16
H index
18
i10 index
1326
Citations
University of Maryland | 16 H index 18 i10 index 1326 Citations RESEARCH PRODUCTION: 24 Articles 16 Papers RESEARCH ACTIVITY: 29 years (1994 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pku116 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Guido M. Kuersteiner. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 6 |
Journal of Econometrics | 6 |
Economics Letters | 3 |
Econometrica | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Borradores de Economia / Banco de la Republica de Colombia | 2 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 2 |
Year | Title of citing document |
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2023 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2023 | Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373. Full description at Econpapers || Download paper |
2023 | Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280. Full description at Econpapers || Download paper |
2023 | Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424. Full description at Econpapers || Download paper |
2023 | Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154. Full description at Econpapers || Download paper |
2023 | Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper |
2023 | csa2sls: A complete subset approach for many instruments using Stata. (2022). Shin, Youngki ; Owusu, Julius ; Lee, Siha. In: Papers. RePEc:arx:papers:2207.01533. Full description at Econpapers || Download paper |
2023 | A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers || Download paper |
2023 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper |
2023 | What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828. Full description at Econpapers || Download paper |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
2023 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper |
2023 | Approximate Functional Differencing. (2023). Weidner, Martin ; Dhaene, Geert. In: Papers. RePEc:arx:papers:2301.13736. Full description at Econpapers || Download paper |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper |
2023 | Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387. Full description at Econpapers || Download paper |
2023 | On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI. (2023). Malikov, Emir ; Zhao, Shunan. In: Papers. RePEc:arx:papers:2302.14602. Full description at Econpapers || Download paper |
2023 | Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199. Full description at Econpapers || Download paper |
2023 | Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134. Full description at Econpapers || Download paper |
2023 | Bridging TSLS and JIVE. (2023). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615. Full description at Econpapers || Download paper |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
2023 | Waiting for Dr. Godot: how much and who responds to predicted health care wait times?. (2023). Strobel, Stephenson. In: Papers. RePEc:arx:papers:2309.13219. Full description at Econpapers || Download paper |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473. Full description at Econpapers || Download paper |
2023 | Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables. (2023). Hirshberg, David ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.13575. Full description at Econpapers || Download paper |
2023 | Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458. Full description at Econpapers || Download paper |
2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2023 | Efficiency of QMLE for dynamic panel data models with interactive effects. (2023). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper |
2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper |
2023 | ‘Good jobs’, training and skilled immigration. (2023). wadsworth, jonathan ; Mountford, Andrew. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:851-881. Full description at Econpapers || Download paper |
2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper |
2023 | Does tertiarisation slow down productivity growth? A Kaldorian–Baumolian analysis across 10 developed economies. (2023). Fernandez, Rafael ; Rial, Adrian. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:1:p:188-222. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446. Full description at Econpapers || Download paper |
2023 | Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357. Full description at Econpapers || Download paper |
2023 | Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers || Download paper |
2023 | Intervening against the Fed. (2023). Yago, Naoki ; Timmer, Yannick ; Rodnyansky, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10575. Full description at Econpapers || Download paper |
2023 | Do Public Sector Employment Reductions Promote Informality?. (2023). Moutos, Thomas ; Adam, Antonis. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10614. Full description at Econpapers || Download paper |
2023 | The impact of social trust on loan grants and default risk: Evidence from China’s regional commercial banks during branching policy changes. (2023). Yang, Xing ; Shekhar, Chander ; Richardson, Grant ; Fonseka, Mohan. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002434. Full description at Econpapers || Download paper |
2023 | Efficient closed-form estimation of large spatial autoregressions. (2023). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:148-167. Full description at Econpapers || Download paper |
2023 | Second-order refinements for t-ratios with many instruments. (2023). Otsu, Taisuke ; Matsushita, Yukitoshi. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:346-366. Full description at Econpapers || Download paper |
2023 | Shrinkage estimation of network spillovers with factor structured errors. (2023). Martellosio, Federico ; Higgins, Ayden. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:66-87. Full description at Econpapers || Download paper |
2023 | The persistence of wages. (2023). Rodrigues, Paulo ; Raposo, Pedro ; Portugal, Pedro ; Carneiro, Anabela. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:2:p:596-611. Full description at Econpapers || Download paper |
2023 | Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42. Full description at Econpapers || Download paper |
2023 | Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053. Full description at Econpapers || Download paper |
2023 | The role of score and information bias in panel data likelihoods. (2023). Tripathi, Gautam ; Severini, Thomas A ; Schumann, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1215-1238. Full description at Econpapers || Download paper |
2023 | Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482. Full description at Econpapers || Download paper |
2023 | Efficient peer effects estimators with group effects. (2023). Zeng, Ying ; Prucha, Ingmar R ; Kuersteiner, Guido M. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2155-2194. Full description at Econpapers || Download paper |
2023 | Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719. Full description at Econpapers || Download paper |
2023 | News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815. Full description at Econpapers || Download paper |
2023 | Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677. Full description at Econpapers || Download paper |
2023 | Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Chaudhuri, Kausik ; Kumbhakar, Subal C ; Cave, Joshua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:447-467. Full description at Econpapers || Download paper |
2023 | Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742. Full description at Econpapers || Download paper |
2023 | Institutions and conservation: The case of protected areas. (2023). Wolfersberger, Julien ; Bareille, Francois ; Zavalloni, Matteo. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:118:y:2023:i:c:s0095069622001218. Full description at Econpapers || Download paper |
2023 | Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending. (2023). Melecký, Martin ; Hodula, Martin ; Szabo, Milan ; Pfeifer, Luka. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000098. Full description at Econpapers || Download paper |
2023 | Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396. Full description at Econpapers || Download paper |
2023 | Should models of monetary policy asymmetry include interaction terms?. (2023). Stockwell, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000129. Full description at Econpapers || Download paper |
2023 | Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030. Full description at Econpapers || Download paper |
2023 | Editor home bias?. (2023). Segal, Dan ; Rubin, Eran. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:6:s0048733323000501. Full description at Econpapers || Download paper |
2023 | The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. (2023). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161. Full description at Econpapers || Download paper |
2023 | Analysis of the impact of university policies on societys environmental perception. (2023). Marti, Luisa ; Guaita-Martinez, Jose M ; Puertas, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001842. Full description at Econpapers || Download paper |
2023 | The elasticity of demand on urban highways: The case of Santiago. (2023). Basso, Leonardo J ; Batarce, Marco. In: Transport Policy. RePEc:eee:trapol:v:133:y:2023:i:c:p:234-241. Full description at Econpapers || Download paper |
2023 | The poverty effect of democratization. (2023). Freytag, Andreas ; Dorffel, Christoph. In: World Development. RePEc:eee:wdevel:v:165:y:2023:i:c:s0305750x23000049. Full description at Econpapers || Download paper |
2023 | ‘Good jobs’, training and skilled immigration. (2023). Wadsworth, Jonathan ; Mountford, Andrew. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118784. Full description at Econpapers || Download paper |
2023 | Be my guest: the effect of foreign policy visits to the USA on FDI. (2023). Tsarsitalidou, Sofia ; Adam, Antonis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119368. Full description at Econpapers || Download paper |
2023 | State-Dependent Local Projections: Understanding Impulse Response Heterogeneity. (2023). Cloyne, James ; Taylor, Alan M ; Jorda, Oscar. In: Working Paper Series. RePEc:fip:fedfwp:95706. Full description at Econpapers || Download paper |
2023 | Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36. Full description at Econpapers || Download paper |
2023 | Mechanisms of Forestry Carbon Sink Policies on Land Use Efficiency: A Perspective from the Drivers of Policy Implementation. (2023). Gao, Yunduan. In: Land. RePEc:gam:jlands:v:12:y:2023:i:10:p:1860-:d:1250903. Full description at Econpapers || Download paper |
2023 | Institutions and conservation: The case of protected areas. (2023). Zavalloni, Matteo ; Wolfersberger, Julien ; Bareille, Franois. In: Post-Print. RePEc:hal:journl:hal-03920138. Full description at Econpapers || Download paper |
2023 | Testing Random Assignment To Peer Groups. (2023). Jochmans, Koen. In: Post-Print. RePEc:hal:journl:hal-04077423. Full description at Econpapers || Download paper |
2023 | COVID-19 and Mobility: Determinant or Consequence?. (2023). d'Albis, Hippolyte ; Desbordes, Rodolphe ; Coulibaly, Dramane ; Augeraud-Veron, Emmanuelle. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04146207. Full description at Econpapers || Download paper |
2023 | COVID-19 and Mobility: Determinant or Consequence?. (2023). Desbordes, Rodolphe ; Coulibaly, Dramane ; Augeraud-Veron, Emmanuelle ; D'Albis, Hippolyte. In: Working Papers. RePEc:hal:wpaper:halshs-04146207. Full description at Econpapers || Download paper |
2023 | The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132. Full description at Econpapers || Download paper |
2023 | Drivers of Sovereign Bond Demand – The Case of Japans. (2023). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02642023. Full description at Econpapers || Download paper |
2023 | Physicians Treating Physicians: Relational and Informational Advantages in Treatment and Survival. (2023). Lin, Tzu-Hsin ; Chuang, Hongwei ; Chen, Jennjou. In: IZA Discussion Papers. RePEc:iza:izadps:dp16048. Full description at Econpapers || Download paper |
2023 | Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data. (2023). Valentini, Francesco ; Bartolucci, Francesco ; Pigini, Claudia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10218-2. Full description at Econpapers || Download paper |
2023 | An empirical approach to measure unobserved cultural relations using music trade data. (2023). Takagi, Shingo ; Takara, Yuki. In: Journal of Cultural Economics. RePEc:kap:jculte:v:47:y:2023:i:2:d:10.1007_s10824-022-09455-6. Full description at Econpapers || Download paper |
2023 | Do Monetary Policy Shocks Have Asymmetric Effects on Stock Market?. (2023). Xu, Libo ; Song, Victor. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09710-5. Full description at Econpapers || Download paper |
2023 | Serving two masters: the effect of state religion on fiscal capacity. (2023). Tsarsitalidou, Sofia ; Adam, Antonis. In: Public Choice. RePEc:kap:pubcho:v:194:y:2023:i:1:d:10.1007_s11127-022-01025-w. Full description at Econpapers || Download paper |
2023 | IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk. (2023). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.. Full description at Econpapers || Download paper |
2023 | Foreign Exchange Intervention: A New Database. (2023). Heidland, Tobias ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00190-8. Full description at Econpapers || Download paper |
2023 | Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06. Full description at Econpapers || Download paper |
2023 | Networks and Information in Credit Markets. (2023). Minetti, Raoul ; Michaelides, Alexander ; Kokas, Sotirios ; Gupta, Abhimanyu. In: Working Papers. RePEc:ris:msuecw:2023_001. Full description at Econpapers || Download paper |
2023 | Determinants of Foreign Direct Investment in Indonesia. (2023). Patunru, Arianto A ; Suryanta, Barli. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:1:p:109-131. Full description at Econpapers || Download paper |
2023 | Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models. (2023). Bartolucci, Francesco ; Valentini, Francesco ; Pigini, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02313-6. Full description at Econpapers || Download paper |
2023 | Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1. Full description at Econpapers || Download paper |
2023 | Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0. Full description at Econpapers || Download paper |
2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
2023 | Bootstrap inference for fixed-effect models. (2022). Higgins, Ayden ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126864. Full description at Econpapers || Download paper |
2023 | A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302. Full description at Econpapers || Download paper |
2023 | A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers || Download paper |
2023 | Testing random assignment to peer groups. (2023). Jochmans, Koen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:321-333. Full description at Econpapers || Download paper |
2023 | How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?. (2023). Weber, Jacob P ; Naef, Alain. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1307-1319. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Household debt, liquidity constraints and the interest rate elasticity of private consumption. (2023). Silvo, Aino ; Karkkainen, Samu. In: BoF Economics Review. RePEc:zbw:bofecr:22023. Full description at Econpapers || Download paper |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Wichers, Casper ; Iacopini, Matteo ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:279783. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Efficient Peer Effects Estimators with Group Effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Efficient Bias Correction for Cross-section and Panel Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Significance Bands for Local Projections In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy In: Borradores de Economia. [Full Text][Citation analysis] | paper | 58 |
2018 | Effective sterilized foreign exchange intervention? Evidence from a rule-based policy.(2018) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2016 | Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
2005 | Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 27 |
2008 | Difference in difference meets generalized least squares: Higher order properties of hypotheses tests.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2005 | Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
2015 | Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
2020 | Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity.(2020) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2002 | EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
2005 | AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
2011 | BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS In: Econometric Theory. [Full Text][Citation analysis] | article | 142 |
2022 | GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2022 | JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2022 | GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2002 | Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large In: Econometrica. [Citation analysis] | article | 361 |
2010 | Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica. [Full Text][Citation analysis] | article | 37 |
2000 | RMSE Reduction for GMM Estimators of Linear Time Series Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations In: Econometrics Journal. [Full Text][Citation analysis] | article | 197 |
2010 | Stationarity and mixing properties of the dynamic Tobit model In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2002 | Discontinuities of weak instrument limiting distributions In: Economics Letters. [Full Text][Citation analysis] | article | 38 |
2004 | Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2001 | Optimal instrumental variables estimation for ARMA models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
1999 | Optimal Instrumental Variables Estimation for ARMA Models.(1999) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2007 | Long difference instrumental variables estimation for dynamic panel models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 79 |
2012 | Kernel-weighted GMM estimators for linear time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2013 | Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
2019 | Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2013 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited In: Working Paper Series. [Full Text][Citation analysis] | paper | 123 |
2013 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2018 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | article | |
2008 | Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2011 | Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score.(2011) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
1999 | Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity In: Working papers. [Citation analysis] | paper | 1 |
2004 | Semiparametric Causality Tests Using the Policy Propensity Score In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
1994 | Real Business Cycle Models - Some Evidence for Switzerland In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
2018 | Ingmar Prucha’s contributions to economics and econometrics In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Study of a Peer Effect with Random Group Effects In: Working Papers. [Citation analysis] | paper | 0 |
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