Guido M. Kuersteiner : Citation Profile

University of Maryland

16

H index

19

i10 index

1512

Citations

RESEARCH PRODUCTION:

27

Articles

21

Papers

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 48
   Journals where Guido M. Kuersteiner has often published
   Relations with other researchers
   Recent citing documents: 168.    Total self citations: 18 (1.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku116
   Updated: 2026-02-07    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Hahn, Jinyong (5)

Prucha, Ingmar (4)

Inoue, Atsushi (4)

Jorda, Oscar (2)

Mazzocco, Maurizio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guido M. Kuersteiner.

Is cited by:

Jochmans, Koen (69)

Dhaene, Geert (44)

Villamizar-Villegas, mauricio (40)

Fernandez-Val, Ivan (36)

Phillips, Peter (30)

Weidner, Martin (28)

Coulibaly, Dramane (27)

d'Albis, Hippolyte (26)

Jorda, Oscar (25)

Taylor, Alan (22)

Sarafidis, Vasilis (20)

Cites to:

Hahn, Jinyong (25)

Newey, Whitney (22)

Hausman, Jerry (17)

Prucha, Ingmar (16)

Arellano, Manuel (13)

Lee, Lung-Fei (12)

Kilian, Lutz (11)

Inoue, Atsushi (11)

Andrews, Donald (11)

Phillips, Peter (9)

Stock, James (8)

Main data

Where Guido M. Kuersteiner has published?

Journals with more than one article published# docs
Journal of Econometrics7
Econometric Theory7
Economics Letters3
Econometrica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Working Paper Series / Federal Reserve Bank of San Francisco3
Borradores de Economia / Banco de la Republica de Colombia2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Guido M. Kuersteiner (2025 and 2024)

YearTitle of citing document
2024The Introduction of the Income Tax, Fiscal Capacity, and Migration: Evidence from US States. (2024). Troiano, Ugo antonio ; Dincecco, Mark ; Cassidy, Traviss. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:16:y:2024:i:1:p:359-93.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024Dynamic covariate balancing: estimating treatment effects over time with potential local projections. (2024). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2025Uniform Inference on High-dimensional Spatial Panel Networks. (2025). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2025Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2026What Impulse Response Do Instrumental Variables Identify?. (2023). Lee, Seojeong ; Seo, Myung Hwan ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2026Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

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2025Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities. (2024). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

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2024Estimating overidentified linear models with heteroskedasticity and outliers. (2024). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2024). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2025Efficiency of QMLE for dynamic panel data models with interactive effects. (2024). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

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2025Transmission Channel Analysis in Dynamic Models. (2024). Wilms, Ines ; Smeekes, Stephan ; Lieb, Lenard ; Wegner, Enrico. In: Papers. RePEc:arx:papers:2405.18987.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2024Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634.

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2025Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities. (2024). Zheng, Yapeng ; Shi, Zhentao ; Li, Ming. In: Papers. RePEc:arx:papers:2410.23852.

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2025A Neyman-Orthogonalization Approach to the Incidental Parameter Problem. (2025). Jochmans, Koen ; Bonhomme, St'Ephane ; Weidner, Martin. In: Papers. RePEc:arx:papers:2412.10304.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

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2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

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2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Minimum Distance Estimation of Quantile Panel Data Models. (2025). Melly, Blaise ; Pons, Martina. In: Papers. RePEc:arx:papers:2502.18242.

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2025Uniform Limit Theory for Network Data. (2025). Sasaki, Yuya. In: Papers. RePEc:arx:papers:2503.00290.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?. (2025). Kitagawa, Toru ; Wang, Weining ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2504.01140.

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2025Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

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2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

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2025Nonlinear Treatment Effects in Shift-Share Designs. (2025). Possebom, Vitor ; Garzon, Luigi. In: Papers. RePEc:arx:papers:2507.21915.

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2025Weak Identification in Peer Effects Estimation. (2025). Wang, William W ; Jadbabaie, Ali. In: Papers. RePEc:arx:papers:2508.04897.

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2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

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2026A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2510.16683.

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2025Causal Inference with Groupwise Matching. (2025). Song, Kyungchul ; Rinc, Ratzanyel. In: Papers. RePEc:arx:papers:2510.26106.

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2025The moment is here: a generalised class of estimators for fuzzy regression discontinuity designs. (2025). Lane, Stuart. In: Papers. RePEc:arx:papers:2511.03424.

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2025Limit Theorems for Network Data without Metric Structure. (2025). Jiang, Wen ; Wang, Yachen ; Wu, Zeqi ; Xu, Xingbai. In: Papers. RePEc:arx:papers:2511.17928.

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2025A neyman-orthogonalization approach to the incidental parameter problem. (2025). Jochmans, Koen ; Weidner, Martin ; Bonhomme, Stphane. In: CeMMAP working papers. RePEc:azt:cemmap:05/25.

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2024Arellano-bond lasso estimator for dynamic linear panel models. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: CeMMAP working papers. RePEc:azt:cemmap:09/24.

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2024Inference for regression with variables generated from unstructured data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy M ; Battaglia, Laura. In: CeMMAP working papers. RePEc:azt:cemmap:10/24.

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2024Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2025Economic activity, inflation, and monetary policy after extreme weather events: ENSO and its economic impact on the Peruvian economy. (2025). Pérez Forero, Fernando ; Ledesma, Alan ; Aguirre, John ; Rojas, Youel. In: BIS Working Papers. RePEc:bis:biswps:1276.

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2024Fertility and long‐term economic growth. (2024). Huang, Kaixing. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1152-1171.

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2024The Impact of Information Frictions Within Regulators: Evidence from Workplace Safety Violations. (2024). Raghunandan, Aneesh ; Ruchti, Thomas G. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:3:p:1067-1120.

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2024Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:691-713.

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2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

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2024Testing conditional independence in casual inference for time series data. (2024). Cai, Zongwu ; Tang, Shengfang ; Lin, Ming ; Fang, Ying. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:2:p:397-426.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11119.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

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2025Cross Section Curve Data Autoregression. (2025). Jiang, Liang. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2439.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2467.

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2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

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2025Networks and information in credit markets. (2025). Minetti, Raoul ; Gupta, Abhimanyu ; Kokas, Sotirios ; Michaelides, Alexander. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001087.

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2025Austerity reexamined: Uncovering the role of the shadow economy. (2025). Bechchani, Khalil. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1291-1317.

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2025Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.

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2025A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables. (2025). Sun, Rui ; Liu, Long ; Kao, Chihwa. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002630.

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2024Population interference in panel experiments. (2024). Han, Kevin ; Bojinov, Iavor ; Basse, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002816.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024Estimation and variable selection for high-dimensional spatial dynamic panel data models. (2024). Wu, Yuehua ; Hou, LI ; Jin, Baisuo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003214.

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2024Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524.

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2024Bias in local projections. (2024). Herbst, Edward P ; Johannsen, Benjamin K. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

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2024Instrumental variable estimation with first-stage heterogeneity. (2024). Abadie, Alberto ; Shen, Shu ; Gu, Jiaying. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000702.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables. (2024). Lee, Lung-Fei ; Jeong, Hanbat. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001362.

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2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025On testing for spatial or social network dependence in panel data allowing for network variability. (2025). Liu, Xiaodong ; Prucha, Ingmar R. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002768.

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2025Efficiency bounds for moment condition models with mixed identification strength. (2025). Doko Tchatoka, Firmin ; Dovonon, Prosper ; Atchad, Yves F. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000691.

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2025Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. (2025). Doko Tchatoka, Firmin ; Dufour, Jean-Marie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001660.

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2025Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

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2025How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach. (2025). Paranhos, Livia. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002318.

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2025Quantile regression with group-level treatments. (2025). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001332.

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2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

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2025An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2025Does international coordinated industrial policy stimulate regional low-carbon aviation development? Evidence from CORSIA and the APEC developing economies. (2025). Yan, Zichun ; Zhang, Jingjia ; Wang, Zehan ; Du, Zizhe. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500043x.

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2024Monetary policy shocks and firm investment decisions: Evidence from China. (2024). Chen, Yinghui ; Jiang, Lunan ; Zhang, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003454.

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2025Auction-based tests of inventory control and private information in a centralized interdealer FX market. (2025). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000217.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2024Effectiveness of FX intervention and the flimsiness of exchange rate expectations. (2024). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301169.

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2024Analyzing the impacts on passenger yield of incumbent companies after the entry of a new company into the aviation market: The case of Brazil. (2024). Borges, Maria Rosa ; de Araujo, Arlley Pereira. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:121:y:2024:i:c:s0969699724001479.

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More than 100 citations found, this list is not complete...

Works by Guido M. Kuersteiner:

YearTitleTypeCited
2022Efficient Peer Effects Estimators with Group Effects In: Papers.
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2023Efficient peer effects estimators with group effects.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2024Efficient Bias Correction for Cross-section and Panel Data In: Papers.
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2024Efficient bias correction for cross‐section and panel data.(2024) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 1		article
2024Inference for Local Projections In: Papers.
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2024Inference for Local Projections.(2024) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2024Overidentification in Shift-Share Designs In: Papers.
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2025Differential Test Performance and Peer Effects In: Papers.
[Full Text][Citation analysis]		paper0
2025Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity In: Papers.
[Full Text][Citation analysis]		paper0
2016Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy In: Borradores de Economia.
[Full Text][Citation analysis]		paper67
2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy.(2018) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 67		article
2016Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” In: Borradores de Economia.
[Full Text][Citation analysis]		paper5
2005Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper33
2008Difference in difference meets generalized least squares: Higher order properties of hypotheses tests.(2008) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 33		article
2005Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper18
2015Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper45
2020Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity.(2020) In: Econometrica.
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This paper has nother version. Agregated cites: 45		article
2002EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
[Full Text][Citation analysis]		article21
2005AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article27
2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article159
2022GUEST 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]		article0
2022JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2022GUEST 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]		article0
2024CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large In: Econometrica.
[Citation analysis]		article392
2010Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica.
[Full Text][Citation analysis]		article49
2000RMSE Reduction for GMM Estimators of Linear Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations In: Econometrics Journal.
[Full Text][Citation analysis]		article205
2010Stationarity and mixing properties of the dynamic Tobit model In: Economics Letters.
[Full Text][Citation analysis]		article13
2002Discontinuities of weak instrument limiting distributions In: Economics Letters.
[Full Text][Citation analysis]		article43
2004Asymptotic 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]		article5
2001Optimal instrumental variables estimation for ARMA models In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
1999Optimal Instrumental Variables Estimation for ARMA Models.(1999) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2007Long difference instrumental variables estimation for dynamic panel models with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article86
2012Kernel-weighted GMM estimators for linear time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2013Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2019Invariance 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]		article3
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited In: Working Paper Series.
[Full Text][Citation analysis]		paper161
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 161		paper
2018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2018) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 161		article
2023Significance Bands for Local Projections In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper84
2011Causal 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: 84		article
1999Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity In: Working papers.
[Citation analysis]		paper1
2004Semiparametric Causality Tests Using the Policy Propensity Score In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
1994Real Business Cycle Models - Some Evidence for Switzerland In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2018Ingmar Prucha’s contributions to economics and econometrics In: Empirical Economics.
[Full Text][Citation analysis]		article0
2019Study of a Peer Effect with Random Group Effects In: Working Papers.
[Citation analysis]		paper0

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