Guido M. Kuersteiner : Citation Profile

Are you Guido M. Kuersteiner?

University of Maryland

16

H index

18

i10 index

1375

Citations

RESEARCH PRODUCTION:

26

Articles

20

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 45
   Journals where Guido M. Kuersteiner has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 15 (1.08 %)

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   Permalink: http://citec.repec.org/pku116
   Updated: 2024-12-03    RAS profile: 2024-09-08    
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Relations with other researchers

Works with:

Prucha, Ingmar (5)

Inoue, Atsushi (3)

Hahn, Jinyong (2)

Mazzocco, Maurizio (2)

Jorda, Oscar (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 (61)

Dhaene, Geert (44)

Villamizar-Villegas, mauricio (35)

Phillips, Peter (29)

Fernandez-Val, Ivan (28)

Weidner, Martin (28)

Coulibaly, Dramane (24)

Jorda, Oscar (24)

d'Albis, Hippolyte (23)

Taylor, Alan (22)

Boubtane, Ekrame (19)

Cites to:

Hahn, Jinyong (25)

Newey, Whitney (22)

Hausman, Jerry (17)

Prucha, Ingmar (15)

Arellano, Manuel (13)

Lee, Lung-Fei (12)

Kilian, Lutz (11)

Inoue, Atsushi (11)

Phillips, Peter (9)

Romer, Christina (8)

Imbens, Guido (8)

Main data

Where Guido M. Kuersteiner has published?

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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Working Paper Series / Federal Reserve Bank of San Francisco3
NBER Working Papers / National Bureau of Economic Research, Inc2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
Borradores de Economia / Banco de la Republica de Colombia2

Recent works citing Guido M. Kuersteiner (2024 and 2023)

YearTitle of citing document
2023Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2023Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2023Dynamic 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.

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2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2023csa2sls: A complete subset approach for many instruments using Stata. (2022). Shin, Youngki ; Owusu, Julius ; Lee, Siha. In: Papers. RePEc:arx:papers:2207.01533.

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2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2023Approximate Functional Differencing. (2023). Weidner, Martin ; Dhaene, Geert. In: Papers. RePEc:arx:papers:2301.13736.

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2023Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455.

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2023Unified 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.

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2023On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI. (2023). Malikov, Emir ; Zhao, Shunan. In: Papers. RePEc:arx:papers:2302.14602.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

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2024Bridging TSLS and JIVE. (2023). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Waiting for Dr. Godot: how much and who responds to predicted health care wait times?. (2023). Strobel, Stephenson. In: Papers. RePEc:arx:papers:2309.13219.

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2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473.

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2023Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables. (2023). Hirshberg, David ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.13575.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Efficiency of QMLE for dynamic panel data models with interactive effects. (2023). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

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2024.

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2024.

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2023.

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2023Another 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.

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2023Do 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.

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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.

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2023Recent 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.

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2023Does 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.

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2023.

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2023Kicking 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.

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2023Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Intervening against the Fed. (2023). Yago, Naoki ; Timmer, Yannick ; Rodnyansky, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10575.

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2023Do Public Sector Employment Reductions Promote Informality?. (2023). Moutos, Thomas ; Adam, Antonis. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10614.

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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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2023The 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.

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2023Efficient 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.

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2023Second-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.

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2023Shrinkage 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.

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2023The 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.

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2023Over-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.

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2023Indirect 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.

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2023The 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.

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2023Estimation 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.

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2023Uniform 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.

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2023News-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.

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2023Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677.

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2023Econometric inference on a large Bayesian game with heterogeneous beliefs. (2023). Song, Kyungchul ; Kojevnikov, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s030440762300218x.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2024Population interference in panel experiments. (2024). Bojinov, Iavor ; Basse, Guillaume ; Han, Kevin. 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 ; Jin, Baisuo ; Hou, LI. 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). Johannsen, Benjamin K ; Herbst, Edward P. 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). Shen, Shu ; Gu, Jiaying ; Abadie, Alberto. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000702.

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2023Dynamic 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.

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2023Asymmetric 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.

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2023Regional persistence of the energy efficiency gap: Evidence from England and Wales. (2023). Huaccha, Gissell. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005406.

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2023State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348.

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2023Institutions 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.

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2023Cooling 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.

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2023Effects 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.

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2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms. (2023). Cho, Dooyeon ; Im, Pullip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614.

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2023Should 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.

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2023Exchange 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.

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2023Editor home bias?. (2023). Segal, Dan ; Rubin, Eran. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:6:s0048733323000501.

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2023The 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.

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2023Analysis 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.

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2023The 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.

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2023The poverty effect of democratization. (2023). Freytag, Andreas ; Dorffel, Christoph. In: World Development. RePEc:eee:wdevel:v:165:y:2023:i:c:s0305750x23000049.

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2024The impact of urban green business environment on FDI quality and its driving mechanism: Evidence from China. (2024). Xiao, Liming ; Li, Xiuqing. In: World Development. RePEc:eee:wdevel:v:175:y:2024:i:c:s0305750x23003121.

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2023Second-order refinements for t-ratios with many instruments. (2023). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111065.

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2024A jackknife Lagrange multiplier test with many weak instruments. (2022). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116392.

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2023‘Good jobs’, training and skilled immigration. (2023). Wadsworth, Jonathan ; Mountford, Andrew. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118784.

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2023Be 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.

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2024The impact of information frictions within regulators: evidence from workplace safety violations. (2024). Ruchti, Thomas ; Raghunandan, Aneesh. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122404.

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2023State-Dependent Local Projections: Understanding Impulse Response Heterogeneity. (2023). Cloyne, James ; Taylor, Alan M ; Jorda, Oscar. In: Working Paper Series. RePEc:fip:fedfwp:95706.

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2023Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36.

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2023Mechanisms 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.

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2023Institutions and conservation: The case of protected areas. (2023). Zavalloni, Matteo ; Wolfersberger, Julien ; Bareille, Franois. In: Post-Print. RePEc:hal:journl:hal-03920138.

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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: 0		article
2024Efficient Bias Correction for Cross-section and Panel Data In: Papers.
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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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2024Differential Test Performance and Peer Effects In: Papers.
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2016Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy In: Borradores de Economia.
[Full Text][Citation analysis]		paper59
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: 59		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]		paper4
2005Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper27
2008Difference 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
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]		paper37
2020Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity.(2020) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		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]		article21
2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article146
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.
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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.
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2024CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS In: Econometric Theory.
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2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large In: Econometrica.
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2010Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica.
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2000RMSE Reduction for GMM Estimators of Linear Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
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2002Discontinuities of weak instrument limiting distributions In: Economics Letters.
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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.
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2001Optimal instrumental variables estimation for ARMA models In: Journal of Econometrics.
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1999Optimal Instrumental Variables Estimation for ARMA Models.(1999) In: Working papers.
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2007Long difference instrumental variables estimation for dynamic panel models with fixed effects In: Journal of Econometrics.
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2012Kernel-weighted GMM estimators for linear time series models In: Journal of Econometrics.
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2013Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics.
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2019Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity In: Journal of Econometrics.
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2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2013) In: NBER Working Papers.
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2018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2018) In: Journal of Business & Economic Statistics.
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2011Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score.(2011) In: The Review of Economics and Statistics.
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