Guido Kuersteiner

Available identifiers

zbMath Open kuersteiner.guido-mWikidataQ41801625 ScholiaQ41801625MaRDI QIDQ223933

List of research outcomes

Publication	Date of Publication	Type
Efficient bias correction for cross-section and panel data	2024-11-29	Paper
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited	2024-10-23	Paper
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks	2024-05-22	Paper
Efficient peer effects estimators with group effects	2023-06-29	Paper
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS	2022-11-23	Paper
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity	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	2019-07-01	Paper
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions	2019-03-11	Paper
Kernel-weighted GMM estimators for linear time series models	2017-05-12	Paper
Difference in difference meets generalized least squares: higher order properties of hypotheses tests	2016-06-13	Paper
Limit theory for panel data models with cross sectional dependence and sequential exogeneity	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	2013-01-01	Paper
Long difference instrumental variables estimation for dynamic panel models with fixed effects	2012-09-23	Paper
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS	2012-01-04	Paper
Stationarity and mixing properties of the dynamic Tobit model	2010-05-27	Paper
Constructing Optimal Instruments by First-Stage Prediction Averaging	2010-05-26	Paper
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large	2006-06-16	Paper
AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS	2005-10-18	Paper
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations	2005-01-06	Paper
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY	2003-05-18	Paper
Optimal instrumental variables estimation for ARMA models	2002-12-04	Paper
Discontinuities of weak instrument limiting distributions.	2002-07-15	Paper

Research outcomes over time

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