G. Kuersteiner

发表

Discontinuities of weak instrument limiting distributions

J. Hahn, G. Kuersteiner, 2002 .

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

J. Angrist, G. Kuersteiner, 2011, Review of Economics and Statistics.

Effective sterilized foreign exchange intervention? Evidence from a rule-based policy

D. Phillips, Mauricio Villamizar-Villegas, G. Kuersteiner, 2016, Journal of International Economics.

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

Jinyong Hahn, J. Hahn, J. Hausman, 2004 .

Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity.

I. Prucha, G. Kuersteiner, 2013, Journal of econometrics.

Rate-Adapative GMM Estimators for Linear Time Series Models

G. Kuersteiner, 2002 .

Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity

Guido M. Kuersteiner, G. Kuersteiner, 2016, Journal of Econometrics.

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

Joshua D. Angrist, Guido M. Kuersteiner, J. Angrist, 2013 .

Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators

W. Newey, J. Hahn, G. Kuersteiner, 2002 .

Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”

D. Phillips, Mauricio Villamizar-Villegas, G. Kuersteiner, 2016 .

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

J. Angrist, Joshua D. Angrist, Guido M. Kuersteiner, 2011, Review of Economics and Statistics.

AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS

Guido M. Kuersteiner, G. Kuersteiner, 2005, Econometric Theory.

Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests

Jerry A. Hausman, Guido M. Kuersteiner, J. Hausman, 2008 .

JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS

J. Hahn, Maurizio Mazzocco, G. Kuersteiner, 2019, Econometric Theory.

Limit Theorems for Data with Network Structure

Guido M. Kuersteiner, G. Kuersteiner, 2019, 1908.02375.

PR ] 6 A ug 2 01 9 Limit Theorems for Data with Network Structure ∗

Guido M. Kuersteiner, G. Kuersteiner, 2019 .

Stationarity and mixing properties of the dynamic Tobit model

J. Hahn, G. Kuersteiner, 2010 .

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

Jinyong Hahn, Guido M. Kuersteiner, J. Hahn, 2000 .

Granger-Sims causality

Guido M. Kuersteiner, G. Kuersteiner, 2010 .

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

Jinyong Hahn, Guido M. Kuersteiner, J. Hahn, 2011, Econometric Theory.

Long difference instrumental variables estimation for dynamic panel models with fixed effects

J. Hahn, J. Hausman, G. Kuersteiner, 2007 .

Significance Bands for Local Projections

A. Inoue, O. Jorda, G. Kuersteiner, 2023, Federal Reserve Bank of San Francisco, Working Paper Series.

CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS

J. Hahn, Maurizio Mazzocco, G. Kuersteiner, 2016, Econometric Theory.

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

Guido M. Kuersteiner, I. Prucha, G. Kuersteiner, 2015, Econometrica.

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

Jerry A. Hausman, Jinyong Hahn, Guido M. Kuersteiner, 2001 .

Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity

Guido M. Kuersteiner, G. Kuersteiner, 2000 .

EFFICIENT IV ESTIMATION FORAUTOREGRESSIVE MODELSWITHCONDITIONALHETEROGENEITY

G. Kuersteiner, 2000 .

Does Monetary Policy Matter ? Semiparametric Conditional Independence Tests Using the Policy Propensity Score

J. Angrist, Alberto Abadie, J. Galí, 2005 .

Estimation with Aggregate Shocks

Maurizio Mazzocco, Jinyong Hahn, Guido Kuersteiner, 2015, The Review of Economic Studies.

Efficient peer effects estimators with group effects

Guido M. Kuersteiner, I. Prucha, Ying Zeng, 2021, Journal of Econometrics.

Efficient Peer Effects Estimators with Random Group Effects

Ingmar R. Prucha, Guido M. Kuersteiner, Ying Zeng, 2021 .

Bandwidth Choice for Bias Estimators in Dynamic Nonlinear Panel Models

J. Hahn, G. Kuersteiner, 2007 .

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

J. Angrist, Alberto Abadie, Yanqin Fan, 2010 .

NBER WORKING PAPER SERIES SEMIPARAMETRIC ESTIMATES OF MONETARY POLICY EFFECTS: STRING THEORY REVISITED

J. Angrist, Ò. Jordà, G. Kuersteiner, 2013 .

Higher Order MSE of Jackknife 2SLS

J. Hahn, J. Hausman, G. Kuersteiner, 2001 .

Supplement to "Semiparametric Estimates of Monetary Policy Eects: String Theory Revisited" - More on Data Construction and Inference

J. Angrist, Ò. Jordà, G. Kuersteiner, 2016 .

Estimator Averaging for Two Stage Least Squares

Guido M. Kuersteiner, R. Okui, G. Kuersteiner, 2008 .

Kernel-weighted GMM estimators for linear time series models

G. Kuersteiner, 2012 .

Optimal Instrumental Variables Estimation for Arma Models

G. Kuersteiner, 1999 .

Identifying Monetary Policy Shocks: A Natural Language Approach *

Eric T. Swanson, Frank Schorfheide, Kevin Lee, 2023 .

GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS

D. Andrews, G. Kuersteiner, Y. Kitamura, 2022, Econometric Theory.

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

J. Angrist, G. Kuersteiner, 2011, SSRN Electronic Journal.

RMSE Reduction for GMM Estimators of Linear Time Series Models

Guido M. Kuersteiner, G. Kuersteiner, 2000 .