data Quantitative Economics	2024-11-29	Paper
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited Journal of Business and Economic Statistics	2024-10-23	Paper
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks Econometric Theory	2024-05-22	Paper
Efficient peer effects estimators with group effects Journal of Econometrics	2023-06-29	Paper
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS Econometric Theory	2022-11-23	Paper
Dynamic spatial panel models: networks, common shocks, and sequential exogeneity Econometrica	2021-06-07	Paper
Limit Theorems for Data with Network Structure	2019-08-06	Paper
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity Journal of Econometrics	2019-07-01	Paper
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions (available as arXiv preprint)	2019-03-11	Paper
Kernel-weighted GMM estimators for linear time series models Journal of Econometrics	2017-05-12	Paper
Difference in difference meets generalized least squares: higher order properties of hypotheses tests Journal of Econometrics	2016-06-13	Paper
Limit theory for panel data models with cross sectional dependence and sequential exogeneity Journal of Econometrics	2014-03-18	Paper
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large Economics Letters	2013-01-01	Paper
Long difference instrumental variables estimation for dynamic panel models with fixed effects Journal of Econometrics	2012-09-23	Paper
Bias reduction for dynamic nonlinear panel models with fixed effects Econometric Theory	2012-01-04	Paper
Stationarity and mixing properties of the dynamic Tobit model Economics Letters	2010-05-27	Paper
Constructing optimal instruments by first-stage prediction averaging Econometrica	2010-05-26	Paper
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large Econometrica	2006-06-16	Paper
AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS Econometric Theory	2005-10-18	Paper
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations Econometrics Journal	2005-01-06	Paper
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY Econometric Theory	2003-05-18	Paper
Optimal instrumental variables estimation for ARMA models Journal of Econometrics	2002-12-04	Paper
Discontinuities of weak instrument limiting distributions. Economics Letters	2002-07-15	Paper

Research outcomes over time

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